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Algorithms & Computationally Intensive Inference seminars

Terms 1-3, Location C1.06, Fridays 12:15-14:00 (12:15-12:45 is an informal sandwich lunch).

Reminder emails are not sent to participants unless there is a change to the scheduled programme at short notice. If you would like to speak, or you want to be included in any emails, please contact one of the organisers.

Current Organisers: Murray Pollock, Dootika Vats

  • If you would like to talk, or have ideas for possible speakers, then please email one of the organisers above.

Website URL: www.warwick.ac.uk/compstat

Mailing List Sign-Up: http://mailman1.csv.warwick.ac.uk/mailman/listinfo/algorithmseminar

Mailing List: algorithmseminar@listserv.csv.warwick.ac.uk (NB - only approved members can post)

2017/18 Term 1:

  • Week 1 - 6th October - Available
  • Week 2 - 13th October - Wilfrid Kendall - "Dirichlet forms and MCMC"
    • Abstract: In this talk I will discuss the use of Dirichlet forms to deliver proofs of optimal scaling results for Markov chain Monte Carlo algorithms (specifically, Metropolis-Hastings random walk samplers) under regularity conditions which are substantially weaker than those required by the original approach (based on the use of infinitesimal generators). The Dirichlet form method has the added advantage of providing an explicit construction of the underlying infinite-dimensional context. In particular, this enables us directly to establish weak convergence to the relevant infinite-dimensional diffusion.
    • Reference: Zanella, G., Bédard, M., & Kendall, W. S. (2016). A Dirichlet Form approach to MCMC Optimal Scaling. To appear in Stochastic Processes and Their Applications. See also arXiv, 1606.01528, 22pp. URL: arxiv.org/abs/1606.01528.
  • Week 3 - 20th October - Available
  • Week 4 - 27th October - Andrew Duncan (Sussex)
  • Week 5 - 3rd November - Ashley Ford (Bristol)
  • Week 6 - 10th November - Thibaut Lienart (Oxford)
  • Week 7 - 17th November - Short Talks
    • Talk 1 - Arne Gouwy (OxWaSP) - Talk Title/ Abstract TBC
    • Talk 2 - Marcin Mider (OxWaSP) - Talk Title/ Abstract TBC
  • Week 8 - 1st December - Richard Wilkinson (Sheffield)
  • Week 9 - 8th December - Available
  • Week 10 - 15th December - Matt Kusner (Warwick / ATI) - Talk Title / Abstract TBC

2017/18 Term 2:

  • Week 1 - 12th January - Daniel Sanz-Alonso (Brown) - Talk Title / Abstract TBC
  • Week 2 - 19th January - Available
  • Week 3 - 26th January - Available
  • Week 4 - 2nd February - Available
  • Week 5 - 9th February - Available
  • Week 6 - 16th February - Available
  • Week 7 - 23rd February - Available
  • Week 8 - 2nd March - Available
  • Week 9 - 9th March - Available
  • Week 10 - 16th March - Available

2017/18 Term 3:

  • Week 1 - 27th April - Available
  • Week 2 - 4th May - Available
  • Week 3 - 11th May - Available
  • Week 4 - 18th May - Available
  • Week 5 - 25th May - Available
  • Week 6 - 1st June - Available
  • Week 7 - 8th June - Available
  • Week 8 - 15th June - Available
  • Week 9 - 22nd June - Available
  • Week 10 - 29th June - Available

Previous Years:

2016/2017

2015/2016

2014/2015

2013/2014

2012/2013

2011/2012 

2010/2011

Some key phrases:

- Sampling and inference for diffusions
- Exact algorithms
- Intractable likelihood
- Pseudo-marginal algorithms
- Particle filters
- Importance sampling
- MCMC
- Adaptive MCMC
- Perfect simulation
- Markov chains...
- Random structures...
- Randomised algorithms...