WP3: Inference in High-Dimensional Spaces by Monte Carlo Methods |
| Session Type: Poster |
| Time: Wednesday, December 18, 16:00 - 17:20 |
| Location: Terrace |
| Session Chair: Victor Elvira, IMT Lille Douai |
| WP3.1: SECOND ORDER SUBSPACE STATISTICS FOR ADAPTIVE STATE-SPACE PARTITIONING IN MULTIPLE PARTICLE FILTERING |
| Sara Pérez-Vieites, Universidad Carlos III de Madrid, Spain; Jordi Vilà-Valls, Institut Supérieur de l’Aéronautique et de l’Espace, University of Toulouse, France; Mónica F. Bugallo, Stony Brook University, United States; Joaquín Míguez, Universidad Carlos III de Madrid, Spain; Pau Closas, Northeastern University, United States |
| WP3.2: A ROBUST HIGH-DIMENSIONAL BAYESIAN FILTER: THE STOCHASTIC GH-GENKF |
| Francois Septier, Universite Bretagne Sud, Lab-STICC, UMR 6285, CNRS, France; Tomoko Matsui, Institute of Statistical Mathematics, Japan |
| WP3.3: ADAPTIVE IMPORTANCE SAMPLING SUPPORTED BY A VARIATIONAL AUTO-ENCODER |
| Hechuan Wang, Mónica F. Bugallo, Petar Djurić, Stony Brook University, United States |
| WP3.4: RECURSIVE SHRINKAGE COVARIANCE LEARNING IN ADAPTIVE IMPORTANCE SAMPLING |
| Yousef El-Laham, Stony Brook University, United States; Víctor Elvira, IMT Lille Douai, France; Mónica F. Bugallo, Stony Brook University, United States |
| WP3.5: MULTILAYER MODELS OF RANDOM SEQUENCES: REPRESENTABILITY AND INFERENCE VIA NONLINEAR POPULATION MONTE CARLO |
| Joaquin Míguez, Universidad Carlos III de Madrid, Spain; Lucas Lacasa, Queen Mary University of London, United Kingdom; José A. Martínez-Ordoñez, Universidad Carlos III de Madrid, Spain; Inés P. Mariño, Universidad Rey Juan Carlos, Spain |
| WP3.6: PARTICLE FLOW PARTICLE FILTER USING GROMOV’S METHOD |
| Soumyasundar Pal, Mark Coates, McGill University, Canada |