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Status |
Confirmed |
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Seminar Series |
LPTMS |
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Subjects |
cond-mat.stat-mech |
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Date |
Tuesday 4 April 2023 |
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Time |
11:00 |
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Institute |
LPTMS |
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Seminar Room |
Salle des séminaires du FAST et du LPTMS, bâtiment Pascal n°530 |
|
Speaker's Last Name |
Rousset |
|
Speaker's First Name |
Mathias |
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Speaker's Email Address |
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Speaker's Institution |
IRMAR |
|
Title |
On Sequential Monte Carlo (SMC) strategies for Target Distributions |
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Abstract |
In this talk, I will give an overview of Sequential Monte Carlo strategies used to sample a target distribution (a
probability distribution given up to a normalizing constant). Emphasis will be laid on the case where the
distribution is defined by conditioning on a rare event. Some recent results on the mathematical analysis of
associated algorithms will be given. |
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arXiv Preprint Number |
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Comments |
Hybrid: onsite seminar + zoom. For zoom, please write to valentina.ros@universite-paris-saclay.fr or check
http://lptms.u-psud.fr/fr/activites/seminaires/ |
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Attachments |
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