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Seminars (MCMW01)

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Date Time Speaker Title Presentation Material
22nd April 2014 09:15 to 10:15 C Andrieu tba
22nd April 2014 10:30 to 11:05 N Chopin Sequential Quasi-Monte Carlo
22nd April 2014 11:05 to 11:40 E Moulines On the uniform ergodicity of the particle Gibbs sampler
22nd April 2014 11:40 to 12:15 AH Thiery Speeding-up Pseudo-marginal MCMC using a surrogate model
22nd April 2014 13:45 to 14:20 M Pitt Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
22nd April 2014 14:20 to 14:55 S Reich Particle filters for infinite-dimensional systems: combining localization and optimal transportation
22nd April 2014 14:55 to 15:30 A Stuart The Filtering Distribution For Partially Observed Chaotic Dynamical Systems
22nd April 2014 15:50 to 16:25 A Lee Locally adaptive Monte Carlo methods
22nd April 2014 16:25 to 17:00 NP Whiteley Particle filtering subject to interaction constraints
23rd April 2014 09:15 to 10:15 J-M Marin ABC methods for Bayesian model choice
23rd April 2014 10:30 to 11:05 R Kohn Speeding up MCMC by Efficient Data Subsampling
23rd April 2014 11:05 to 11:40 MS Vihola Establishing some order amongst exact approximation MCMCs
23rd April 2014 11:40 to 12:15 KG Latuszynski The Bernoulli Factory, extensions and applications
23rd April 2014 13:45 to 14:20 A Beskos Sequential Monte Carlo methods for applications in Data Assimilation
23rd April 2014 14:20 to 14:55 DB Woodard Statistical Methods for Ambulance Fleet Management
23rd April 2014 14:55 to 15:30 C Sherlock Adaptive delayed-acceptance pseudo-marginal random walk Metropolis
23rd April 2014 15:50 to 16:25 R Douc Identifiability conditions for partially-observed Markov chains
23rd April 2014 16:25 to 17:00 YW Teh Stochastic Gradient Langevin Dynamics for Large Scale Bayesian Inference
24th April 2014 09:15 to 10:15 C Holmes Robust statistical decisions under model misspecification by re-weighted Monte Carlo samplers
24th April 2014 10:30 to 11:05 JR Olsson Particle islands and archipelagos: some large sample theory
24th April 2014 11:05 to 11:40 A Golightly Bayesian inference for sparsely observed diffusions
24th April 2014 11:40 to 12:15 P Rebeschini Particle filters and curse of dimensionality
24th April 2014 13:45 to 14:20 K Mengersen Pre-Processing for Approximate Bayesian Computation in Image Analysis
24th April 2014 14:20 to 14:55 D Prangle Lazy ABC
24th April 2014 14:55 to 15:30 S Schmidler Parallel Markov Chain Monte Carlo
24th April 2014 15:50 to 16:25 S Vollmer Consistency and CLTs for stochastic gradient Langevin dynamics based on subsampled data
24th April 2014 16:25 to 17:00 O Papaspiliopoulos Optimal filtering and the dual process
25th April 2014 09:50 to 10:25 M Stumpf Approximate Bayesian Inference for Stochastic Processes
25th April 2014 10:40 to 11:15 TB Schön Sequential Monte Carlo methods for graphical models
25th April 2014 11:15 to 11:50 L Murray Sequential Monte Carlo with Highly Informative Observations
25th April 2014 11:50 to 12:25 K Li Generalised Particle Filters with Gaussian Mixtures
25th April 2014 14:00 to 14:45 T Sharia Truncated stochastic approximation with moving bounds
25th April 2014 14:45 to 15:15 V Tadic Asymptotic Properties of Recursive Maximum Likelihood Estimation in State-Space Models
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons