Transcript Adaptive Particle Filters

Contact Info
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Anastasia (Tessy) Papavasiliou
Office: C1.09 Statistics Department
Office Hours: Mondays: 11:30-12:30
Thursdays:11:30-12:30
or by appointment:
[email protected]
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Books
There is no official book for this class.
Some helpful bibliography:
1.
Pfeiffer: Concepts of Probability Theory.
2.
Grimmett & Stirzaker: Probability and Random Processes.
3.
Jacod & Protter: Probability Essentials.
4.
Williams: Probability with Martingales
5.
Billingsley: Probability and Measure.
6.
Royden: Real Analysis
Also, you can find some old notes for this course in
http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/year2/st213/st213.pdf
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Exercise sheets and tutorials
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Exercise sheets to be posted on the website
after the Friday lecture.
Exercise sessions (weeks 2 – 10, A1.01)
Mondays, 11-12
Tuesdays, 1-2
Fridays, 2-3
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