Newton Institute > Web Seminars > Programmes & Workshops > 2008 > SCH > SCHW05
18 - 20 Jun 2008

Inference and Estimation in Probabilistic Time-Series Models

in association with the Statistical Theory and Methods for Complex, High-Dimensional Data programme

20 Jun 2008: Nonparametric Bayesian times series models: infinite HMMs and beyond
Z. Ghahramani
20 Jun 2008: High frequency variability and microstructure bias
A. Sykulski & S. Olhede
20 Jun 2008: A methodological framework for Monte Carlo estimation of continuous-time processes
O. Papaspiliopoulos
20 Jun 2008: Adaptive Monte-Carlo Markov Chain
E. Moulines
20 Jun 2008: Is that really the pattern we're looking for? Bridging the gap between statistical uncertainty and dynamic programming algorithms in pattern
J. Aston
20 Jun 2008: Markov chain Monte Carlo algorithms for Gaussian processes
MK. Titsias
20 Jun 2008: Clustering of time course gene-expression data via mixture regression models
GJ. McLachlan
19 Jun 2008: Bayesian Gaussian process models for multi-sensor time-series prediction
S. Roberts
19 Jun 2008: Factorial switching linear dynamical systems for physiological condition monitoring
C. Williams
19 Jun 2008: Multi-object tracking with representations of the symmetric group
R. Kondor
19 Jun 2008: Approximate inference for continuous time Markov processes
M. Opper
19 Jun 2008: Two problems with variational expectation maximisation for time-series models
R. Turner
19 Jun 2008: Variational Markov Chain Monte Carlo for inference in partially observed nonlinear diffusions
Y. Shen
19 Jun 2008: Estimating multiple fractional seasonal long-memory parameter
VA. Reisen
18 Jun 2008: A modern perspective on auxiliary particle filters
N. Whiteley
18 Jun 2008: State estimation in high dimensional systems: the method of the ensemble unscented Kalman filter
X. Luo
18 Jun 2008: A Bayesian method for non-Gaussian autoregressive quantile function time series models
Y. Cai
18 Jun 2008: Sequential inference for dynamically evolving groups of objects
S. Godsill
Newton Institute > Web Seminars > Programmes & Workshops > 2008 > SCH > SCHW05

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