[grads] [Sem-coll] Applied Math Colloquium and NSF Grants presentation: Monday, Nov 27

Robert Ellis rellis at math.iit.edu
Wed Nov 22 16:53:10 CST 2006


Please join us for the Applied Mathematics Colloquium on Monday, Nov 13 at 
4:35pm; and also for a presentation by the same speaker on finding and 
writing proposals for NSF grants at 1:10pm. Refreshments will be served 15 
minutes prior to the 4:35pm talk.

1. Applied Math Colloquium: Monday, Nov 27 4:35pm, E1 106
2. NSF Grants presentation: Monday, Nov 27 1:10pm, location TBA

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1. Applied Math Colloquium: Monday, Nov 13 4:35pm, E1 106

Speaker: Rong Chen  (University of Illinois at Chicago)
Title: Sequential Monte Carlo Methods and Their Applications: An Overview 
and Recent Developments

Abstract
The sequential Monte Carlo (SMC) methodology recently emerged in the 
fields of statistics and engineering has shown a great promise in solving 
a large class of highly complex inference and optimization problems, 
opening up new frontiers for cross-fertilization between statistical 
science and many application areas.

SMC can be loosely defined as a family of techniques that use Monte Carlo 
simulations to solve on-line estimation and prediction problems in 
stochastic dynamic systems. By recursively generating random samples of 
the state variables, SMC adapts flexibly to the dynamics of the underlying 
stochastic systems. In this talk, we present an overview of the current 
status of SMC, its applications and some recent developments. 
Specifically, we will introduce a general framework of SMC, and discuss 
various strategies on fine-tuning the different components in the SMC 
algorithm, in order to achieve maximum efficiency. SMC applications, 
specially those in science, engineering, bioinformatics and financial data 
analysis will be discussed.

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2. NSF Grants presentation: Monday, Nov 27 1:10pm, location TBA

Speaker: Rong Chen
Title:  Presentation on NSF grant finding and writing
Location will be announced Monday morning.

This talk is specifically for faculty interested in identifying grants 
and/or improving their proposals for grants.  Special emphasis will be 
given to opportunities in the statistics program.

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