Sequential Monte Carlo Method in Chemical Safety Assessment

Event Sponsor: 
LANS Informal Seminar
Start Date: 
Mar 3 2010 - 3:00pm to 4:00pm
Building/Room: 
Building 240, Room 4301
Location: 
Argonne National Laboratory
Speaker(s): 
Xiaoyan Zeng
Speaker(s) Title: 
Host: 

In practice, samples from a probability conditioned on a large amount of history observation datum are required. Due to the high dimensionality and complexity of the distribution, sequential important sampling, resampling (SMC) methods is used. Rather than sample from the targeted distribution once, it generates a sample step by step. In this talk, we will introduce the method and use it to do safety assessment of chemical plant.

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