We meet on Wednesdays at 1pm, in the 10th floor conference room of the Statistics Department, 1255 Amsterdam Ave, New York, NY.
Showing posts with label resampling. Show all posts
Showing posts with label resampling. Show all posts
Thursday, October 21, 2010
Micky Vidne: October 27th. s(MC)^2 or Hesitant Particle Filter.
In my talk I will describe a recent extension of the Sequential Monte Carlo (SMC) method. SMCs (particle filters) are a commonly used method to estimate a latent dynamical process from sequential noise-contaminated observations. SMCs are extremely powerful but suffer from sample impoverishment, a situation in which very few diļ¬erent particles represent the distribution of interest. I will describe our attempt to circumvent this fundamental problem by adding an extra MCMC step in the SMC algorithm. I will illustrate the usefulness of this algorithm by considering a toy neuroscience example.
Thursday, July 22, 2010
Jittering spike trains carefully
Presented in lab meeting by Alex Ramirez on July 14th, 2010.
by Matthew Harrison and Stuart Geman
In it the authors describe an algorithm that takes a spike train and jitters the spike times to create a new spike train which is maximally random while preserving the firing rate and recent spike-history of the original train.
Saturday, July 10, 2010
Alex Ramirez : July 14
I'll be presenting a paper from Matt Harrsion. In it the authors describe an algorithm that takes a spike train and jitters the spike times to create a new spike train which is maximally random while preserving the firing rate and recent spike-history of the original train.
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