Skip to content

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
Thursday 19 June
09:00-09:40 Reisen, VA (Universidade Federal do Espirito Santo) SCH
  Estimating multiple fractional seasonal long-memory parameter Sem 1
09:40-10:20 Shen, Y (Aston) SCH
  Variational Markov Chain Monte Carlo for inference in partially observed stochastic dynamic systems Sem 1
10:20-11:00 Turner, R (University College London) SCH
  Two problems with variational expectation maximisation for time-series models Sem 1
11:00-11:30 Coffee SCH
11:30-12:30 Opper, M (Technische Universitšt Berlin) SCH
  Approximate Inference for Continuous Time Markov Processes Sem 1
12:30-13:30 Lunch at Wolfson Court/Churchill College SCH
14:00-15:00 Singh, S (Cambridge) SCH
  Recent applications of spatial point processes to multiple-object tracking Sem 1
15:00-15:20 Tea SCH
15:20-16:00 Kondor, R (University College London) SCH
  Multi-object tracking with representations of the symmetric group Sem 1
16:00-17:00 Williams, C (Edinburgh) SCH
  Factorial switching linear dynamical systems for physiological condition monitoring Sem 1
17:00-17:30 Roberts, S (Oxford) SCH
  Bayesian Gaussian process models for multi-sensor time-series prediction Sem 1
17:30-18:30 Wine reception/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

Back to top ∧