On the Concentration Properties of Interacting Particle Processes (Foundations and Trends (R) in Machine Learning): 10 (Foundations and Trends® in Machine Learning)

by Liming Wu (Author), Pierre Del Moral (Author), Peng Hu (Author)

• New

  Paperback
  2011

  $115.80

  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.