On the Concentration Properties of Interacting Particle Processes
This monograph 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 stochas…
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Produktdetails
Weitere Autoren: Hu, Peng / Wu, Liming
- ISBN: 978-1-60198-512-5
- EAN: 9781601985125
- Produktnummer: 12489456
- Verlag: Now Publishers Inc
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 176 S.
- Masse: H23.4 cm x B15.6 cm x D0.9 cm 278 g
- Abbildungen: Paperback
- Gewicht: 278
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