Date: 07 December 2022
Time: 12:45 – 13:15. Hours
Room: RA1501 & online
Speaker: dr.ir. Yvo Boers (guest DAMUT-MAST)
Title: “Various fundamental statistical results for particle filters
Abstract:
In this presentation we will discuss several results for particle filters(PFs) that are well known in classical statistics for empirical processes. These results include Laws of Large Numbers, a Central Limit Theorem and more. We will also provide some background on the fairly recent developments of the theory and applications of PFs. Moreover, we discuss some examples of the applications of the previously mentioned theoretical results, that we are/have been working on.