Summer
School on Advanced Computational Methods for Statistical Inference
Preliminary
Program
The format
of the school consists in 3 courses of 5 hours each, plus afternoon
tutorials, on
Contributed sessions will be
organised on
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Sequential methods for estimation,
filtering
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Applications
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Latent variables models
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Stochastic volatility models and Monte-Carlo methods in Finance
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Particle filters and other importance sampling methods
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Current trends in MCMC: jump sampler, birth-death processes, perfect sampling, etc.
The slides of the courses and handouts will be made available at the time of the
conference. Round tables and poster sessions will be organized
to increase the exchanges between the participants to the school.
Preliminary Program |
Preregistration
| Presentation