[YPNG] YPNG Friday 10 October 2014

sekhar sekhar.tatikonda at yale.edu
Wed Oct 8 10:48:37 EDT 2014


Hi Folks,
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.

Regards,
sekhar

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.
>
> 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
>



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