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Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fittest, have made it possible to solve numerically many complex, non-standarard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modelling, neural networks,optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis. This will be of great value to students, researchers and practicioners, who have some basic knowledge of probability. Arnaud Doucet received the Ph. D. degree from the University of Paris- XI Orsay in 1997. From 1998 to 2000, he conducted research at the Signal Processing Group of Cambridge University, UK. He is currently an assistant professor at the Department of Electrical Engineering of Melbourne University, Australia. His research interests include Bayesian statistics, dynamic models and Monte Carlo methods. Nando de Freitas obtained a Ph.D. degree in information engineering from Cambridge University in 1999. He is presently a research associate with the artificial intelligence group of the University of California at Berkeley. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning.

Monte Carlo method. --- Monte-Carlo, Méthode de --- Monte Carlo method --- 519.2 --- 519.282 --- Artificial sampling --- Model sampling --- Monte Carlo simulation --- Monte Carlo simulation method --- Stochastic sampling --- Games of chance (Mathematics) --- Mathematical models --- Numerical analysis --- Numerical calculations --- Stochastic processes --- Probability. Mathematical statistics --- 519.2 Probability. Mathematical statistics --- Monte-Carlo, Méthode de --- Monte-Carlo, Méthode de. --- Statistics . --- Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. --- Statistical Theory and Methods. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Monte-Carlo, Méthode de.

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681.3*G3 --- 519.217 --- Probability and statistics: probabilistic algorithms (including Monte Carlo)random number generation statistical computing statistical software (Mathematics of computing) --- Markov processes --- 519.217 Markov processes --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo)random number generation statistical computing statistical software (Mathematics of computing) --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Stochastic processes. --- Stochastic processes --- Processus stochastiques

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Mathematics --- Basic Sciences. Statistics --- Data processing. --- Probability Theory, Sampling Theory --- Probability Theory, Sampling Theory. --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- -Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- -519.22 Statistical theory. Statistical models. Mathematical statistics in general --- 681.3*G3 --- 519.22 --- Statistical theory. Statistical models. Mathematical statistics in general --- Math --- Science --- Data processing --- Mathematical statistics --- -Math --- 519.22 Statistical theory. Statistical models. Mathematical statistics in general --- Analyse numérique. --- Numerical analysis --- -Data processing --- Analyse numérique --- Numerical analysis. --- Mathematics - Data processing --- -681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Machines a calculer --- Statistique mathematique --- Calculateurs arithmetiques --- Programmes informatiques

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Probability theory --- Probabilités --- Probabilities --- Mathematical statistics --- 519.2 --- Probability. Mathematical statistics --- kansrekening --- 681.3*G3 --- 10.01.a --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Verzekeringswiskunde ; Waarschijnlijkheidsrekening --- 519.2 Probability. Mathematical statistics --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Probabilités - Problèmes et exercices --- Probabilities - Problems, exercises, etc. --- Mathematical statistics - Problems, exercises, etc. --- Probabilities - Outlines, syllabi, etc.

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Numerical taxonomy --- Biology --- Social sciences --- Taxinomie numérique --- Sciences sociales --- Classification --- Statistical methods --- Méthodes statistiques --- 681.3*G3 --- 519.25 --- -Numerical taxonomy --- -Behavioral sciences --- Human sciences --- Sciences, Social --- Social science --- Social studies --- Civilization --- Phenetic taxonomy --- Phenograms --- Quantitative taxonomy --- Taximetrics --- Taxometrics --- Taxonomy, Numerical --- Taxonomy, Quantitative --- Life sciences --- Biomass --- Life (Biology) --- Natural history --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Statistical data handling --- -Statistical methods --- -Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- 519.25 Statistical data handling --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- -Phenetic taxonomy --- Behavioral sciences --- Taxinomie numérique --- Méthodes statistiques --- Classification&delete& --- Statistical methods.