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SUMMARY:An introduction to Sequential Monte Carlo - Thang Bui (University 
 of Cambridge)\, Jes Frellsen
DTSTART:20140206T150000Z
DTEND:20140206T163000Z
UID:TALK50810@talks.cam.ac.uk
CONTACT:Konstantina Palla
DESCRIPTION:Sequential Monte Carlo (SMC) methods are a set of sampling tec
 hniques for simulating and estimating posterior distributions. In this tal
 k we give an introduction to SMC methods and examples of their application
 s. We review the classical posterior inference algorithms for state space 
 models\, as well as a contemporary generic SMC algorithm for sampling from
  a sequence of bridging distributions of increasing dimensions. This intro
 duction will be followed by a discussion of different applications of SMC\
 , including particle Markov chain Monte Carlo and particle learning of Gau
 ssian process models.\n
LOCATION:Engineering Department\, CBL Room 438
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