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SUMMARY:How to use particle filtering methods to solve numerical optimizat
 ion problems ?  - Bin Liu
DTSTART:20180810T130000Z
DTEND:20180810T140000Z
UID:TALK108736@talks.cam.ac.uk
CONTACT:Louise Segar
DESCRIPTION:The particle filter (PF) algorithms\, also known as Sequential
  Monte Carlo (SMC) methods\, have revolutionized probabilistic state filte
 ring for dynamic systems\, while in this talk\, Dr. Liu will show how to u
 se PF to solve typical numerical optimization problems that appeared in di
 fferent communities such as evolutionary computation (EC) and machine lear
 ning (ML). Specifically\, a posterior exploration based SMC method for der
 ivative-free optimization and a series of PF-type incremental proximity me
 thods for large-scale stochastic optimization will be introduced. Both pro
 s and cons of such PF-type optimization methods will be discussed.\n\nDr. 
 Bin Liu received the B.E. degree and the Ph.D. degree from Beijing Univ. o
 f Posts and Telecommunications in 2004 and the Chinese Academy of Sciences
  in 2009\, respectively. Then he held a position of research scholar with 
 the Department of Statistical Science at Duke University and was simultane
 ously appointed as a research scholar with the Statistical and Applied Mat
 hematical Sciences Institute (SAMSI)\, in the period from 2009 to 2010. He
  was a year-long visiting scholar at Department of Statistics and Center f
 or the Neural Basis of Cognition in Carnegie Mellon University\, and a sho
 rt-term visiting scholar at the Department of Computer Science at the Univ
 ersity of Surrey. He is now an Associate Professor with School of Computer
  Science\, Nanjing University of Posts and Telecommunications (NUPT). His 
 scientific interests span from Bayesian inference (especially Monte Carlo 
 methods)\, statistical modeling\, machine learning to stochastic optimizat
 ion. He was the recipient of the Best Paper Award of the 10th Internationa
 l Conference on Advanced Computational Intelligence (ICACI 2018)\, the Sci
 entific and Technological Prize of NUPT and the Best Presentation Award of
  the 2nd International Conference on Mechanical\, Automotive and Materials
  Engineering (CMAME 2014).
LOCATION:JDG-14\, James Dyson Building Meeting Room\, Ground Floor
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