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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
We're continuing with chapter 7.

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.