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the surprisingly overlooked efficiency of SMC

December 15, 2020

At the Laplace demon’s seminar today (whose cool name I cannot tire of!), Nicolas Chopin gave a webinar with the above equally cool title. And the first slide debunking myths about SMC’s: The second part of the talk is about a recent arXival Nicolas wrote with his student Hai-Dang DauI missed, about increasing the number […]

Nested Sampling SMC [a reply]

April 9, 2020

Here is a response from Robert Salomone following my comments of the earlier day (and pointing out I already commented the paper two years ago): You may be interested to know that we are at the tail end of carrying out a major revision of the paper, which we hope will be done in the […]

nested sampling via SMC

April 2, 2020

“We show that by implementing a special type of [sequential Monte Carlo] sampler that takes two im-portance sampling paths at each iteration, one obtains an analogous SMC method to [nested sampling] that resolves its main theoretical and practical issues.” A paper by Queenslander Robert Salomone, Leah South, Chris Drovandi and Dirk Kroese that I had […]

SMC on the 2019-2020 nCoV outbreak

February 19, 2020

Two weeks ago, Kurcharski et al., from the CMMID nCoV working group at the London School of Hygiene and Tropical Medicine, published on medrXiv a statistical analysis via a stochastic SEIR model of the evolution of the 2019-2020 nCoV epidemics, with prediction of a peak outbreak by late February in Wuhan and a past outbreak […]

SMC 2020 [en Madrid]

January 30, 2020

An announcement for the incoming SMC 2020 workshop, taking place in Madrid next 27-29 of May! The previous workshops were in Paris in 2015 (at ENSAE-CREST) and Uppsala in 2017.  This workshop is organised by my friends Víctor Elvira and Joaquín Míguez. With very affordable registration fees and an open call for posters. Here are […]