Nicolas Chopin and Omiros Papaspiliopoulos, the co-authors of the book “An Introduction to Sequential Monte Carlo”, have been awarded the 2021 DeGroot Prize.
The DeGroot Prize is awarded to the author or authors of a published book in Statistical Science. The Prize is named for Morris H. (“Morrie”) DeGroot, and recognizes the impact and importance of his work in Statistics and Decision Theory, and his marked influence on the evolution of the discipline over several decades through his personal scholarship, educational and professional leadership. The prize particularly recognizes DeGroot’s authorship and editorship of major books that had marked impact on the development of Statistics and Decision Theory, and the value he placed on the role of books generally. The Prize was proposed during the ISBA 2000 meeting in Crete, and established later that year.
“An Introduction to Sequential Monte Carlo” Springer, 2020
Offers a general and gentle introduction to all aspects of particle filtering: the algorithms, their uses in different areas, their computer implementation in Python and the supporting theory. Covers both the basics and more advanced, cutting-edge developments, such as PMCMC (particle Markov chain Monte Carlo) and SQMC (Sequential quasi-Monte Carlo).
Comes with a freely available Python library (particles), which implements all the algorithms discussed in the book.
Each chapter ends with a “Python corner” that discusses how the methods covered can be implemented in Python.
Nicolas Chopin: https://nchopin.github.io/
Omiros Papaspiliopoulos: https://didattica.unibocconi.it/docenti/cv.php?rif=253596&cognome=PAPASPILIOPOULOS&nome=OMIROS