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Seminars (MCM)

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Event When Speaker Title Presentation Material
MCMW01 22nd April 2014
09:15 to 10:15
C Andrieu tba
MCMW01 22nd April 2014
10:30 to 11:05
N Chopin Sequential Quasi-Monte Carlo
MCMW01 22nd April 2014
11:05 to 11:40
E Moulines On the uniform ergodicity of the particle Gibbs sampler
MCMW01 22nd April 2014
11:40 to 12:15
AH Thiery Speeding-up Pseudo-marginal MCMC using a surrogate model
MCMW01 22nd April 2014
13:45 to 14:20
M Pitt Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
MCMW01 22nd April 2014
14:20 to 14:55
S Reich Particle filters for infinite-dimensional systems: combining localization and optimal transportation
MCMW01 22nd April 2014
14:55 to 15:30
A Stuart The Filtering Distribution For Partially Observed Chaotic Dynamical Systems
MCMW01 22nd April 2014
15:50 to 16:25
A Lee Locally adaptive Monte Carlo methods
MCMW01 22nd April 2014
16:25 to 17:00
NP Whiteley Particle filtering subject to interaction constraints
MCMW01 23rd April 2014
09:15 to 10:15
J-M Marin ABC methods for Bayesian model choice
MCMW01 23rd April 2014
10:30 to 11:05
R Kohn Speeding up MCMC by Efficient Data Subsampling
MCMW01 23rd April 2014
11:05 to 11:40
MS Vihola Establishing some order amongst exact approximation MCMCs
MCMW01 23rd April 2014
11:40 to 12:15
KG Latuszynski The Bernoulli Factory, extensions and applications
MCMW01 23rd April 2014
13:45 to 14:20
A Beskos Sequential Monte Carlo methods for applications in Data Assimilation
MCMW01 23rd April 2014
14:20 to 14:55
DB Woodard Statistical Methods for Ambulance Fleet Management
MCMW01 23rd April 2014
14:55 to 15:30
C Sherlock Adaptive delayed-acceptance pseudo-marginal random walk Metropolis
MCMW01 23rd April 2014
15:50 to 16:25
R Douc Identifiability conditions for partially-observed Markov chains
MCMW01 23rd April 2014
16:25 to 17:00
YW Teh Stochastic Gradient Langevin Dynamics for Large Scale Bayesian Inference
MCMW01 24th April 2014
09:15 to 10:15
C Holmes Robust statistical decisions under model misspecification by re-weighted Monte Carlo samplers
MCMW01 24th April 2014
10:30 to 11:05
JR Olsson Particle islands and archipelagos: some large sample theory
MCMW01 24th April 2014
11:05 to 11:40
A Golightly Bayesian inference for sparsely observed diffusions
MCMW01 24th April 2014
11:40 to 12:15
P Rebeschini Particle filters and curse of dimensionality
MCMW01 24th April 2014
13:45 to 14:20
K Mengersen Pre-Processing for Approximate Bayesian Computation in Image Analysis
MCMW01 24th April 2014
14:20 to 14:55
D Prangle Lazy ABC
MCMW01 24th April 2014
14:55 to 15:30
S Schmidler Parallel Markov Chain Monte Carlo
MCMW01 24th April 2014
15:50 to 16:25
S Vollmer Consistency and CLTs for stochastic gradient Langevin dynamics based on subsampled data
MCMW01 24th April 2014
16:25 to 17:00
O Papaspiliopoulos Optimal filtering and the dual process
MCMW01 25th April 2014
09:50 to 10:25
M Stumpf Approximate Bayesian Inference for Stochastic Processes
MCMW01 25th April 2014
10:40 to 11:15
TB Schön Sequential Monte Carlo methods for graphical models
MCMW01 25th April 2014
11:15 to 11:50
L Murray Sequential Monte Carlo with Highly Informative Observations
MCMW01 25th April 2014
11:50 to 12:25
K Li Generalised Particle Filters with Gaussian Mixtures
MCMW01 25th April 2014
14:00 to 14:45
T Sharia Truncated stochastic approximation with moving bounds
MCMW01 25th April 2014
14:45 to 15:15
V Tadic Asymptotic Properties of Recursive Maximum Likelihood Estimation in State-Space Models
MCM 30th April 2014
11:30 to 12:30
J Miguez A nested particle filter for online Bayesian parameter estimation in state-space systems
MCM 12th May 2014
14:00 to 15:00
D Crisan Stochastic filtering - a brief historical account
MCM 13th May 2014
10:00 to 11:00
M Girolami Bayesian Uncertainty Quantification for Differential Equations
MCM 13th May 2014
14:00 to 15:00
A Mira Zero-Variance Hamiltonian MCMC
MCM 15th May 2014
11:00 to 12:00
S Maskell The MOP - Particles without Resampling
MCM 15th May 2014
13:30 to 14:30
J Kominiarczuk Acyclic Monte Carlo: where sequential Monte Carlo meets renormalisation
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons