5th International Workshop on Sequential Monte Carlo Methods (SMC 2022)

[victor.elv...@gmail.com]

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5th International Workshop on Sequential Monte Carlo Methods (SMC 2022)

Madrid, Spain

May 4-6, 2022
https://smc2022.webs.tsc.uc3m.es/
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Dear all,

 

This email is just to inform you about an upcoming event which might be of interest, the Sequential Monte Carlo workshop (SMC2022) in Madrid (Spain). The workshop will cover all topics related to SMC and nearby fields, from theory to applications.

 

The list of invited speakers confirmed so far includes:

 

• Deniz Akyildiz (The Alan Turing Institute)
• Christophe Andrieu (University of Bristol)
• Nicolas Chopin (ENSAE)
• Pau Closas (Northeastern University)
• Dan Crisan (Imperial College London)
• Jana de Wiljes (University of Potsdam)
• Pierre Del Moral (INRIA)
• Petar M. Djuric (Stony Brook University)
• Randal Douc (TELECOM SudParis)
• Arnaud Doucet (University of Oxford)
• Ajay Jasra (KAUST)
• Nikolas Kantas (Imperial College London)
• Simon Maskell (University of Liverpool)
• Lawrence Murray (Uber AI)
• François Septier (Universite Bretagne Sud)
• Sumeetpal Singh (University of Cambridge)
• Arno Solin (Aalto University)
• Matti Vihola (University of Jyväskylä)
• Anna Wigren (Uppsala University)

 

We invite contributed posters. The submission deadline is March 31, and the procedure can be found in the website. Below, we provide a list of key theoretical and methodological topics, as well as application areas, that we expect to be addressed during the workshop.

Theory & Methodology

• Particle filtering
• Kalman filtering
• Data assimilation
• State space models
• Numerical methods for stochastic partial differential equations (SPDEs)
• Adaptive importance sampling
• Sequential Markov-chain Monte Carlo (MCMC) methods
• Stability of optimal filters
• Multi-level Monte Carlo

Applications

• Multi-target tracking
• Radar and sonar signal processing
• Localization and tracking with sensor networks
• Numerical weather prediction
• Climate modeling and prediction
• Biomedical signal processing
• Astrophysics and cosmology
• Smart grids and industrial applications
• Quantitative finance

We hope to see you in Madrid in May!

 

Kind regards,

 

Victor Elvira, on behalf of the SMC2022 organizing committee:

 

General co-chairs:

• Victor Elvira (University of Edinburgh)
• Joaquin Miguez (Universidad Carlos III de Madrid)

Scientific committee:

• Nicolas Chopin (ENSAE)
• Kody Law (University of Manchester)
• Fredrik Lindsten (Linköping University)
• Thomas Schön (Uppsala University)
• Nick Whiteley (University of Bristol)

Local arrangements:

• Javier López-Santiago (Universidad Carlos III de Madrid)
• Pablo Martínez-Olmos (Universidad Carlos III de Madrid)
• Manuel A. Vázquez (Universidad Carlos III de Madrid)