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Title: Particle Approximation in Stochastic Filtering
Author: Khalil, Hassan Kamel
ISNI:       0000 0001 3598 1089
Awarding Body: University of Bristol
Current Institution: University of Bristol
Date of Award: 2008
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The sequential Monte Carlo (SMC) methodology is a family of Monte Carlo methods that processes information sequentially. It has shown to be able to solve a large class of highly complex inference and optimization problems that can be formulated as stochastic dynamic systems. By recursively generating random samples of the state variables of the dynamic systems, SMC adapts flexibly to the dynamics of the underlying stochastic systems. It opens up new frontiers for cross-fertilization between statistical science and many application areas.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available