Post date: 19-oct-2018 14:51:18
Title: Computational methods for Bayesian Inference
Date: 23-Octubre-2018, 13:00
Aula:
Material:
Speaker: Luca Martino
Abstract:
In this talk, I will review my research lines and my primary research interests. First of all, I will describe the bases of Bayesian inference and its computational challenges. Then, I will focus mainly on the description of efficient Monte Carlo techniques, such as Markov Chain Monte Carlo (MCMC), Importance Sampling (IS) and particle filtering algorithms. I will describe several inference frameworks corresponding to different kind of applications. In the final part of the talk, I will provide some sketch regarding sequential adaptive emulation schemes with application in remote sensing.