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Sequential Monte Carlo Methods in Practice
612 стр., серия: "Statistics for Engineering and Information Science", издатель: "Springer, Springer-Verlag Telos", ISBN: 978-0387951461, 0387951466Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
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