Professor Pierre Del Moral will deliver the colloquium presentation at the 2015 Maxwell Institute Colloquium at the University of Edinburgh in February.
The Maxwell Institute Colloquium series brings to Edinburgh distinguished mathematicians or mathematical scientists whose body of work has helped to establish or develop an important area of research. In addition to giving lectures on their work, the colloquium speaker also meets with staff and postgraduate students for informal discussions.
Professor Del Moral will give his talk on Feynman-Kac particle methods (also called sequential Monte Carlo, or more generally mean field particle methods).
Professor Del Moral has had two books focusing on this topic published: Mean field simulation for Monte Carlo integration (2013), Chapman & Hall/CRC Press. p. 626. "Monographs on Statistics & Applied Probability"; and Feynman-Kac formulae: Genealogical and interacting particle approximations (2004), Springer. p. 575. "Series: Probability and Applications".
Professor Del Moral contributed some of the first pioneering articles on the applications of particle methodologies in nonlinear filtering problems.