Master Class: Arnaud Doucet (1-5 Oct 2012)
Arnaud Doucet (Professor of Statistics, Department of Statistics, Oxford University) will be the second speaker in the CSML Master Class Series.
Arnaud Doucet obtained his PhD Degree from University Paris XI in 1997. He has held previously faculty positions at the University of Melbourne, the University of Cambridge, the Institute of Statistical Mathematics in Tokyo and was a Canada Research Chair at the University of British Columbia. He joined the Department of Statistics of the University of Oxford in 2011 where he is currently Professor. He is Associate editor of the Annals of Statistics and ACM Transactions on Modeling and Computer Simulation. His research areas include Monte Carlo methods, Bayesian statistics, dynamic models and their applicationsThe slides for the talks are available here: ucl_1.pdf, ucl_2.pdf, ucl_3.pdf
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|Fri, 05 Oct 2012||Lecture 3: Bayesian Parameter Inference in State-Space Models using Particle MCMC|
|Thu, 04 Oct 2012||Lecture 2: Maximum Likelihood Particle Parameter Estimation for State-Space Models|
|Wed, 03 Oct 2012||Lecture 1: Particle Filtering and Smoothing for State-Space Models|