[YPNG] YPNG Friday 10 October 2014
sekhar.tatikonda at yale.edu
Wed Oct 8 10:48:37 EDT 2014
This Friday we will have the 3rd installment of Patrick's discussion of
particle filters in high dimensions.
See you Friday at 11 in the Stat's classroom.
On 9/17/2014 9:36 AM, sekhar wrote:
> Hi Folks,
> Patrick will continue his talk from last week.
> See you Friday at 11 in the Stat's classroom.
> On 9/10/2014 11:01 AM, sekhar wrote:
>> Hi Everyone,
>> Patrick Rebeschini will talk about how to tweak classical sequential
>> Monte Carlo algorithms
>> (particle filters) to overcome the curse of dimensionality in high
>> dimensional problems. He
>> will review the classical theory (bootstrap particle filter), analyze
>> the curse of dimensionality,
>> and discuss what ideas are needed to address the core of the problem
>> and to make tangible
>> progress in applications.
>> See you Friday at 11 in the Stat's classroom.
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