Section: Dissemination

Participation in workshops, seminars, lectures, etc.

In addition to presentations with a publication in the proceedings, which are listed at the end of the document in the bibliography, members of ASPI have also given the following presentations.

Arnaud Guyader has been invited to give a talk on adaptive multilevel splitting for rare event estimation in a static case, at the workshop on Sequential Monte Carlo Methods and Efficient Simulation in Finance, held at École Polytechnique in October 2012, and a talk on Monte Carlo methods for rare event simulation, at the Rencontres Statistiques Lyonnaises, held in Lyon in October 2012. He has given a talk on the nonparametric analysis of the ABC algorithm and a talk on iterative isotone regression, at the 44èmes Journées de Statistique, held in Brussels in May 2012, and a talk on soft level splitting for rare event estimation, at the 9th International Workshop on Rare Event Simulation, held in Trondheim in June 2012.

François Le Gland has given a talk on adaptive resampling in sequential Monte Carlo methods, at the CRiSM workshop on Recent Advances in Sequential Monte Carlo, held at the University of Warwick in September 2012, and a talk on large sample asymptotics of the ensemble Kalman filter, at the workshop on Data Assimilation, held at the University of Oxford in September 2012, and at the international conference on Ensemble Methods in Geophysical Sciences, held at the Météo–France center in Toulouse in November 2012.

Florent Malrieu has given a three–hour mini–course on the long time asymptotics of piecewise–deterministic Markov models, in the workshop on Piecewise–Deterministic Markov Processes, held in Marne–la–Vallée in March 2012. He has been an invited speaker at the ERGONUM workshop on Probabilistic Analysis of Large Time Systems, held in Sophia–Antipolis in June 2012, and at the EPSRC workshop At the Frontier of Analysis and Probability, held in Warwick in September 2012. He has been invited to give seminar talks on the long time behaviour of the TCP process in Marseilles in January 2012 and in Paris–Nanterre in May 2012, and on the long time behaviour of some piecewise deterministic Markov processes in Tours in October 2012, in Montpellier and in Toulouse in November 2012.