東京確率論セミナー

過去の記録 ~02/06次回の予定今後の予定 02/07~

開催情報 月曜日 16:00~17:30 数理科学研究科棟(駒場) 128号室
担当者 佐々田 槙子, 久保田 直樹 (日本大学), 阿部 圭宏 (学習院大学)

2015年04月13日(月)

16:50-17:50   数理科学研究科棟(駒場) 128号室
Hans Rudolf Kuensch 氏 (ETH Zurich)
Modern Monte Carlo methods -- Some examples and open questions (ENGLISH)
[ 講演概要 ]
Probability and statistics once had strong relations, but in recent years the two fields have moved into opposite directions. Despite this, I believe that both fields would profit if they continued to interact. Monte Carlo methods are one topic that is of interest to both probability and statistics: Statisticians use advanced Monte Carlo methods, and analyzing these methods is a challenge for probabilists. I will illustrate this, using as examples rare event estimation by sample splitting, approximate Bayesian computation and Monte Carlo filters.