An Introduction to State-Space Models, Particle Filters, and Sequential Monte Carlo - Lecture 1

Dive into a comprehensive lecture on state-space models, particle filters, and sequential methods presented by Nicolas Chopin at the Autumn School in Bayesian Statistics. Explore the foundations of these advanced statistical techniques through this in-depth, 1 hour and 51-minute conference talk recorded at the Centre International de Rencontres Mathématiques in Marseille, France. Gain valuable insights into the mathematical principles and applications of these methods, essential for researchers and practitioners in Bayesian statistics. Access this enriched video content through CIRM's Audiovisual Mathematics Library, featuring chapter markers, keywords, abstracts, bibliographies, and Mathematics Subject Classification for enhanced learning and navigation. Utilize the multi-criteria search function to discover related talks by renowned mathematicians worldwide, expanding your knowledge in this specialized field.