[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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