On particle-based online smoothing and parameter inference in general hidden Markov models

Time: Fri 2015-06-05 14.00

Location: sal 3721, Matematik, Lindstedtsvägen 25, KTH, Stockholm

Subject area: Applied and computational mathematics

Doctoral student: Johan Westerborn , Mathematics

Opponent: Professor Thomas Schön, Inst för informationsteknologi, Uppsala Universitet, Uppsala

Supervisor: Univ lektor Jimmy Olsson