About Miguel Angel Alvarez Ballesteros Miguel Angel Alvarez Ballesteros Ph.D. Student, Applied Mathematics and Computational Science Monte carlo methods Bayesian computational statistics Miguel Angel research focuses on Monte Carlo methods for parameter inference in partially observed stochastic systems. Events Presented Events Oct 11 - Oct 17, 2026 Unbiased and Multilevel Monte Carlo Methods for Parameter Inference in Latent Stochastic Systems Miguel Angel Alvarez Ballesteros, Ph.D. Student, Applied Mathematics and Computational Science Oct 14, 11:00 - 13:00 B2 R5209 Monte carlo methods Monte Carlo stochastic optimization markov chains approximation This thesis develops efficient Monte Carlo methods for score-based parameter inference in such systems, mainly hidden Markov models driven by diffusion processes, and for the related problem of conditional stochastic optimization.
Unbiased and Multilevel Monte Carlo Methods for Parameter Inference in Latent Stochastic Systems Miguel Angel Alvarez Ballesteros, Ph.D. Student, Applied Mathematics and Computational Science Oct 14, 11:00 - 13:00 B2 R5209 Monte carlo methods Monte Carlo stochastic optimization markov chains approximation This thesis develops efficient Monte Carlo methods for score-based parameter inference in such systems, mainly hidden Markov models driven by diffusion processes, and for the related problem of conditional stochastic optimization.
Engage ORCID LinkedIn ShareClipboard Related Sites Stochastic Numerics Research Group (STOCHNUM) Applied Mathematics and Computational Science (AMCS) Related Content Events 1 Upcoming Events Unbiased and Multilevel Monte Carlo Methods for Parameter Inference in Latent Stochastic Systems Miguel Angel Alvarez Ballesteros, Ph.D. Student, Applied Mathematics and Computational Science Oct 14, 11:00 - 13:00 B2 R5209 Monte carlo methods Monte Carlo stochastic optimization markov chains approximation
Unbiased and Multilevel Monte Carlo Methods for Parameter Inference in Latent Stochastic Systems Miguel Angel Alvarez Ballesteros, Ph.D. Student, Applied Mathematics and Computational Science Oct 14, 11:00 - 13:00 B2 R5209 Monte carlo methods Monte Carlo stochastic optimization markov chains approximation
