Palestras e Seminários
14/10/2016
19:00
Sala 43 DEs-UFSCar
Seminários de Probabilidades e Sistemas Complexos
Speaker: Rafael Stern (UFSCar)
Abstract: Sequential Monte Carlo (SMC) is an alternative to Markov Chain Monte Carlo (MCMC) for simulating from a distribution. In this presentation, I review the derivation of SMC from importance resampling and particle filters. I also show how SMC can be used to simulate from graphs (Combinatorial Sequential Monte Carlo) and high dimensional spaces (Nested Sequential Monte Carlo). The above techniques are illustrated with an application to philology.
