Scientific Organisers:
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Víctor Elvira, University of Edinburgh
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Oana Lang, Imperial College London
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Joaquín Míguez, University Carlos III of Madrid
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Sahani Pathiraja, UNSW Sydney
About:
The proposed summer school is devoted to the fundamental theory, state-of-the-art methodologies and real-world applications of Bayesian filtering, including sequential Monte Carlo (SMC) algorithms and other popular techniques, such as sigma-point methods for nonlinear Kalman filtering, Gaussian-mixture filters and others. We will introduce the basics of the field, so the summer school can be followed by an heterogenous audience. Basic notions on linear algebra, statistics, probability, and calculus are recommended. Then, the main targeted group for this summer school is PhD students with background in mathematics, statistics, physics, engineering, or computer science (but not only). Other students (e.g., last year MSc students) and early-career academics with similar background are also invited to apply. We intend to schedule 5 short courses (one-day tutorials) from renowned international researchers. These tutorials will cover the theoretical foundations of the field, current methodological trends, and relevant applications. Some courses may include hands-on sessions in (personal) computers. The target audience include researchers working on the field, as well as students aiming at being introduced to the topic.
This summer school is aligned with the 6th Workshop on Sequential Monte Carlo Methods (SMC 2024), which will be held also at ICMS on 13-17 May 2024 (i.e., the week after this summer school).
Programme:
MONDAY 6 MAY 2024 | |
Registration and Refreshments | |
Welcome and Housekeeping | |
O. Deniz Akyildiz, Imperial College London | Introduction to Bayesian filtering: theory & methods |
Refreshments | |
O. Deniz Akyildiz, Imperial College London | |
Lunch | |
Petar M. Djuric, Stony Brook University | Sequential estimation in deep state-space processes |
Refreshments | |
Petar M. Djuric, Stony Brook University | |
Informal Welcome Reception, hosted at ICMS | |
TUESDAY 7 MAY 2024 | |
Refreshments | |
Victor Elvira, University of Edinburgh | Effective and efficient filtering |
Refreshments | |
Victor Elvira, University of Edinburgh | |
Lunch | |
Pierre del Moral, INRIA | Theoretical analysis of particle filters |
Refreshments | |
Pierre del Moral, INRIA | |
WEDNESDAY 8 MAY 2024 | |
Refreshments | |
Sahani Pathiraja, UNSW Sydney | Particle-based variational inference |
Refreshments | |
Sahani Pathiraja, UNSW Sydney | |
Lunch | |
Oana Lang, Imperial College London | Modern approaches in nonlinear filtering |
Refreshments | |
Oana Lang, Imperial College London | |
THURSDAY 9 MAY 2024 | |
Refreshments | |
Yunpeng Li, University of Surrey | Differentiable particle filters |
Refreshments | |
Yunpeng Li, University of Surrey | |
Lunch | |
Fredrik Lindsten, Linköping University | Particle Markov chain Monte Carlo |
Refreshments | |
Fredrik Lindsten, Linköping University | |
FRIDAY 10 MAY 2024 | |
Refreshments | |
Jana de Wiljes, TU Ilmenau | Sequential decision games |
Refreshments | |
Jana de Wiljes, TU Ilmenau | |
Lunch |