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2:00 pm
Francesca CRUCINIO (CREST) – “A divide conquer sequential Monte Carlo approach to high dimensional filtering ”
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 6th of Febuary 2023 Place: Room 3001 Francesca CRUCINIO (CREST) - “A divide conquer sequential Monte Carlo approach to high dimensional filtering ” Abstract: We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to […]
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