JSM 2003 Online Program

JSM Activity #236

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Legend: = Applied Session, = Theme Session, = Presenter Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco		Add To My Program
236	Tue, 8/5/03, 10:30 AM - 12:20 PM	R-Cervantes
Particle Filtering - Topic Contributed - Papers
Section on Statistical Computing
Organizer(s): Jonathan Reuben Stroud, University of Pennsylvania
Chair(s): Gabriel Huerta, University of New Mexico
10:35 AM	Efficient Construction of Particle Filters for Continuous Time Finance Models — Michael K. Pitt, University of Warwick
10:55 AM	Practical Filtering — Nicholas G. Polson, University of Chicago Graduate School of Business; Jonathan Reuben Stroud, University of Pennsylvania; Peter Mueller, University of Texas M.D. Anderson Cancer Center
11:15 AM	Particle Filtering for Tracking on Nonlinear Manifolds — Anuj Srivastava, Florida State University
11:35 AM	Monte Carlo Filtering for High-Dimensional Space-Time Models — Jonathan Reuben Stroud, University of Pennsylvania; Michael L. Stein, University of Chicago
11:55 AM	Online Parameter Estimation in General State-Space Models — Christophe Andrieu, Bristol University; Arnaud Doucet, Cambridge University; Vladislav Tadic, Melbourne University
12:15 PM	Floor Discussion