Sequential Monte Carlo methods (also known as particle filters) have revolutionized the on-line and off-line analysis of data in fields as diverse as target tracking, computer vision, financial modelling, brain imagery, or population ecology. Their popularity stems from the fact that they have made possible to solve numerically many complex problems that were previously intractable.
The aim of this workshop, in the spirit of SMC2006 and SMC2012, is to gather scientists from all areas of science interested in the theory, methodology or application of Sequential Monte Carlo methods.
Date:August 26-28 2015
Venue: ENSAE, Paris The workshop will be held in Amphithéatre 1, 2nd floor, of the ENSAE, the Paris Graduate School of Statistics, Economics and Finance.