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Paul Fearnhead

 

Wednesday 9th March 2016

Time: 4.00pm

 

Ground Floor Seminar Room

25 Howland Street, London, W1T 4JG

 

Piecewise-deterministic Markov Processes for Sequential Monte Carlo and MCMC

 

This talk will introduce piecewise-deterministic Markov processes, and show how they can be used to develop novel, continuous-time, variants of MCMC or SMC. A particular motivation for this work is to develop Monte Carlo methods that can sample from a posterior and that scale well to large-data.

 

 

 

 

 

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