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Mathematics Institute

GROUP LUNCH

2015/2016 Term 2 (B1.01, 1:00pm)

Jan. 4th: Cancelled.

Jan. 18th: Matt Moores (UoW), Bayesian modelling of Raman spectroscopy
Relevant material: Abstract

Jan. 25th: *Lunch takes place in B3.01*.

Feb. 1st: Ben Graham (UoW), Iterated-integral signature and machine learning
Relevant material: Abstract

Feb. 8th: *In B3.01* Matt Dunlop (UoW), Non-parametric estimation of diffusions and Bayesian posterior contraction rates
Relevant material: Abstract, Paper1, Paper2

Feb. 15th: Jon Cockayne (UoW), Probabilistic Meshless Methods for Bayesian Inverse Problems
Relevant material: Abstract

Feb 22nd/23rd/24th: EQUIP/AIB meeting on Data Assimilation and Inverse Problems. No EQUIP lunch Feb 22nd

Feb. 29th: Neil Chada (UoW), Reduced Order Models for Uncertainty Quantification
Relevant material: Paper

Mar. 7th: Francois-Xavier Briol (UoW), Probabilistic Numerics Approaches to Integration
Relevant material: Abstract

Mar. 14th: Yulong Lu (UoW), Gaussian approximations for transitions paths
Relevant material: Abstract


2015/2016 Term 1 (D1.07, 1:00pm)

Oct. 5th: Aretha Teckentrup (UoW), Dimension-independent convergence rates for Gaussian Process regression
Relevant material: Paper1, Paper2

Oct. 12th: Daniel Roy (Department of Statistical Sciences, University of Toronto), Computational Barriers to Representing Conditional Independence
Relevant material: Abstract

Oct. 19th: Jere Koskela (UoW), Importance Sampling Rare Trajectories in Reverse Time
Relevant material: Abstract

Oct. 26th: Daniel Sanz-Alonso (UoW), Computing Integrals in High Dimensional Spaces
Relevant material: Paper1, Paper2, Paper3

Nov. 2nd: Joris Bierkens (UoW), MCMC by means piecewise of deterministic sample paths
Relevant material: Paper

Nov. 9th: Felipe Medina Aguayo (UoW), Stability of Noisy Metropolis-Hastings
Relevant material: Paper

Nov. 16th: Cyril Chimisov (UoW), Adaptive Gibbs sampler
Relevant material: Paper1, Paper2, Paper3

Nov. 23rd: Matteo Icardi (UoW), Quadrature based moment methods for PDF equations and UQ
Relevant material: Slides, Paper1, Paper2, Paper3, Paper4, Paper5, Paper6, Paper7, Book

Nov. 30th: Shiwei Lan (UoW), Dimension-Independent MCMC algorithms for PDE-contrained BIPs
Relevant material: Abstract

Dec. 7th: Håkon Hoel (Department of Mathematics, University of Oslo), Computable error estimates for finite element approximations of elliptic PDEs with rough stochastic data
Relevant material: Abstract


2014/2015 Term 3 (B3.03, 1:00pm)


Apr 27th: Onno van Gaans (Mathematical Institute, Leiden University), 'Stability of dynamical systems perturbed by stochastic state dependent jumps'

June 22nd: Francois-Xavier Briol (OxWaSP, U of Warwick), 'Probabilistic Integration with Theoretical Guarantees'.
Abstract and Relevant material: http://arxiv.org/abs/1506.02681



2014/2015 Term 2 (B1.01, 1:00pm)

Jan 9th: LMS inverse day on 'Learning in Inverse Problems', UCL
refer to: http://www.damtp.cam.ac.uk/user/cbs31/LMS_Inverse_Day_UCL_Jan_2015/Home.html
 
Jan 12th: Yulong Lu, Surface evolution equation by level set method.
 
Jan 19th: Andrew Papanicolaou, Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions.
Relevant material: abstract.

 
Jan 26th: Hendrik Weber, Non-linear stochastic PDE from statistical physics.
 
Feb 2nd: MiRaW day 'Uncertainty in complex computer models'.
Day programme here.
 
Feb 9th: Martin Redmann, Balancing Related Model Order Reduction Applied to SPDEs.
 
Feb 16th: Murray Pollock, The SCALE algorithm.
 
Feb 23rd: Matt Dunlop, MAP estimators for Bayesian inverse problems.
 
Mar 2nd: Andrew Stuart, Overview of EIT: Forward and Inverse Problems.
 
Mar 9th: Helen Ogden, Approximating the normalizing constant for graphical models.
 
 
 
 

2014/2015 Term 1 (B1.01, 1:00pm)

Oct 6th: Andrew Webb and Veronica (Ronni) Bowman (DSTL), Bayesian Inference for Source Term Estimation.
Relevant material: Abstract.

