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    Department of Statistics

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    University of Warwick

    Event Diary

    Monday 21 May - Sunday 17 Jun 2012

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    Mon Tue Wed Thu Fri Sat Sun
    Wk 5 May 21 22 23 24 25 26 27
    16:00 - 17:00 Young Researchers Meeting C0.06, Common Rm
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    Young Researchers Meeting
    When: 16:00 - 17:00, Tue, 22 May '12
    Where: C0.06, Common Rm
    Tags: YRM Postgraduate
    12:00 - 13:00 Neuroimaging Statistics Group A1.01
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    Neuroimaging Statistics Group
    When: 12:00 - 13:00, Thu, 24 May '12
    Where: A1.01
    Tags: Reading Group
    14:00 - 15:00 FEYNMAN Reading Group C1.06
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    FEYNMAN Reading Group
    When: 14:00 - 15:00, Thu, 24 May '12
    Where: C1.06
    Tags: Reading Group
    Wk 6 28 29 30 31 Jun 1 2 3
    16:00 - 17:00 Young Researchers Meeting C0.06, Common Rm
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    Young Researchers Meeting
    When: 16:00 - 17:00, Tue, 29 May '12
    Where: C0.06, Common Rm
    Tags: YRM Postgraduate
    12:00 - 13:00 Neuroimaging Statistics Group A1.01
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    Neuroimaging Statistics Group
    When: 12:00 - 13:00, Thu, 31 May '12
    Where: A1.01
    Tags: Reading Group
    14:00 - 15:00 FEYNMAN Reading Group C1.06
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    FEYNMAN Reading Group
    When: 14:00 - 15:00, Thu, 31 May '12
    Where: C1.06
    Tags: Reading Group
    15:00 - 18:00 Oxford-Warwick Joint Seminar (at Warwick) MS.02
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    Oxford-Warwick Joint Seminar (at Warwick)
    When: 15:00 - 18:00, Thu, 31 May '12
    Where: MS.02
    Notes:

    15.00 - 16.00 Simon Tavaré (Cambridge)
     
    Approximate Bayesian Computation for modeling DNA replication dynamics

    Department of Applied Mathematics and Theoretical Physics, University of Cambridge
    Approximate Bayesian Computation (ABC) provides a useful approach to inference in complex scientific problems where likelihoods are hard or impossible to compute. From its origins in the mid-90s, ABC has become an established part of a Bayesian’s toolkit. I will give a brief overview of the principles behind ABC, and discuss some of its pros and cons. To illustrate the ideas, I will describe some recent work in my lab that studies the dynamics of DNA replication in yeast, using genome-wide microarray and next-generation sequencing data that provide the highest fidelity map of DNA replication to date.

    16.00 - 16.30 Tea, Coffee & Biscuits (Main Atrium)

    16.30 - 17.30 Simon French (Warwick)
    Aggregating expert judgement in major societal decisions

    Society and its systems are becoming more and more complex and that means that risk analyses are having to rely more and more on expert judgement rather than data, simply for the reason that there are insufficient data available. But experts seldom agree, and even when they do there there is no guarantee that they are right. How should their judgements be used in large scale risk analyses. Moreover, how might they be re-used in subsequent analyses on similar but not identical issues?
    In this talk we will survey the theory of aggregating expert judgement which has been developed over the past 30-40 years, noting that there are a variety of contexts in which their aggregated judgement may be needed and that different methods may be need for different contexts. We shall also note the lack of a theory of 'Meta-Analysis of Expert Judgement Studies' and that one is greatly needed.

     
    17.30 - 18.00 Wine & Cheese (Main Atrium)

    Tags: CRiSM Seminars Seminars CRiSM
    Wk 7 4 5 6 7 8 9 10
    16:00 - 17:00 Young Researchers Meeting C0.06, Common Rm
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    Young Researchers Meeting
    When: 16:00 - 17:00, Tue, 05 Jun '12
    Where: C0.06, Common Rm
    Tags: YRM Postgraduate
    14:00 - 15:00 SF@W Seminar A1.01
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    SF@W Seminar
    When: 14:00 - 15:00, Wed, 06 Jun '12
    Where: A1.01
    Notes:

    Christoph Reisinger (University of Oxford)

    Robust parameter estimation and valuation of financial derivatives under local and uncertain volatility

    In this talk, we aim to combine two strands of research. First, we consider the calibration of a local volatility function in a Bayesian framework, and show how the posterior distribution can be used to estimate prices for exotic options. We work in great detail through numerical examples to clarify the construction of Bayesian estimators and their robustness to the model specification, number of calibration products, noisy data and misspecification of the prior (joint work with Alok Gupta). In the second part, we devise a numerical scheme to compute upper and lower price bounds under locally uncertain volatility, based on piecewise constant policy approximation of the corresponding control problem. We prove convergence of the fully discretised equations and give numerical examples for European and American options on a combination of two assets (joint work with Peter Forsyth).

    Tags: Seminars CRiSM SF@W
    12:00 - 13:00 Neuroimaging Statistics Group A1.01
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    Neuroimaging Statistics Group
    When: 12:00 - 13:00, Thu, 07 Jun '12
    Where: A1.01
    Tags: Reading Group
    12:30 - 13:30 Staff Lunch C0.06, Common Rm
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    Staff Lunch
    When: 12:30 - 13:30, Thu, 07 Jun '12
    Where: C0.06, Common Rm
    Tags: Dept
    14:00 - 15:00 FEYNMAN Reading Group C1.06
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    FEYNMAN Reading Group
    When: 14:00 - 15:00, Thu, 07 Jun '12
    Where: C1.06
    Tags: Reading Group
    Wk 8 11 12 13 14 15 16 17
    16:00 - 17:00 Young Researchers Meeting C0.06, Common Rm
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    Young Researchers Meeting
    When: 16:00 - 17:00, Tue, 12 Jun '12
    Where: C0.06, Common Rm
    Tags: YRM Postgraduate
    12:00 - 13:00 Neuroimaging Statistics Group A1.01
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    Neuroimaging Statistics Group
    When: 12:00 - 13:00, Thu, 14 Jun '12
    Where: A1.01
    Tags: Reading Group
    14:00 - 15:00 FEYNMAN Reading Group C1.06
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    FEYNMAN Reading Group
    When: 14:00 - 15:00, Thu, 14 Jun '12
    Where: C1.06
    Tags: Reading Group
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    Page contact: Paula Matthews Last revised: Thu 24 May 2012
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