[YPNG] YPNG Friday 19 September 2014

[sekhar]

Hi Folks,
Patrick will continue his talk from last week.

See you Friday at 11 in the Stat's classroom.

Regards,
sekhar


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.
>
> Regards,
> sekhar