[YPNG] YPNG Friday 19 September 2014
sekhar.tatikonda at yale.edu
Wed Sep 17 09:36:38 EDT 2014
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.
More information about the YPNG