Rennes, from june 5th to june 8th 2018
Organization board: Frédéric Cérou, Mathias Rousset, Fabien Panloup.
Scientific board: Frédéric Cérou, Mathias Rousset, Fabien Panloup, Tony Lelièvre, Bernard Delyon.
Particle Monte Carlo simulation methods usually refer to a now ubiquitous strategy where a sample of random "particles" approximating a target probability distribution are simulated using importance splitting and/or killing of particles according to some appropriate rules.
This workshop aims at gathering in a single mathematically oriented event, some recent trends related to those particle methods.
In particular: (i) the simulation of rare events and large deviation theory; and (ii) the filtering/assimilation of high dimensional data.