Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modeling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survival of the fittest, have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft...

Introductions to solid state physics have, ever since the initial book by F. Seitz in 1940, concentrated on simple crystals, with few atoms per cell, bonded together by strong ionic, covalent, or metallic bonds. References to weaker bonds, such as van der Waals forces in rare gases, or to geometric or chemical disorder (e.g., alloys or glasses) have been limited. The physical understanding of this ?eld started well before Seitz s book and led to a number of Nobel prizes after the last war. Applications cover classical metallurgy, el- tronics, geology and building materials, as well as...

In the fall of 1999, I was asked to teach a course on computer intrusion detection for the Department of Mathematical Sciences of The Johns Hopkins University. That course was the genesis of this book. I had been working in the field for several years at the Naval Surface Warfare Center, in Dahlgren, Virginia, under the auspices of the SHADOW program, with some funding by the Office of Naval Research. In designing the class, I was concerned both with giving an overview of the basic problems in computer security, and with providing information that was of interest to a department of...

The use of the internet for commerce has spawned a variety of auctions, marketplaces, and exchanges for trading everything from bandwidth to books. Mechanisms for bidding agents, dynamic pricing, and combinatorial bids are being implemented in support of internet-based auctions, giving rise to new versions of optimization and resource allocation models. This volume, a collection of papers from an IMA "Hot Topics" workshop in internet auctions, includes descriptions of real and proposed auctions, complete with mathematical model formulations, theoretical results, solution approaches, and...

The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning as a general problem of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. These include: * the setting of learning problems based on the model of minimizing the risk functional from empirical data * a comprehensive analysis of the empirical risk minimization principle including...