[Statlist] Seminar ueber Statistik

[Christina Kuenzli]

                       ETH and University of Zurich 
      Proff. A.D. Barbour -- P. Buehlmann -- F. Hampel -- H.R. Kuensch 

**************************************************************************
           We are pleased to announce the following seminar
**************************************************************************
Friday, January 23, 2004,  15.15 h, LEO C 15 

    Christian Robert, CEREMADE, Universite Paris Dauphine

    Population Monte Carlo Methods, 

Importance sampling methods have been rather neglected by
MCMC algorithms since their infancy, even though they share many common
features. This talk shows that importance sampling can be iterated to
produce more accurate approximations to iid sampling from a target
distribution, than sequential sampling from an MCMC algorithm. We first
illustrate the adaptability of the joint scheme on several missing data
examples, including mixtures of distributions, switching ARMA models,
the ion channel model of Hodgson (1999), and stochastic volatility models.

Links to papers:
http://www.ceremade.dauphine.fr/CMD/preprints02/0215ihp2.ps.gz
http://www.ceremade.dauphine.fr/~xian/cmr03.pdf
http://www.ceremade.dauphine.fr/CMD/preprints03/0335_gmr03.pdf 

**************************************************************************
(LEO (Leonhardstrasse 27, 8006 Zurich) is close to the main building,
across the hill-side station of the 'Polybahn') 
Overview maps of ETH : http://www.ethz.ch/search/orientation_en.asp

Further information: Christina Kuenzli, Statistics Seminar of ETH Zurich 
**************************************************************************

Everybody is kindly invited
 
Eidgenoessische Technische Hochschule Zuerich
Swiss Federal Insitute of Technology Zurich
________________________________________________________
Christina Kuenzli            <kuenzli using stat.math.ethz.ch>
Seminar fuer Statistik      
Leonhardstr. 27,  LEO D11          phone: +41 1 632 3438         
ETH-Zentrum,                       fax  : +41 1 632 1228 
CH-8092 Zurich, Switzerland        http://stat.ethz.ch/~