Fridays 2pm in A1.01; 
contact: Krzysztof Latuszynski, Daniel Peavoy, Alexandre Thiéry

plan of the seminar

2011/2012 Term 3:

• 15/06: Murray Pollock: TBA
• 08/06:
• 01/06:
• 25/05:
• 18/05:
• 11/05: no meeting
• 04/05: Krys Latuszynski: Robustness of Manifold MALA and related algorithms
• 27/04: Blazej Miasojedow: Adaptive Parallel Tempering
• 20/04: Anthony Lee: MCMC: active particles and exact approximations
• 13/04: Alex Thiéry: talk based on
  Beskos, Alexandros, Pinski, F. J., Sanz-Serna, J. M. and Stuart, A. M. (2011)
  Hybrid Monte Carlo on Hilbert spaces.
  Stochastic Processes and their Applications, Vol.121 (No.10). pp. 2201-2230.

2011/2012 Term 2:

• 06/04: no meeting
• 30/03: Sebastian Vollmer: talk based on
  Hairer, Mattingly and Scheutzow

  Probab. Theory Relat. Fields (2011) 149:223–259 DOI 10.1007/s00440-009-0250-6
  Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations

• 23/03: no meeting
• 16/03: no meeting
• 09/03: no meeting
• 02/03: Flávio Gonçalves: Exact likelihood-based inference for jump-diffusion processes.
• 24/02: Daniel Peavoy: Modelling Atmospheric Dynamics: Inference for SDEs with Parameter Constraints.
• 17/02: no meeting
• 10/02: no meeting
• 03/02: no meeting
• 27/01: Kody Law: Filtering the Navier-Stokes equation
• 20/01: Achim Wuebker: Isoperimetric constants and geometric ergodicity of Markov chains
• 13/01: Ben Graham: The Ising model with a weak magnetic field

2011/2012 Term 1:

• 09/12: Martin Kolb: On a non-sectorial diffusion modelling the melt-spinning process of nonwoven materials
• 02/12: Krys: The Markov chains CLT and asymptotic variance via regeneration
• 25/11: Alex Thiéry: Scaling analysis of Markov chains
• 18/11: Sebastian Vollmer: Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions (joint work with Martin Hairer and Andrew Stuart).
• 11/11: no meeting
• 04/11: Scott Schmidler: Adaptive Markov chain Monte Carlo Algorithms
• 28/10: Paul Fearnhead: Simulation of conditioned one dimensional diffusions
• 14/10: Gareth Roberts: Continuous-time sequential importanc sampling for irreducible diffusions.
• 07/10: Galin Jones: talk based on
  Diaconis, Persi; Khare, Kshitij; Saloff-Coste, Laurent: Gibbs sampling, exponential families and orthogonal polynomials. With comments and rejoinder by the authors. Stat. Sci. 23 (2008), no. 2, 151-178.

2010/2011

some key phrases:

- sampling and inference for diffusions
- exact algorithms
- particle filters
- importance sampling
- MCMC
- adaptive MCMC
- perfect simulation
- Markov chains...
- other random structures...
- and randomized algorithms...

Time:

Fridays 2pm

Place:

Statistics A1.01