Archive for SMC 2015

SMC 2015

Posted in Statistics, Travel, University life with tags , , , , , , , , , , on September 7, 2015 by xi'an

Nicolas Chopin ran a workshop at ENSAE on sequential Monte Carlo the past three days and it was a good opportunity to get a much needed up-to-date on the current trends in the field. Especially given that the meeting was literally downstairs from my office at CREST. And given the top range of researchers presenting their current or past work (in the very amphitheatre where I attended my first statistics lectures, a few dozen years ago!). Since unforeseen events made me miss most of the central day, I will not comment on individual talks, some of which I had already heard in the recent past, but this was a high quality workshop, topped by a superb organisation. (I started wondering why there was no a single female speaker in the program and so few female participants in the audience, then realised this is a field with a massive gender imbalance, which is difficult to explain given the different situation in Bayesian statistics and even in Bayesian computation…)  Some key topics I gathered during the talks I could attend–apologies to the other speakers for missing their talk due to those unforeseen events–are unbiasedness, which sounds central to the SMC methods [at least those presented there] as opposed to MCMC algorithms, and local features, used in different ways like hierarchical decomposition, multiscale, parallelisation, local coupling, &tc., to improve convergence and efficiency…

Sequential Monte Carlo 2015 workshop

Posted in pictures, R, Statistics, Travel, University life, Wines with tags , , , , , on January 22, 2015 by xi'an
An announcement for the SMC 2015 workshop:
Sequential Monte Carlo methods (also known as particle filters) have revolutionized the on-line and off-line analysis of data in fields as diverse as target tracking, computer vision, financial modelling, brain imagery, or population ecology. Their popularity stems from the fact that they have made possible to solve numerically many complex problems that were previously intractable.
The aim of the SMC 2015 workshop, in the spirit of SMC2006 and SMC2012, is to gather scientists from all areas of science interested in the theory, methodology or application of Sequential Monte Carlo methods.
SMC 2015 will take place at ENSAE, Paris, on August 26-28 2015.
The organising committee
Nicolas Chopin ENSAE, Paris
Adam Johansen, Warwick University
Thomas Schön, Uppsala University