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東京確率論セミナー
過去の記録 ～05/02｜次回の予定｜今後の予定 05/03～
| 開催情報 | 月曜日 16:00～17:30 数理科学研究科棟(駒場) 126号室 |
|---|---|
| 担当者 | 佐々田槙子、中島秀太（明治大学）、星野壮登（東京科学大学） |
| セミナーURL | https://sites.google.com/view/tokyo-probability-seminar23/ |
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)
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.
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.
