School of Mathematics

Victor Elvira awarded an ARL Grant

Victor Elvira has been awarded an ARL grant, by the Network Science and Intelligent Systems Division, to research "Combining particle filters for Bayesian inference in multiple complex models".

In this project, we will develop novel Sequential Monte Carlo methods for Bayesian inference in state-space models. The new algorithms will be able to deal with model uncertainty, running over several candidate models in parallel, smartly communicating and combining the local estimates. The duration of this project is one year.