[ABE-L] Seminário Conjunto UFSCar/ICMC 12/06/2015 - 14h00 - no ICMC-USP

[Jorge Luis Bazan]

Seminário Conjunto UFSCar/ICMC  12/06/2015 - 14h00 - no ICMC-USP 
  Divulgação da palestra desta semanado Seminário do Programa Interinstitucional dePós-graduação em Estatística (PIPGEs ICMC/USP eUFSCar), São Carlos. Palestrante: Luca Martino, IMECC-USP. Resumo:In this work, we introduce a layered, that is a hierarchical,procedure for generating samples employed within a Monte Carlo scheme. Thisapproach ensures that an appropriate equivalent proposal distribution is alwaysobtained automatically (thus eliminating the risk of a catastrophicperformance). Furthermore, we provide a general unified importance sampling(IS) framework where multiple proposal densities are employed, applying theso-called deterministic mixture approach. Finally, given these schemes, we alsopropose a novel class of adaptive importance samplers using a population ofproposals, where the adaptation is driven by independent parallel orinteracting Markov Chain Monte Carlo (MCMC) chains. Local:Auditório Luiz Antonio Fávaro (sala 4-111) – ICMC-USP, São Carlos, SP. Horário: 14hs. 
 Jorge Luis BazánProfessor Doutor (MS-3)
Department of Applied Mathematics and Statistics, ICMC-USP
C.P. 668 - São Carlos, SP, Brazil - CEP 13560-970http://www.icmc.usp.br/pessoas/jlbazan/ 
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