Sequential Monte Carlo Methods in Practice
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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. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning.
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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. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning.
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