go to SAMSI home page
19 T.W. Alexander Drive
P.O.Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
info@samsi.info

Sequential Monte Carlo Methods Program

Particle Learning Working Group

Meets: Thursday, 11:00 - 12:45 in Room 203
Leader: Hedibert Lopes
Webmaster: Elizabeth Mannshardt-Shamseldin

Password Protected Site
Goals and Objectives
Working Papers/Drafts for Publication
Reference Materials

Announcements

 

 

 

Meeting Activities

** Clicking on a date will take you to that date on the Meeting Summary page **

DATE
TOPICS & Readings
Notes
03/19/09
Working Group Meeting
Presentation by Francesca Petralia and Hao Chen - Liu and West for General Financial Models
Presentation by Christian Macaro - Aggregated Short Memory Process vs Long Memory Process
Lead remotely by Hedibert Lopes
  • Christian's Slides
  • 03/12/09
    No Working Group Meeting
    03/05/09
    Working Group Meeting
    Presentation by Christian Macaro of Bayesian Estimation of Long Memory
    Presentation of Bayesian Analysis
    Lead remotely by Hedibert Lopes
    02/26/09
    Working Group Meeting
    Discussion of Feb 19-20 Internal Samsi SMC Workshop
    Discussion of JSM Session and participating members
    Presentation by Hedibert Lopes of Particle Learning Group - Semester Summary
    Lead remotely by Hedibert Lopes
  • Hedibert's Slides
  • 02/19/09
    Working Group Meeting
    Internal SAMSI SMC Workshop - No Working Group Meeting
    02/12/09
    Working Group Meeting
    Discussion of Feb 19-20 Internal Samsi SMC Workshop
    Discussion of JSM Session and participating members
    Lead remotely by Hedibert Lopes
    01/29/09
    Working Group Meeting
    Discussion of Feb 19-20 Internal Samsi SMC Workshop and April 15-17 Workshop in "Adaptive Design In Computing and Monte Carlo"
    Lead remotely by Hedibert Lopes
    01/22/09
    Working Group Meeting
    Discussion and Presentions by Christian Macaro, Ben Taylor, and Paul Fearnhead
    Lead remotely by Hedibert Lopes
  • Christian's Slides
  • Ben's Slides
  • Paul's Slides
  • 01/15/09
    Working Group Meeting
    Discussion and Presention by Raquel Prado
    Lead remotely by Raquel Prado
  • Raquel's Slides
  • 01/08/09
    Working Group Meeting
    Discussion of JSM Session chaired by Hedibert Lopes
    Lead remotely by Hedibert Lopes
    11/13/08
    Working Group Meeting
    Presentations by Francesca Petralia and Hedibert Lopes
    Lead remotely by Hedibert Lopes
  • Hedibert's Slides - Coming Soon
  • 11/06/08
    Working Group Meeting
    Presentation by Christian Macaro
    Lead by Carlos Carvalho
  • Christian's Slides
  • 10/30/08
    Working Group Meeting
    Presentations by Paul Fearnhead and Nick Polson
    Lead by Carlos Carvalho
  • Paul's Slides
  • Nicks's Slides
  • 10/23/08
    Working Group Meeting
    Discussion and Presentation by Hedibert Lopes
    Lead by Hedibert Lopes
  • Hedibert's Slides (Updated Version from 10/17)
  • Hedibert's Example Simulation
  • 10/17/08
    Working Group Meeting
    Discussions and Presentations by Giovanni Petris, Christian Macaro, Hao Chen & Francesca Petralia, and Hedibert Lopes
    Lead remotely by Hedibert Lopes
  • Hedibert's Slides
  • Giovanni's Slides
  • Christian's Slides
  • Francesca and Hao's Slides
  • 10/09/08
    Working Group Meeting
    Discussions and Presentations by Jarad Niemi and Hao Chen & Francesca Petralia
    Lead remotely by Hedibert Lopes
  • Jarad's Slides
  • 10/02/08
    Working Group Meeting
    Discussions and Presentations by Hedibert Lopes, Raquel Prado, Christian Macaro, and Francesca Petralia
  • Hedibert's Slide will be posted soon
  • Lead remotely by Hedibert Lopes
    9/25/08
    Working Group Meeting
    Discussion of 4 possible smaller research groups within the Particle Learning working group.
  • Small Research Groups' Possible Topics: Slides From 9/18
  • Lead by Hedibert Lopes and Carlos Carvalho
  • Chan and Petris (2000)
  • Hsu, Ray, Breidt (2001)
  • Jensen (2003)
  • Koop, Ley, Osiewalski, Steel (1997)
  • Papaspiliopoulos, Roberts, Skold (2003)
  • Papaspiliopoulos, Roberts, Skold (2007)
  • Pitt, Shephard (1996-1)
  • Rousseau, Liseo (2006)
  • 9/18/08
    First Working Group Meeting
    Discussion of Storvik paper and Liu and West paper.
    Lead by Hedibert Lopes and Carlos Carvalho
  • Discussion Slides
  • Christian's List of References
  • Fearnhead (2002)
  • Polson, Stroud, and Muller (2008)
  • 9/11/08

