An Introduction to Sequential Monte Carlo
Language: English
Published by Springer Nature Switzerland AG, 2020
- Hardcover
- Used
Seller: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc
AbeBooks seller since March 23, 2026
Condition: Used - Good
£ 39.59
Quantity: 1 available
Add to basketItem description from seller
Seller Inventory # CIN3030478440G
- Title
- An Introduction to Sequential Monte Carlo
- Author
- Nicolas Chopin
- Publisher
- Springer Nature Switzerland AG
- Publication year
- 2020
- Condition
- Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 3030478440
- ISBN 13
- 9783030478445
- Series
- Book 155 of 160: Springer Series in Statistics
This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative finance, and robotics.
The coverage is comprehensive, ranging from the underlying theory to computational implementation, methodology, and diverse applications in various areas of science. This is achieved by describing SMC algorithms as particular cases of a general framework, which involves concepts such as Feynman-Kac distributions, and tools such as importance sampling and resampling. This general framework is used consistently throughout the book.
Extensive coverage is provided on sequential learning (filtering, smoothing) of state-space (hidden Markov) models, as this remains an important application of SMC methods. More recent applications, such as parameter estimation of these models (through e.g. particle Markov chain Monte Carlo techniques) and the simulation of challenging probability distributions (in e.g. Bayesian inference or rare-event problems), are also discussed.The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area. Each chapter includes a set of exercises for self-study, a comprehensive bibliography, and a “Python corner,” which discusses the practical implementation of the methods covered. In addition, the book comes with an open source Python library, which implements all the algorithms described in the book, and contains all the programs that were used to perform the numerical experiments.
"Synopsis" may belong to another edition of this title.
About the Author
Omiros Papaspiliopoulos (PhD, Lancaster University, 2003) is an ICREA Research Professor and Director of the Data Science Center at Barcelona Graduate School of Economics. Previous positions include Full Professor at Universitat Pompeu Fabra, Assistant Professor at Warwick University and Research Associate at Lancaster and Oxford University.
He is currently co-editor of Biometrika, and has been an Associate Editor for the Journal of the Royal Statistical Society Series B, Biometrika, Journal of Uncertainty Quantification (SIAM) and Statistics and Computing. He has delivered more than 100 invited talks, and has given courses at ENSAE in Paris, the Berlin Mathematical School, the Department of Mathematics at the University of Copenhagen, and the Engineering Department at Osaka University. In 2010 he was awarded the Royal Statistical Society’s Guy Medal in Bronze.
His research interests include computational statistics, applied mathematics and machine learning.
Nicolas Chopin (PhD, Université Pierre et Marie Curie, Paris, 2003) has been a Professor of Statistics at ENSAE, Paris, since 2006. He was previously a lecturer at Bristol University (UK).
He is a current or former associate editor for Annals of Statistics, Biometrika, Journal of the Royal Statistical Society, Statistics and Computing, and Statistical Methods & Applications. He has served as a member (2013-14) and secretary (2015-16) of the research section committee of the Royal Statistical Society. He received a Savage Award for his doctoral dissertation in 2002.
His research interests include computational statistics, Bayesian inference, and machine learning..
"About the title" may belong to another edition of this title.
World of Books Inc
Montgomery, IL, U.S.A.
AbeBooks seller since March 23, 2026
Shipping rates within U.S.A.
| Item | 4 to 12 business days | 3 to 6 business days |
|---|---|---|
| First item | £ 0.00 | £ 8.10 |
Payment methods
Store description
Specialty
Second Hand - All GenreSeller's business information
SBYB, Inc.
900 Knell Road
Montgomery, IL U.S.A. 60538
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to World of Books Inc, Montgomery, Illinois, U.S.A., without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.