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Workshop programme

 

Monday, 16 March 2009

 

11:00 - 11:30

Geir Storvik

On the flexibility of acceptance probabilities in auxiliary variable Metropolis-Hastings algorithms
11:30 - 12:00

Giovanni Sebastiani

Markov chain analysis of Ant Colony Optimization
12:00 - 12:30

Christopher Sherlock

The random walk Metropolis: linking theory and practice through a case study
12:30 - 13:00

Roberto Casarin

Sequential Monte Carlo for complex sampling problems, Movie:Example.avi
14:00 - 14:30

Christophe Andrieu

Particle MCMC, Figures of the talk
14:30 - 15:00
Eric Moulines
On interacting particle approximations of the smoothing distribution in general state spaces models
15:00 - 15:30

Robert McKay

Why Markov Monte Carlo Methods give such good answers for high-dimensional integrals.
16:00 - 16:30

Faming Liang

Trajectory Averaging for Stochastic Approximation MCMC Algorithms
16:30 - 17:00

Judith Rousseau

Use of Importance Sampling for Repeated MCMC
17:00 - 17:30

Adam Johansen

Monte Carlo Filtering of Piecewise Deterministic Processes

Tuesday, 17 March 2009


09:00 - 10:30
Christian Robert
Computational approaches to Bayesian model choice

11:00 - 11:30

Kasper Berthelsen
Perfect posterior inference for mixture models

11:30 - 12:00

Mark Huber
Perfect simulation of repulsive point processes
12:00 - 12:30
Radu Herbei
Hybrid samplers for ill-posed inverse problems
12:30 - 13:00
Yves Atchade
Central limit theorems for some adaptive MCMC schemes
14:00 - 14:30
Siddharta Chib
Tailored Multiple-block MCMC Methods for the Analysis of DSGE Models
14:30 - 15:00
Antonietta Mira
Zero Variance MCMC
15:00 - 15:30
Leonardo Bottolo
Hierarchical Evolutionary Stochastic Search with Adaptation
16:00 - 16:30 Osnat Stramer
Bayesian Inference of Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions
16:30 - 17:00
Ruth King
Tempered Bayesian Algorithms
17:00 - 17:30
Omiros Papaspiliopoulos
Posterior Simulation for nonparametric hidden Markov models

Wednesday, 18 March 2009

 

09:00-10:30 Harvard Rue Some alternatives to MCMC
11:00 - 11:30 Hakon Tjelmeland On approximate calculations for binary Markov random fields
11:30 - 12:00 Nicolas Chopin Beyond MCMC: two case studies and a few thoughts
12:00 - 12:30 Chris L. Farmer Optimal control and data assimilation: principles and approximations
12:30 - 13:00 Yalchin Efendiev Uncertainty quantification with multi-scale models in porous media flow applications

 

Thursday, 19 March 2009


09:00 - 09:30
Jo Eidsvik
Bayesian inferencein Spatial Models with Skew Normal Latent Variable
09:30 - 10:00
Simon Wilson
Factor Analysis on multi-channel image data with Gaussian mixture priors
10:00 - 10:30
Nial Friel
Classification using distance nearest neighbours
11:00 - 12:30 Dan Crisan

Monte-Carlo approximations of Feynman-Kac representations

12:30 - 13:00 Sujit K. Sahu
Fusing point and areal level space-time data with application to wet deposition
14:00 - 14:30
Galin Jones
Output analysis for Markov chain Monte Carlo
14:30 - 15:00 Ajay Jasra
On non-linear MCMC
15:00 - 15:30
Witold Bednorz
Exponential type inequalities for Markov chains
16:00 - 16:30 Wojciech Niemiro
Non-asymptotic bounds of the estimation error for regenerative Markov chains
16:30 - 17:00
Krzysztof Latuszynski
Characterisation of CLTs for ergodic Markov Chains via Regeneration
17:00 - 17:30
Alex Beskos
Diffusion limits for MCMC paths


Friday, 20 March 2009

09:00 - 09:30
Jesper Moller
Likelihood inference and computational problems for a random set model
09:30 - 10:00
Theodore Kypraios

Bayesian Inference and Model choice for Non-linear Stochastic Processes: Applications to stochastic epidemic modelling

10:00 - 10:30
Simon Godsill
Dynamic Estimation of Group Objects using sequential MCMC
11:00 - 11:30
Xiao-Li Meng
To Center or Not to Center: That is Not the Question: An Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Efficiency
11:30 - 12:00
Yaming Yu To Center or Not to Center: That is Not the Question: An Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Efficiency
12:00 - 12:30
Giorgos Sermaidis
Exact inference for discretely observed diffusions
12:30 - 13:00
Flavio Goncalves
Monte Carlo inference for Jump-Diffusion Processes
14:00 - 14:30
David White Optimal Scaling of MCMC for Conditioned Diffusions
14:30 - 15:00
Yvo Pokern
Nonparametric Bayesian Drift Estimation for SDEs
15:00 - 15:30
Simon Cotter
Data Assimilation for a Viscous Incompressible Fluid