On the Concentration Properties of Interacting Particle Processes

Name: On the Concentration Properties of Interacting Particle Processes
SKU: 19739130
Price: 236.00 NZD
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Paperback / softback

Series:

Foundations and Trends(R) in Machine Learning

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Description

This book presents some new concentration inequalities for Feynman-Kac particle processes. It analyzes different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution models, particle free energies, as well as backward Markov chain particle models. It illustrates these results with a series of topics related to computational physics and biology, stochastic optimization, signal processing and Bayesian statistics, and many other probabilistic machine learning algorithms. Special emphasis is given to the stochastic modeling, and to the quantitative performance analysis of a series of advanced Monte Carlo methods; including particle filters, genetic type island models, Markov bridge models, and interacting particle Markov chain Monte Carlo methodologies.

Release date NZ

January 26th, 2012

Author

Audience

Professional & Vocational

Pages

176

Series

Foundations and Trends(R) in Machine Learning

Dimensions

156x234x10

ISBN-13

9781601985125

Product ID

19739130

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