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SMC 22 coming soon!

February 7, 2022

The 5th Workshop on Sequential Monte Carlo Methods (SMC 2022) will take place in Madrid on 4-6 May 2022. More precisely on the Leganés campus of Universidad Carlos III de Madrid. Registrations are now open, with very modest registration fees and the list of invited speakers is available on the webpage of the workshop. (The […]

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 […]