SAMSI, SAMSI, SAMSI!

Ah September! Being in a southern state, the flowers are still blooming in full force as another high of 94 degree day settles upon Durham.

And with September, the academic year has also blossomed into meetings, classes, and conferences. Classes are now starting their third week, which means that the drop/add period is over and so classes have settled down to their expected size. My graduate "Topics in Probability" course has landed on a reasonable 16 people. More than small enough to give everyone all the help they need.

I'm only teaching one course this semester because I am also heavily involved in a SAMSI program: Sequential Monte Carlo methods. In the past, I've done work on methods that are both sequential and Monte Carlo, however, the specific phrase "Sequential Monte Carlo" means something very specific, and is an area that so far I've only brushed against.

From last Sunday through Thursday was the opening workshop, with tutorials on Sunday and regular talks Monday through Wednesday, followed by working group meetings on Thursday. These working groups will form the backbone of the research conducted by the program, and represents small groups of people with shared interests who meet weekly to look at specific problems. In my case, I'll be leading the "Theory" working group, and looking at ways to transform one of my algorithms for Monte Carlo into an algorithm for dealing with the types of problems used for Sequential Monte Carlo.