Conditional Ergodicity in Time and Space (2011-12 Symposium Workshop)

A short lecture course by Ramon Van Handel (Princeton)

10 - 11 June 2013

Organiser: Andrew Stuart

 

All lectures to be held in Room B3:03, Zeeman Building, Mathematics Institute, University of Warwick

Provisional Schedule

Monday June 10th

09:30--11:00 Lecture 1 (Ramon Van Handel) Introduction and overview

11:00--11:45 Coffee/Tea (Common Room)

11:45--12:45 Alex Beskos (UCL) On the Stability of Sequential Monte Carlo Methods in High Dimensions

12:45--14:15 Lunch

14:15--15:45 Lecture 2 (Ramon Van Handel) General theory for nondegenerate observations

15:45--16:30 Coffee/Tea (Common Room)

Tuesday June 11th

09:30--11:00 Lecture 3 (Ramon Van Handel) Models and phenomena in high dimension

11:00--11:45 Coffee/Tea (Common Room)

11:45--12:45 Nikolaos Kantas (UCL) Sequential Monte Carlo for an inverse problem related to the Navier-Stokes equations

12:45--14:15 Lunch

14:15--15:45 Lecture 4 (Ramon Van Handel) Applications to particle filtering

15:45--16:30 Coffee/Tea (Common Room)

Funded by EPSRC Symposium on Probability