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 | |
| 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 |
|
| 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 |