Speakers
SMC 2012
19th-21st September, 2012
Speakers and Titles:
- Christophe Andrieu - "Properties of pseudo-marginal MCMC algorithms"
- Alexandre Bouchard-Côté - "Applications of SMC to the analysis of partially observed jump processes" - Talk
- Peter Bunch - "Rao-Blackwellised Smoothers"
- Nicolas Chopin - "Particles as auxiliary variables: PMCMC, SMC2, SMC-ABC, and all that jazz"- Talk
- Dan Crisan - "Particle Filters with Random Resampling Times" - Talk
- Pierre Del Moral - "On the exponential concentration properties of sequential Monte Carlo methods" - Talk
- Andreas Eberle - "Quantitative bounds for Markov chain based Monte Carlo methods in high dimensions" - Talk
- Paul Fearnhead - "Continuous-time Importance Sampling for Multivariate Diffusions" - Talk
- Andrew Golightly - "Efficient particle MCMC for exact inference in stochastic biochemical network models through approximation of expensive likelihoods"
- Pierre Jacob - "Resampling on parallel architectures" - Talk
- Peter Jan van Leeuwen - "Efficient Particle Filters for high-dimensional systems" - Talk
- Nikolas Kantas - "A particle method for approximating principal eigen-functions and related quantities"
- Krzysztof Łatuszynski - "Stability of Continuous-time Importance Sampling for Multivariate Diffusions"
- Sylvain Le Corff - "Convergence of a particle based online estimation procedure in hidden Markov models"
- Francois Le Gland - "On the asymptotic variance of SMC algorithms with adaptive resampling"
- Fredrik Lindsten - "Ancestral Sampling for Particle Gibbs" - Talk
- Éric Moulines - "On the convergence of Island particle models" - Talk
- Omiros Papaspiliopoulos - "On computable filters" - Talk (Forthcoming)
- Gareth Peters - "Incorporating Importance Sampling to the Evaluation of Subexponential Compound Process Tails, Closed Form Asymptotic Tail Expansions and Risk Measures" - Talk (Forthcoming)
- Murray Pollock - "Filtering for discretely observed jump diffusions" - Talk
- Gareth Ridall - "Online model selection for Bayesian Motor Unit Number Estimation (MUNE)"
- Sylvain Rubenthaler - "Perfect simulation algorithm of a trajectory under a Feynman-Kac law" - Talk
- Thomas Schön - "Learning Wiener models" - Talk
- Nikolaus Schweizer - "Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings"
- Sumeet Singh - "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods"
- Liangliang Wang - "Phylogenetic tree construction using sequential Monte Carlo algorithms on posets" - Talk
- Nick Whiteley - "Efficiency and optimal sampling of particle filters" - Talk (Forthcoming)
- Darren Wilkinson - "Particle MCMC for partially observed Markov processes"
- Sinan Yildirim - "Approximate Bayesian Computation for Maximum Likelihood Estimation in Hidden Markov Models" - Talk
- Yan Zhou - "Bayesian Model Comparison via Sequential Monte Carlo Samplers" - Talk
Poster Presentations:
- Peter Bunch - "Metropolis-Hastings Implementations of the Forward-Filtering-Backward-Sampling Algorithm for Particle Smoothing"
- Xi Chen - "Multiple Auxiliary Particle Filter (MAPF)"
- Johan Dahlin - "Sequential Monte Carlo for dynamic image-based lighting" - Poster
- Axel Finke - "Inference for Piecewise Deterministic Processes via Sequential Monte Carlo Methods"
- Tatjana Lemke - "Inference in CAR(1) processes driven by alpha-stable Levy processes"
- Reinaldo Marques - "Online Inference for dynamical system: move-resample approach"
- Christopher Nam - "Exact Changepoint Distributions and Sequential Monte Carlo samplers"
- Murray Pollock - "Filtering for discretely observed jump diffusions" - Poster
- Alberto Sorrentino - "Particle filtering for estimation of static dipoles in magnetoencephalogaphy" - Poster
- Yan Zhou - "Bayesian Model Comparison via Sequential Monte Carlo Samplers and Path Sampling" - Poster