Download or read book Sequential Monte Carlo Methods in Practice written by Arnaud Doucet and published by Springer Science & Business Media. This book was released on 2001-06-21 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.