Acyclic Monte Carlo: where sequential Monte Carlo meets renormalisation
- đ¤ Speaker: Kominiarczuk, J (University of Bristol)
- đ Date & Time: Thursday 15 May 2014, 13:30 - 14:30
- đ Venue: Seminar Room 2, Newton Institute Gatehouse
Abstract
AMC is a method of constructing the sequence of probability densities for SMC using ideas from renormalization, which can be seen as SMC done in the reverse.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Kominiarczuk, J (University of Bristol)
Thursday 15 May 2014, 13:30-14:30