[Statlist] Seminar ueber Statistik

[Christina Kuenzli]

                       ETH and University of Zurich 
      Proff. A.D. Barbour -- P. Buehlmann -- F. Hampel -- H.R. Kuensch 

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           We are pleased to announce the following seminars
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Friday, June 18, 2004, 15.15 LEO C 15

     Arnaud Doucet, University of Cambridge

     Sequential Monte Carlo Samplers

 
In this talk, we develop a general methodology to sample from a
sequence of probability distributions defined on a common space.
We propose to approximate these distributions by a large set of random
samples evolving over time using simple sampling and resampling
mechanisms. This methodology yields a principled
way to make parallel Markov chain Monte Carlo runs interact and it also
allows us to derive new algorithms to perform global optimization or
to solve sequential Bayesian estimation problems. This talk is illustrated
by several complex examples arising in Bayesian inference. Convergence
results will also be presented. 

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Friday, July 2, 2004, 15.15 LEO C 15

     Per Mykland, University of Chicago

     The determinatin of time-varying volatility: 
     A tale of two time scales

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(LEO (Leonhardstrasse 27, 8006 Zurich) is close to the main building,
across the hill-side station of the 'Polybahn') 
Overview maps of ETH : http://www.ethz.ch/search/orientation_en.asp

Further information: Christina Kuenzli, Statistics Seminar of ETH Zurich 
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Everybody is kindly invited
 
Eidgenoessische Technische Hochschule Zuerich
Swiss Federal Insitute of Technology Zurich
________________________________________________________
Christina Kuenzli            <kuenzli at stat.math.ethz.ch>
Seminar fuer Statistik      
Leonhardstr. 27,  LEO D11          phone: +41 1 632 3438         
ETH-Zentrum,                       fax  : +41 1 632 1228 
CH-8092 Zurich, Switzerland        http://stat.ethz.ch/~