JSM 2015 Preliminary Program

Online Program Home
My Program

Abstract Details

Activity Number: 467
Type: Invited
Date/Time: Wednesday, August 12, 2015 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract #314489
Title: MCMC Methods for Inference with High-Dimensional SDEs
Author(s): Omiros Papaspiliopoulos*
Companies: ICREA-UPF
Keywords: hypo-elliptic SDEs ; Markov chain Monte Carlo ; implicit discretizations ; statistical learning
Abstract:

Markov chain Monte Carlo methods are extensively used for learning partially observed high-dimensional SDEs from low-dimensional observations. In this talk we will focus on recent approaches for learning parameters of hypoelliptic diffusions from discrete observations with applications geared towards single neuron modelling in Neuroscience. This is based on joint work with Susanne Ditlevsen, Anders Jensen (Copenhagen) and Adeline Leclercq Samson (Grenoble)

Authors who are presenting talks have a * after their name.

Back to the full JSM 2015 program





For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

2015 JSM Online Program Home