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SUMMARY:Particle MCMC - Will Tebbutt (University of Cambridge)
DTSTART:20190515T130000Z
DTEND:20190515T143000Z
UID:TALK125194@talks.cam.ac.uk
CONTACT:Robert Pinsler
DESCRIPTION:Particle MCMC methods combine Sequential Monte Carlo (SMC) and
  MCMC methods in a principled manner\, and are known to provide an excelle
 nt approach to approximate inference for state-space models in particular.
  We will first introduce Particle MCMC methods\, and then provide a couple
  of view points on them with the aim of elucidating their surprisingly str
 aightforward interpretations as particular instantiations of standard MCMC
  techniques.
LOCATION:Engineering Department\, CBL Room BE-438
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