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On the Concentration Properties of Interacting Particle Processes

af Pierre Del Moral

indgår i Foundations and Trends (R) in Machine Learning serien

On the Concentration Properties of Interacting Particle Processes af Pierre Del Moral
Bag om On the Concentration Properties of Interacting Particle Processes

Presents some new concentration inequalities for Feynman-Kac particle processes. The book analyses 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781601985125
  • Indbinding:
  • Paperback
  • Sideantal:
  • 176
  • Udgivet:
  • 26. januar 2012
  • Størrelse:
  • 156x234x10 mm.
  • Vægt:
  • 257 g.
  • 2-3 uger.
  • 2. december 2024

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Presents some new concentration inequalities for Feynman-Kac particle processes. The book analyses 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.

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