Event Date:
Monday, April 11, 2011 - 3:30pm to 5:00pm
Event Date Details:
Refreshments served at 3:15 PM
Event Location:
- South Hall 5607F
Sylvain Rubenthaler (U of Nice)
Title: Particle systems, Kalman interacting filter, definitions and proof of convergence.
Abstract: I will talk about particle systems used to approximate conditional laws. I will present the classic system and something called the interacting Kalman filter. I will give some elements of proof of why this last system has a good performance uniformly in time. Finally, I will present some examples.
May 2, 2017 - 3:28pm