    • Title: SAMSI SMC Working Group - Particle Learning
    • Introduction Meeting at SAMSI
    • Intro Slides

     
    9/10/08 Group Introduction and organizational meeting  

     

    Group Members

    (group email alias is smc-particle at samsi.info)
    Name Affiliation Email Address
    Carlos Carvalho University of Chicago carlos.carvalho@chicagogsb.edu
    Hao Chen Duke University haochen@duke.edul
    Jacob Colvin Univ. of California-Santa Cruz jcolvin@ams.ucsc.edu
    Ana Corberan University of Valencia ana.corberan@uv.es
    Peter Djuric djuric@ece.sunysb.edu
    Paul Fearnhead Lancaster University p.fearnhead@lancs.ac.uk
    Ernest Fokoue Kettering University efokoue@kettering.edu
    Simon Godsill Cambridge University sjg@eng.cam.ac.uk
    Prem Goel Ohio State University goel@stat.osu.edu
    Hedibert Lopes University of Chicago hlopes@chicagogsb.edu
    Konstantin Lyubimov University of Georgia konstl@uga.edu
    Christian Macaro Duke University christian@stat.duke.edu
    Alex McClain N.C. State University mclain@stat.ncsu.edu
    Mila Mihaylova  
    Mario Morales   emetricz@gmail.com
    Chiranjit Mukherjee Duke University cm114@stat.duke.edu
    Joris Mulder   j.mulder3@uu.nl
    Maria Pilar Munoz   pilar.munyoz@upc.edu
    Jarad Niemi Duke University jarad@stat.duke.edu
    Edsel Pena University of South Carolina pena@stat.sc.edu
    Gareth Peters University NSW peterga@maths.unsw.edu.au
    Francesca Petralia Duke University francesca.petralia@duke.edu
    Giovanni Petris University of Arkansas GPetris@uark.edu
    Raquel Prado Univ. of California-Santa Cruz raquel@ams.ucsc.edu
    Christian Robert   xian@ceremade.dauphine.fr
    Abel Rodriguez UC Santa Cruz abel@soe.ucsc.edu
    Jason Roos Duke University jason.roos@duke.edu
    Elizabeth Shamseldin Duke University elizabeth@stat.duke.edu
    Minghui Shi Duke University ms193@duke.edu
    Jonathan Stroud   stroudjonathan@yahoo.com
    Len Thomas   len@mcs.st-and.ac.uk
    Andrew Thomas   helsinkiant@gmail.com
    Hao Wang Duke University hw27@stat.duke.edu
    Kai Wang Duke University kai.wang@duke.edu
    Mike West Duke University mw@stat.duke.edu
         

    Reference List

    (bibliographic format)

    1. Author, (year), Title
    2. Author, (year), Title

    Data Sites

     

     

    Working Groups Dial-in & WebEx Instructions

    1. Go to the email invitation that you received announcing the meeting, or go directly to WebEx: https://samsi.webex.com
    2. Click on the link for the meeting you want to join
          • Enter Your Name, Your Email Address and the meeting password from the email invitation
          • The first time you use WebEx, the Meeting Manager will run and it will take about a minute to setup.
          • Now you are in the meeting and can use all the features of WebEx
    3. Dial the teleconference line: 919-685-9338.
          • It is necessary to separately call into the given conference-line phone number to obtain audio interaction; we are not able to use WebEx for an audio connection. When calling in:
              o do not use a computer microphone or a speaker phone; this causes severe feedback in the system;
              o headphones and hand-held phones are fine.
          • If cost of telephone calls is an issue, consider using either Skype or JaJah to place your calls to the conference line; these are virtually free within North America, and (for example) only cost roughly 2 cents and 3 cents per minute, respectively, from Europe.
          • Please dial no earlier than 5 minutes prior to the start of the working group meeting.

    Please Note: You should be seeing the screen of the presenters. If not, please send a message or call for assistance. WebEx can run slowly on Unix machines.

    If you are having trouble with WebEx or the Teleconference line please contact Sue McDonald, sue@samsi.info (919)685-9359 or James Thomas, help@samsi.info (919)685-9307

    You can learn more about WebEx and take tutorials at university.webex.com.

     

    Entire site © 2002-2008, Statistical and Applied Mathematical Sciences Institute. All Rights Reserved.

    This page updated on September 17, 2008 11:09 AM