Status | Confirmed |
Seminar Series | LPTMS |
Subjects | cond-mat.stat-mech |
Date | Tuesday 4 April 2023 |
Time | 11:00 |
Institute | LPTMS |
Seminar Room | Salle des séminaires du FAST et du LPTMS, bâtiment Pascal n°530 |
Speaker's Last Name | Rousset |
Speaker's First Name | Mathias |
Speaker's Email Address | |
Speaker's Institution | IRMAR |
Title | On Sequential Monte Carlo (SMC) strategies for Target Distributions |
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. |
arXiv Preprint Number | |
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/ |
Attachments |
To Generate a poster for this seminar : [ Postscript | PDF ]
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[ English version ] |