Séminaire du LPTMS : Mathias Rousset (IRMAR)

On Sequential Monte Carlo (SMC) strategies for Target Distributions

Mathias Rousset (Rennes University)

https://cnrs.zoom.us/j/96425937601?pwd=SkNRaVF5eXJJNzU0WXJWb2N3dUw3Zz09

Meeting ID: 964 2593 7601
Passcode: R39b4m

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.

Hybrid: onsite seminar + zoom.
https://cnrs.zoom.us/j/96425937601?pwd=SkNRaVF5eXJJNzU0WXJWb2N3dUw3Zz09

Meeting ID: 964 2593 7601
Passcode: R39b4m


Date/Time : 04/04/2023 - 11:00 - 12:00

Location : Salle des séminaires du FAST et du LPTMS, bâtiment Pascal n°530

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