[Seminario] Invitación Charla grupo de lectura aprendizaje de máquinas JUEVES 03 DE NOVIEMBRE A LAS 14:00 HRS.

Maria Ines mrivera en dim.uchile.cl
Mie Nov 2 12:29:35 CLST 2016


Estimados Académicos y alumnos,


Se les invita para este Jueves 03 de Noviembre del 2016  a las 14:00 
hrs,  a la charla del Grupo de lectura aprendizaje de máquinas,  en la 
Sala Multimedia del Sexto Piso, Beauchef 851, Torre Norte.

*_GLAM #7: _
*

*Sequential Monte Carlo Methods: Particle Filtering  (Joaquín Rojas)*

*****Fecha: *3/11/16

*Lugar:* Sala multimedia piso 6, CMM

*hora: *1400


*Abstract:* We review the main sequential Monte Carlo methods existing 
in the literature. In particular, we are interested in Bayesian 
filtering of state-space models, with potentially nonlinear measurement 
and transition functions, as well as non Gaussian innovations. We first 
review the state-space framework and the filtering problem. We then 
introduce importance sampling based methods for sequential updating of 
the filtering distribution, such as the original bootstrap filter of 
Gordon et. al. (1993), and the auxiliary particle filter of Pitt and 
Shephard (1999). We discuss particle degeneracy and common problems 
associated with particle filter implementation.  Finally, we conclude 
with a brief overview of recent contributions.


*Referencias: *

[1] Gordon, Salmond and Smith (1993): "A Novel Approach to Nonlinear and 
Non-Gaussian Bayesian State Estimation", IEE Procedings

[2] Pitt and Shephard (1999): "Filtering Via Simulation: Auxiliary 
Particle Filters", Journal of the American Statistical Association

Esperando contar con su presencia, les saluda,

Ma. Inés Rivera


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