Oct 13th: Sergios Agapiou (UoW), Preconditioning the prior to delay saturation in Bayesian inverse problems.
 
Oct 20th: Aretha Teckentrup (UoW), Introduction to Gaussian Process regression.

Oct 27th: Shiwei Lan (UoW), Efficient HMC/RHMC algorithms using GP emulation and applications to BIP.
 
Nov 3rd: Claudia Schillings (UoW), Scaling Limits in Computational Bayesian Inversion.

Nov 10th: Daniel Simpson (UoW), Prior choice for Gaussian random field models.
 
Nov 17th: MiRaW day 'Reduced Order Models and Applications in Uncertainty Quantification'
organized by Aretha Teckentrup and Claudia Schillings.
Day programme here.
 
Nov 24th: Joris Bierkens (UoW), Gaussian importance sampling and pre-conditioning in infinite dimensions.
 
Dec 1st: Patrick R Conrad (UoW), Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations.




2013/2014 Term 3 (D1.07, 1:00pm)

May 12th: Reading-Warwick Data Assimilation Meeting.
More information can be found here.

May 19th: Tessy Papavasiliou (UoW), Statistics and Rough Paths.
Relevant material: Coarse-grained modeling of multiscale diffusions: the p-variation estimates. Stochastic Analysis 2010, Springer.

Jun 9th: Tim Sullivan (UoW), Polynomial Chaos Methods for Uncertainty Quantification (I).
Relevant material: notes1, notes2.

Jun 16th: Tim Sullivan (UoW), Polynomial Chaos Methods for Uncertainty Quantification (II).

Jun 23rd: Axel Finke (UoW), Optimisation via Pseudo-Marginal Monte Carlo Methods.
Relevant material: 1. A Doucet, SJ Godsill, CP Robert (2002). Marginal maximum a posteriori estimation using Markov chain Monte Carlo, Statistics and Computing, 12(1), 77--84. 2. AM Johansen, A Doucet, M Davy (2008). Particle methods for maximum likelihood estimation in latent variable models, Statistics and Computing, 18(1), 47--57.


2013/2014 Term 2 (B1.01, 1:00pm)

Jan 6th: Matt Thorpe (UoW), Consistency of the k-Means Method Using Gamma-Convergence.

Jan 13th: Anthony Lee and Daniel Sanz-Alonso (UoW), ABC methods and further discussion.
Relevant material: http://arxiv.org/pdf/1102.4432v4.pdf.

Jan 20th: Kasia Wolny (UoW), Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions.
Relevant material: http://arxiv.org/abs/1112.1392.

Jan 27th: Michael Betancourt (UoW), The Geometry of Hamiltonian Monte Carlo.
Relevant material: http://arxiv.org/abs/1112.4118.

Feb 3rd: Simon Byrne (University College London), Geodesic Monte Carlo on Embedded Manifolds.
Relevant material: http://arxiv.org/abs/1301.6064 (with discussion in http://arxiv.org/abs/1311.1129).

Feb 10th: Wenlian Lu (UoW / Fudan University, China), From Neuronal Network Model to Neuroimaging: an integration analysis in computational neuroscience.
Relevant material: ref1 (purchase required), ref2 (purchase required), ref3 (access via Warwick library) and ref4 (free access).

Feb 17th: Daniel Sanz-Alonso (UoW), On filtering partially observed, deterministic dynamics.
Relevant material: ref1, ref2, ref3.

Feb 24th: MIR@W Day, Distances between probability distributions.
More information on the MIR@W website.

Mar 3rd: Chenlei Leng (UoW), Dimension reduction using the reproducing kernel Hilbert space.
Relevant material: ref.

Mar 10th: Mark Girolami (UoW), A Probabilistic Solver for Differential Equations?


2013/2014 Term 1 (B1.01, 1:00pm)

Oct 7th: Felipe Medina Aguayo (UoW), The pseudo-marginal approach for efficient Monte Carlo computations.

Oct 14th: Henry Abarbanel (UC San Diego), Recent research in Data Assimilation.

Oct 21st: Andrew Stuart (UoW), Introduction to filtering algorithms: 3DVAR, ExKF and EnKF.

Oct 28th: Gareth Roberts (UoW), Gradient-based MCMC Algorithms.

Nov 4th: Murray Pollock and Sergios Agapiou (UoW), Bayesian calibration of computer models.

Nov 11th: Abhishek Shukla (UoW), Robbins-Monro algorithm for the optimization of functionals
defined via expectations.

Nov 18th: Hendrik Weber (UoW), Kullback-Leibler Approximation for Probability Measures on Infinite Dimensional Spaces.
Relevant material: http://arxiv.org/abs/1310.7845.

Dec 2nd: Murray Pollock (UoW), Monte Carlo methods for exactly simulating diffusion and jump diffusion sample paths.
Relevant material: http://arxiv.org/abs/1302.6964.