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Sequential Monte Carlo Methods Program

Theory Working Group

Meets: Wednesday, 10:15-12:00 in NISS Room 104
Leader: Mark Huber
Webmaster: Sarah Schott

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Meeting Activities

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

DATE
TOPICS & Readings
Notes
5/6/09
Jim Lynch discussed the connection between his current work [14], and the topics we discussed the past few weeks .
4/29/09
Jim Lynch continued his discussion of papers [10], and [11], . See his Slides
4/15/09
Jim Lynch discussed papers [10], and [11], . See his Slides
4/1/09
Jim Lynch discussed the results covered in the paper he recently submitted with his student Shuang Li [9], .
2/18/09
Jim Lynch will continue his talk from last week and discuss possible applications of SMC.
2/12/09
Jim Lynch will be giving a talk titled "On the Markovian Structure for Complex Monotone Load-Sharing Systems" based on joint work with his student Shuang Li. To prepare for the meeting, please see his current draft, On a Gibbs Measure/Markov Random Field Representation for Complex Load-Sharing Systems, posted under Reference Matericals on the Secure Website. Jim's Presentation Slides
11/12/08
Mark Huber suggested some potential projects for subgroups, based on readings from previous weeks. . See his Slides.
11/05/08
Mark Huber discussed the papers by Eberle and Marinelli , [8] . See his Slides.
10/29/08
Mark Huber introduced parallel and simulated tempering. See his Slides.
10/22/08
Mark Huber discusses the content of [5]. See his Slides.
10/15/08
Mark Huber talks about the Product Estimator with applications to the Ising model and finding the volume of a convex body. See his Slides.
10/08/08
Mark Huber will review the Randomness Recycler and begin to discuss convergence. See his Slides.
10/01/08
Mark Huber talks about the Randomness Recycler.
Read [1], [2], [3] in preparation.
See his Slides.

 

Group Members

(group email alias is smc-theory at samsi.info)
Name Affiliation Email Address
Petar Djuric Stony Brook University djuric AT ece DOT sunysb DOT edu
Simon Godsill University of Cambridge sjg AT eng DOT cam DOT ac DOT uk
Jan Hannig UNC-Chapel Hill hannig AT email DOT unc DOT edu
Mark Huber Duke University mhuber AT math DOT duke DOT edu
Jim Lynch University of South Carolina lynch AT stat DOT sc DOT edu
Jonathan Mattingly Duke University jonm AT math DOT duke DOT edu
Edsel Pena University of South Carolina pena AT stat DOT sc DOT edu
Gareth Peters   peterga AT maths DOT unsw DOT edu DOT au
Giovanni Petris University of Arkansas GPetris AT uark DOT edu
Clyde Schoolfield University of Florida clyde AT stat DOT ufl DOT edu
Sarah Schott Duke University schott AT math DOT duke DOT edu
Namrata Vaswani Iowa State University namrata AT iastate DOT edu
Anand Vidyashankar Cornell University anv4 AT cornell DOT edu
Robert L Wolpert Duke University wolpert AT stat DOT duke DOT edu

Reference List

(bibliographic format)

1. J. A. Fill and M. L Huber, The Randomness Recycler: A New Approach to Perfect Simulation
2. J. A. Fill and M. L. Huber,The Randomness Recycler: A New Technique for Perfect Sampling, Proc. of the 41th Annual IEEE Symposium on the Foundations of Computer Science (2000)
3. J. A. Fill and M. L. Huber,The Randomness Recycler Approach to Perfect Sampling, 53rd annual meeting of the ISI (2001)
4. J. D. Lynch and J. Sethuraman, On the Ergodicity of General State Space Markov Chains
5. D. Stefankovic, S. Vempala, E. Vigoda Adaptive Simulated Annealing: A Near-optimal Connection between Sampling and Counting, arXiv:cs/0612058v1 [cs.DS], (2006)
6. A. Eberle and C. Marinelli, Lp Estimates for Feynman-Kac Propagators, (2008)
7. A. Eberle and C. Marinelli, Quantitative Approximations of Evolving Probability Measures and Sequential Markov Chain Monte Carlo Methods (2008)
8. A. Eberle and C. Marinelli, Convergence os Sequential Markov Chain Monte Carlo Methods: I. Nonlinear Flow of Probability Measures arXiv:math/0612074v1 [math.PR], (2006)
9. S. Li and J. Lynch, On a Gibbs Measure Representation for Complex Load-Sharing Parallel Systems Applied Probability Trust
10. J. Moller, A. N. Pettit, R. Reeves, and K. K. Berthelsen An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants Biometrika(2006), 93, 2, pp.451-458
11. I. Murray, Z. Ghahramani, and D. MacKay MCMC for doubly-intractable distributions
12. R. Neal Estimating Rations of Normalizing Constants Using Linked Importance Sampling
13. R. Neal Taking Bigger Metropolis Steps by Dragging Fast Variables
14. D. Banks, G. Datta, A. Karr, J. Lynch, J. Niemi, and F. Vera Bayesian CAR Models for Syndromic Surveillance on Multiple Data Streams: Theory and Practice



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