
On the Concentration Properties of Interacting Particle Processes
now publishers Inc
1st Edition
Published on 26. January 2012
Book
Paperback/Softback
176 pages
978-1-60198-512-5 (ISBN)
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.
More details
Series
Language
English
Place of publication
Hanover
United States
Target group
Professional and scholarly
Dimensions
Height: 234 mm
Width: 156 mm
Thickness: 10 mm
Weight
257 gr
ISBN-13
978-1-60198-512-5 (9781601985125)
DOI
10.1561/2200000026
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Schweitzer Classification
Content
1: Stochastic particle methods 2: Some application domains 3: Feynman-Kac semigroup analysis 4: Empirical processes 5: Interacting empirical processes 6: Feynman-Kac particle processes. References