Sequential Monte Carlo Methods in Practice

Innovative Monte Carlo methods are transforming online data analysis across various fields, such as finance, tracking, and computer vision. The book provides a thorough exploration of these techniques, including convergence results and practical applications in areas like automated target recognition, robot navigation, and dynamic Bayesian networks. Aimed at readers with a basic understanding of probability, it serves as a valuable resource for students, researchers, and practitioners. Authored by experts in Bayesian statistics and Monte Carlo methods, it combines theoretical insights with real-world applications.