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|a 0387402640
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| 082 |
|
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|a 519.233
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| 100 |
|
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|a Cappe, Olivier
|
| 245 |
|
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|a Inference in Hidden Markov models /
|c Olivier Cappe, Eric Moulines, Tobias Ryden.
|
| 260 |
|
|
|c 2005.
|b Springer ,
|a New York
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| 300 |
|
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|a xvii, 652 p. :
|b ill. ;
|c 25 cm.
|
| 490 |
|
|
|a Springer series in statistics.
|
| 505 |
|
|
|a . Introduction-- Main definitions and notations Pt. I. State inference-- Filtering and smoothing recursions--Advanced topics in smoothing-- Applications of smoothing--Monte Carlo methods-- Sequential Monte Carlo methods-- Advanced topics in sequential Monte Carlo--Analysis of sequential Monte Carlo methods Pt. II. Parameter inference-- Maximum likelihood inference, part I : optimization through exact smoothing-- Maximum likelihood inference, part II : Monte Carlo optimization--Statistical properties of the maximum likelihood estimator--Fully Bayesian approaches Pt. III. Background and complements-- Elements of Markov chain theory-- An information-theoretic perspective on order estimation
|
| 650 |
|
|
|a Markov processes
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| 650 |
|
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|a Mathematical statistics
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| 650 |
|
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|a Statistics
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| 650 |
|
|
|a Computer simulation
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| 650 |
|
|
|a Economics
|
| 650 |
|
|
|a Structural control (Engineering)
|
| 700 |
|
|
|a Moulines, Eric
|
| 700 |
|
|
|a Ryden, Tobias
|
| 942 |
|
|
|2 ddc
|c BK
|
| 999 |
|
|
|c 102130
|d 102130
|
| 952 |
|
|
|0 0
|1 0
|4 0
|6 519_233000000000000_CAP_I
|7 0
|9 102465
|a UL
|b UL
|c ST1
|d 2013-09-05
|e 2
|g 8167.53
|l 0
|o 519.233 CAP/I
|p 90534
|r 2013-12-12
|v 12011.08
|y BK
|