Optimization and Monte Carlo Sampling Intertwined
Abstract
Elaborating on earlier works dedicated to developing advanced optimization-based signal processing tools for the monitoring of the time-space evolution of the Covid19 pandemic intensity (quantified by the reproduction number) in a crisis / emergency context and from limited quality data, the main objectives of OptiMoCSI are to develop methodological contributions, combining (nonsmooth) optimization and Monte Carlo sampling, to address challenges posed in high societal stakes problems.
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