Sequential Monte Carlo Method in Chemical Safety Assessment

Xiaoyan Zeng
Seminar

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.