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SUMMARY:Recent Advances in Particle Based Simulation Methods - J.D.Lawrenc
 e@statslab.cam.ac.uk
DTSTART:20100505T150000Z
DTEND:20100505T160000Z
UID:TALK24670@talks.cam.ac.uk
CONTACT:Richard Samworth
DESCRIPTION:Particle based methods are becoming ubiquitous in the analysis
 \nof sequential (not just time series) problems in statistics. These\nmeth
 ods have come a long way since the particle filter of Gordon Salmond\nand 
 Smith (1993). I will show some `tricks of the trade' that have been\ndevel
 oped since then. These will include the Auxiliary Particle Filter\,\nParti
 cle Learning\, and some other tricks that can improve any particle\nbased 
 method.\n\nPaper: "A Tutorial on Particle Filtering and Smoothing: Fifteen
  Years\nLater" by Arnaud Doucet and Adam Johansen
LOCATION:MR5\, CMS
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