On the Concentration Properties of Interacting Particle Processes (Paperback)

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.

General

Imprint:	Now Publishers Inc
Country of origin:	United States
Series:	Foundations and Trends (R) in Machine Learning
Release date:	2012
First published:	2012
Authors:	Pierre Del Moral • Peng Hu • Liming Wu
Dimensions:	234 x 156 x 10mm (L x W x T)
Format:	Paperback
Pages:	176
ISBN-13:	978-1-60198-512-5
Categories:	Books > Computing & IT > General theory of computing > Mathematical theory of computation
LSN:	1-60198-512-6
Barcode:	9781601985125

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