JSM 2017 Online Program

Legend:
CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

Keyword Search Criteria: Particle filter returned 8 record(s)

Sunday, 07/30/2017

Extracting Latent States from High Frequency Option Prices
Jean-Francois Begin, Simon Fraser University; Diego Amaya, Wilfred Laurier University; Genevieve Gauthier, HEC Montréal
2:20 PM

Evaluating Particle Filtering Methods for Complex Multi-Pathogen Disease Systems
Xi Meng, University of Massachusetts Amherst; Nicholas G. Reich, University of Massachusetts Amherst
3:20 PM

Likelihood-Based Inference for Partially Observed Spatiotemporal Dynamics: Measles as a Case Study
Edward Ionides, University of Michigan; Joonha Park, University of Michigan
4:55 PM

Monday, 07/31/2017

Modeling Computer Network Data Using Markov Modulated Poisson Processes
Mark Briers, Alan Turing Institute
11:25 AM

On General Sampling Schemes for Particle Markov Chain Monte Carlo Methods
Christopher Carter, University of New South Wales; Robert Kohn, University of New South Wales ; Eduardo Mendes, Fundacao Getulio Vargas
2:50 PM

Tuesday, 08/01/2017

A Probabilistic Characterization of Shark Movement Using Location Tracking Data
Samuel Ackerman

Thursday, 08/03/2017

Bayesian Estimation of the Default Rate Distributions with Non-Gaussian Single Factor Models
Takayuki Shiohama, Tokyo University of Science
9:20 AM

Locally-Interacting Particle Filters: Statistical Trade-Offs and Stability
Alexandre Thiery, National University of Saingpore; Deborshee Sen, National University of Singapore
10:35 AM