Acyclic Monte Carlo: where sequential Monte Carlo meets renormalisation
Duration: 59 mins 11 secs
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About this item
| Description: |
Kominiarczuk, J (University of Bristol)
Thursday 15 May 2014, 13:30-14:30 |
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| Created: | 2014-05-16 13:13 |
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| Collection: | Advanced Monte Carlo Methods for Complex Inference Problems |
| Publisher: | Isaac Newton Institute |
| Copyright: | Kominiarczuk, J |
| Language: | eng (English) |
| Abstract: | AMC is a method of constructing the sequence of probability densities for SMC using ideas from renormalization, which can be seen as SMC done in the reverse. |
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