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The activities of the School will be organised around five one-day tutorials. The list of invited speakers includes (in alphabetical order):
  • Petar M. Djurić (Stony Brook University, USA), with the Introductory Course and Course #2 on Particle filtering in high dimensional spaces
  • Jordi Vilà-Valls & Carles Fernández-Prades (CTTC, Spain), with Course #3 on Bayesian Filtering in the Gaussian Context
  • Kari Heine (Univesity College London, UK), with Course #4 on Analysing the convergence of particle filters: introduction to techniques and main results
  • Omiros Papaspiliopoulos (ICREA/Universitat Pompeu Fabra, Spain), with Course #5 on SMC methods for parameter estimation:  IBIS, pMCMC, SMC2 and computational challenges
  • Thomas Schön (Uppsala University, Sweden), with Course #1 on Nonlinear system identification using sequential Monte Carlo

Additionally, a round table on Open problems in stochastic filtering will be held in the afternoon  of June 24th, open to all participants. One additional afternoon will be devoted to a poster session where the participants will have the opportunity to present and discuss their own research.


 FASF2015 Programme

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