Workshop discusses advances in statistics and stochastic simulation methods
On August 29, starting at 1:30 pm, FGV’s School of Applied Mathematics (FGV EMAp) will hold a “Workshop on Stochastic Simulation Methods in Statistics.” At this event, to take place in Auditorium 537 in FGV’s main building, at Praia de Botafogo, 190, Botafogo, Rio de Janeiro, experts will present and discuss key recent advances in statistics and stochastic simulation methods.
The first talk will be given by Professor Eduardo Mendes, who will present a study titled “Markov Interacting Importance Samplers.” After that, Paulo Orenstein, of the Institute for Pure and Applied Mathematics (IMPA), will speak about “Finite-sample Guarantees for Winsorized Importance Sampling.”
After a break, Rafael Izbicki, of Sao Carlos Federal University’s Statistics Department, will give a presentation on “ABC-CDE – Towards Approximate Bayesian Computation with Complex High-Dimensional Data and Limited Simulations.” Finally, Rodrigo Targino, of FGV EMAp, will talk about “Semi-automatic classification of news articles using Particle Metropolis-Hastings.”
For more information and to sign up, click here.
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