JSM 2005 - Toronto

JSM Activity #344

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

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344 Applied Session Wed, 8/10/05, 8:30 AM - 10:20 AM MCC-208 B
Applications of Sequential Monte Carlo Methods in Statistics Applications of Sequential Monte Carlo Methods in Statistics - Invited - Papers
Section on Statistical Computing, Section on Bayesian Statistical Science, Business and Economics Statistics Section
Organizer(s): Arnaud Doucet, Cambridge University
Chair(s): Arnaud Doucet, Cambridge University
     8:35 AM   Maximum Likelihood Parameter Estimation in General State-Space Models Using Particle Methods — Sumeetpal S. Singh, Cambridge University; George Poyiadjis, Cambridge University; Arnaud Doucet, Cambridge University
     9:05 AM   Particle Filter Methods for High-Frequency Data — Michael Pitt, The University of Warwick
     9:35 AM   Convergence of Adaptative Importance Sampling Algorithms — Jean-Michel Marin, University Paris-Sud and CEREMADE; Arnaud Doucet, Cambridge University; Christian Robert, University Paris-Sud and CEREMADE
     10:05 AM   Floor Discussion
 

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005