The Monte Carlo method is a numerical technique to model the probability of all possible outcomes in a process that cannot easily be predicted due to the interf

Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when ot

In the seven years since this volume first appeared. there has been an enormous expansion of the range of problems to which Monte Carlo computer simulation meth

This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the se

The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in re