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MCM Seminar List

for period 22 Apr to 16 May

Tuesday 22 April
09:15-10:15 Andrieu, C (University of Bristol)
  tba Sem 1
10:30-11:05 Chopin, N (Centre de Recherche en ╔conomie et Statistique (CREST))
  Sequential Quasi-Monte Carlo Sem 1
11:05-11:40 Moulines, E (TÚlÚcom ParisTech)
  On the uniform ergodicity of the particle Gibbs sampler Sem 1
11:40-12:15 Thiery, AH (National University of Singapore)
  Speeding-up Pseudo-marginal MCMC using a surrogate model Sem 1
13:45-14:20 Pitt, M (University of Warwick)
  Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator Sem 1
14:20-14:55 Reich, S (Universitńt Potsdam)
  Particle filters for infinite-dimensional systems: combining localization and optimal transportation Sem 1
14:55-15:30 Stuart, A (University of Warwick)
  The Filtering Distribution For Partially Observed Chaotic Dynamical Systems Sem 1
15:50-16:25 Lee, A (University of Warwick)
  Locally adaptive Monte Carlo methods Sem 1
16:25-17:00 Whiteley, NP (University of Bristol)
  Particle filtering subject to interaction constraints Sem 1
Wednesday 23 April
09:15-10:15 Marin, J-M (UniversitÚ Montpellier 2)
  ABC methods for Bayesian model choice Sem 1
10:30-11:05 Kohn, R (University of New South Wales)
  Speeding up MCMC by Efficient Data Subsampling Sem 1
11:05-11:40 Vihola, MS (University of Jyvńskylń)
  Establishing some order amongst exact approximation MCMCs Sem 1
11:40-12:15 Latuszynski, KG (University of Warwick)
  The Bernoulli Factory, extensions and applications Sem 1
13:45-14:20 Beskos, A (National University of Singapore)
  Sequential Monte Carlo methods for applications in Data Assimilation Sem 1
14:20-14:55 Woodard, DB (Cornell University)
  Statistical Methods for Ambulance Fleet Management Sem 1
14:55-15:30 Sherlock, C (Lancaster University)
  Adaptive delayed-acceptance pseudo-marginal random walk Metropolis Sem 1
15:50-16:25 Douc, R (Telecom SudParis)
  Identifiability conditions for partially-observed Markov chains Sem 1
16:25-17:00 Teh, YW (University of Oxford)
  Stochastic Gradient Langevin Dynamics for Large Scale Bayesian Inference Sem 1
Thursday 24 April
09:15-10:15 Holmes, C (University of Oxford)
  Robust statistical decisions under model misspecification by re-weighted Monte Carlo samplers Sem 1
10:30-11:05 Olsson, JR (KTH - Royal Institute of Technology)
  Particle islands and archipelagos: some large sample theory Sem 1
11:05-11:40 Golightly, A (Newcastle University)
  Bayesian inference for sparsely observed diffusions Sem 1
11:40-12:15 Rebeschini, P (Princeton University)
  Particle filters and curse of dimensionality Sem 1
13:45-14:20 Mengersen, K (Queensland University of Technology)
  Pre-Processing for Approximate Bayesian Computation in Image Analysis Sem 1
14:20-14:55 Prangle, D (University of Reading)
  Lazy ABC Sem 1
14:55-15:30 Schmidler, S (Duke University)
  Parallel Markov Chain Monte Carlo Sem 1
15:50-16:25 Vollmer, S (University of Oxford)
  Consistency and CLTs for stochastic gradient Langevin dynamics based on subsampled data Sem 1
16:25-17:00 Papaspiliopoulos, O (Instituciˇ Catalana de Recerca i Estudis Avanšats (ICREA))
  Optimal filtering and the dual process Sem 1
Friday 25 April
09:50-10:25 Stumpf, M (Imperial College London)
  Approximate Bayesian Inference for Stochastic Processes Sem 1
10:40-11:15 Sch÷n, TB (Uppsala Universitet)
  Sequential Monte Carlo methods for graphical models Sem 1
11:15-11:50 Murray, L (CSIRO)
  Sequential Monte Carlo with Highly Informative Observations Sem 1
11:50-12:25 Li, K (Uppsala University)
  Generalised Particle Filters with Gaussian Mixtures Sem 1
14:00-14:45 Sharia, T (Royal Holloway, University of London)
  Truncated stochastic approximation with moving bounds Sem 1
14:45-15:15 Tadic, V (University of Bristol)
  Asymptotic Properties of Recursive Maximum Likelihood Estimation in State-Space Models Sem 1
Wednesday 30 April
11:30-12:30 Miguez, J (Universidad Carlos III de Madrid)
  A nested particle filter for online Bayesian parameter estimation in state-space systems Sem 2
Monday 12 May
14:00-15:00 Crisan, D (Imperial College London)
  Stochastic filtering - a brief historical account Sem 2
Tuesday 13 May
10:00-11:00 Girolami, M (University of Warwick)
  Bayesian Uncertainty Quantification for Differential Equations Sem 2
14:00-15:00 Mira, A (University of Lugano)
  Zero-Variance Hamiltonian MCMC Sem 2
Thursday 15 May
11:00-12:00 Maskell, S (University of Liverpool)
  The MOP - Particles without Resampling Sem 1
13:30-14:30 Kominiarczuk, J (University of Bristol)
  Acyclic Monte Carlo: where sequential Monte Carlo meets renormalisation Sem 2
Other Seminars
Seminars in the University
National and International Scientific Research Meetings

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