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Statistics, Probability, Analysis and Applied Mathematics

SPAAM student seminar series
Organisers: Hanson Bharth, Connah Johnson, Jaromir Sant and Jack Thomas

Term 1: Tuesdays 3-4pm, MS.03

Letizia Angeli | MASDOC | Interacting Particle Systems Approximations of Feynman-Kac Formulae in continuous time

Abstract: In this talk, I will present a class of numerical algorithms - based on the evolution of interacting particle systems - for estimating large deviation quantities of additive path functionals of stochastic processes. Adapting already established results from the literature of particle filters and sequential Monte Carlo methods, we can study the convergence of the algorithms and provide a rigorous framework to evaluate and improve their efficiency.

Osian Shelly | MASDOC | TBC

Abstract: TBC.

Term 2: Tuesdays 2-3pm, B3.01