[YPNG] YPNG Friday 10 October 2014

[sekhar]

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
>