Statisfaction

SQMC read paper

Posted in General by nicolaschopin on 29 October 2014
the typical RSS meeting

Another way to generate random particles

Almost 10 months since my latest post? I guess bloggin’ ain’t my thing… In my defense, Mathieu Gerber and I were quite busy revising our SQMC paper. I am happy to announce that it has just been accepted as a read paper in JRSSB. If all goes as planned, we should present the paper at  the RSS ordinary meeting on Dec 10. Everybody is welcome to attend, and submit an oral or written discussion (or both). More details soon, when the event is officially announced on the RSS web-site.

What is SQMC? It is a QMC (Quasi-Monte Carlo) version of particle filtering. For the same CPU cost, it typically generates much more accurate estimators. Interested? consider reading the paper here (more recent version coming soon), checking this video where I present SQMC, or, even better, attending our talk in London!

 

4 Responses

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  1. Dan Simpson said, on 29 October 2014 at 19:53

    Congratulations! I look forward to the meeting in December!

  2. Richard Everitt said, on 30 October 2014 at 00:18

    Congratulations!

  3. Julyan Arbel said, on 10 November 2014 at 16:18

    Congrats! I’ve already seen the talk in Turin🙂

  4. […] Statistics Journals, by Cristiano Varin, Manuela Cattelan and David Firth. Following the last JRSS B read paper by one of us! The data that are used in the paper (and can be downloaded here) are quite fascinating for us, […]


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