BISP7 in Madrid
I am currently attending Bayesian Inference in Stochastic Processes 7, hosted by Universidad Carlos III de Madrid.
I am going to talk (for a very short 15 minutes) about SMC^2 (arXiv link, google code link) on Saturday. Looking at the conference’s program, I am definitely hoping to interact on closely-related topics with the other participants. In particular, there seems to be other fans of pseudo-marginal MCMC approaches, Particle MCMC and random weight particle filters. It seems to me that these are becoming the building blocks of many possible new sampling methods, which are still left to discover and to study. Pretty exciting!
EDIT: The conference is over and it was amazing. Here are my slides, if you’re interested in a very short introduction to SMC^2: