Feynman-Kac Reading Group
Currently meeting at 10am on Thursdays in C1.06.
Currently reading Del Moral's monograph on Feynman-Kac formulae (Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications (Probability and Its Applications)).
Schedule (Spring term 2013)
Unfortunately, this term's schedule is a little more complicated than usual due to limited room availability:- Tuesday 5th Feb 1pm-2pm C1.06
- Tuesday 12th Feb 1pm-2pm C1.06
- Friday 22nd Feb 3pm-4pm C1.06
- Friday 1st Mar 3pm-4pm C1.06
- Friday 8th Mar 3pm-4pm C1.06
- Friday 15th Mar 3pm-4pm C1.06
Schedule (Autumn term 2012)
A quick recap of last year's reading will be followed by immersion in chapters 7 and 9.
Schedule (Summer Term 2012)
Having completed chapter 4, we're now reading chapter 7 of the book.Schedule (Spring Term 2012)
Date | Events | Materials |
2012-02-23 | Continuing from theorem 4.3.1. | |
2012-02-16 | Reached statement of theorem 4.3.1. | |
2012-02-09 | Continuing from the proof of Theorem 4.2.1 onward. | |
2012-02-02 | Started chapter 4 in earnest; reached Theorem 4.2.1. | |
2012-01-26 | Read to the end of 3; discussed 4.1 and started 4.2. | |
2012-01-19 | Read to close to the end of 3. | |
2012-01-12 | Read to the beginning of 3.4.3. | |
2011-01-19 | Read to the beginning of 3.5. | |
2011-01-19 | Aiming to finish Chapter 3 and make a start of 4. |
Schedule (Autumn Term 2011)
Date | Events | Materials |
2011-10-13 | Read to the beginning of 1.5 with Murray and Christopher leading the discussion. | |
2011-10-20 | Read to the end of chapter 1 and cover section 2.1 with Adam leading the discussion. | |
2011-10-27 | Continued from 2.2 to the end of 2.3 (Axel presenting) | |
2011-11-03 | Continued to section 2.5.2 (Axel and John) | |
2011-11-10 | Continued to about the start of 2.7 (Yan) | |
2011-11-17 | Finishing chapter 2 (Murray) | |
2011-11-24 | Review of chapter 2 (Axel) | |
2011-12-01 | Commencing chapter 3; perhaps reaching the beginning of 3.5 (Christopher) |
Schedule (Summer 2011)
Date | Events | Materials |
2011-05-23 | Planning. Discussed section 1.1 of tutorial paper in detail. | Particle Methods Tutorial |
2011-06-02 | Murray Pollock to present; continuing with the tutorial. |
|
2011-06-09 | Alberto Sorrentino presenting; continuing from section 1.5 to 2.1 (inclusive). |
|
2011-06-16 | Adam presenting; continuing from section 2.2 to 2.3. |
|
2011-06-23 | Christopher presenting; continuing from section 2.4 to the end of section 2. |
|
2011-06-30 | Murray presenting; continuing from the start of section 3 to the beginning of section 3.3. |
|
2011-07-07 | Adam presenting from the statement of proposition 3.2 onwards. |
|
2011-08-04 | John presenting section 3.4 on Lp means and bias... | |
2011-09-22 | continuing with section 3.4 until we've worked out the details. | NB We're in C1.06. |
2011-09-29 | A Summary of the Tutorial. | |