[PDF.00fd] On the Concentration Properties of Interacting Particle Processes (Foundations and Trends(r) in Machine Learning)

On the Concentration Properties of Interacting Particle Processes (Foundations and Trends(r) in Machine Learning)

[PDF.gp57] On the Concentration Properties of Interacting Particle Processes (Foundations and Trends(r) in Machine Learning)

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 |  Now Publishers Inc |  2012-01-16 | Original language:English | PDF # 1 |  9.21 x.38 x6.14l,.56 | File type: PDF | 176 pages

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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 s...

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