Workshop Programme
for period 18-20 June
Inference and Estimation in Probabilistic Time-Series Models
18-20 June
Timetable
| Wednesday 18 June | ||
| 13:00-14:00 | Registration | SCH |
| 14:00-15:00 | Godsill, S (Cambridge) | SCH |
| Sequential inference for dynamically evolving groups of objects | Sem 1 | |
| 15:00-15:30 | Tea | SCH |
| 15:30-16:10 | Cai, Y (Plymouth) | SCH |
| A Bayesian method for non-Gaussian autoregressive quantile function time series models | Sem 1 | |
| 16:10-16:50 | Luo, X (Oxford) | SCH |
| State estimation in high dimensional systems: the method of the ensemble unscented Kalman filter | Sem 1 | |
| 16:50-17:30 | Whiteley, N (Cambridge) | SCH |
| A modern perspective on auxiliary particle filters | Sem 1 | |
| 17:30-18:30 | Poster Session | SCH |
| Friday 20 June | ||
| 09:00-09:40 | McLachlan, GJ (Queensland) | SCH |
| Clustering of time course gene-expression data via mixture regression models | Sem 1 | |
| 09:40-10:20 | Titsias, MK (Manchester) | SCH |
| Markov chain Monte Carlo algorithms for Gaussian processes | Sem 1 | |
| 10:20-11:00 | Aston, J (Warwick) | SCH |
| Is that really the pattern we're looking for? Bridging the gap between statistical uncertainty and dynamic programming algorithms | Sem 1 | |
| 11:00-11:30 | Coffee | SCH |
| 11:30-12:30 | Moulines, E (CNRS) | SCH |
| Adaptive Monte Carlo Markov Chains | Sem 1 | |
| 12:30-13:30 | Lunch at Wolfson Court/Churchill College | SCH |
| 14:00-15:00 | Papaspiliopoulos, O (Universitat Pompeu Fabra ) | SCH |
| A methodological framework for Monte Carlo estimation of continuous-time processes | Sem 1 | |
| 15:00-15:30 | Tea | SCH |
| 15:30-16:10 | Sykulski, A; Olhede, SC (Imperial/UCL) | SCH |
| High frequency variability and microstructure bias | Sem 1 | |
| 16:10-17:10 | Ghahramani, Z (Cambridge) | SCH |
| Nonparametric Bayesian times series models: infinite HMMs and beyond | Sem 1 | |
| Other Seminars |
|
Seminars in the University National and International Scientific Research Meetings |