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Weekly Forum

Term 1 2019/2020

2nd October 2019, Week 1 Term 1
Responsible Research and Innovation Day (MSc students only)

9th October 2019, Week 2 Term 1
No seminar - Mathematics Staff meeting

16th October 2019, Week 3 Term 1
Dr Richard Everitt (University of Warwick) hosted by Stefan Grosskinsky
Title: ABC for expensive simulators
Abstract: Approximate Bayesian computation (ABC) is now an established technique for statistical inference in the form of a simulator, and approximates the likelihood at a parameter θ by simulating auxiliary data sets x and evaluating the distance of x from the true data y. Synthetic likelihood (SL) is a related approach that uses simulated auxiliary data sets to contract a Gaussian approximation to the likelihood. However, these approaches are not computationally feasible in cases where using the simulator for each θ is very expensive. This talk introduces the main concepts in ABC and SL, and describes strategies for inference when the simulator is expensive. Applications to stochastic differential equation models and individual based models will be presented.
References: delayed acceptance ABC-SMC (https://arxiv.org/abs/1708.02230); bootstrapped synthetic likelihood (https://arxiv.org/abs/1711.05825); rare event ABC (https://arxiv.org/abs/1611.02492).

23rd October 2019, Week 4 Term 1
TBC

30th October 2019, Week 5 Term 1
Javier Gonzales (Amazon) hosted by Juergen Branke

Title and abstract to follow.

6th November 2019, Week 6 Term 1
Dr Henrik Singmann (University of Warwick) hosted by Stefan Grosskinsky

Results from a Bayesian and Frequentist Multiverse Meta-Analysis of Multinomial-Processing Tree Models

13th November 2019, Week 7 Term 1
Dr Chandrasekhar Venkataraman (University of Sussex) hosted by Bjorn Stinner

20th November 2019, Week 8 Term 1
Dr Jean-Baptiste Mouret (University de Lorraine) hosted by Juergen Branke

27th November 2019, Week 9 Term 1
TBC

4th December 2019, Week 10 Term 1 (Open day)
Professor Giovanni Montana (University of Warwick) hosted by Magnus Richardson

Term 2 2019/2020

08 January 2020, Week 1 Term 2
TBC

15 January 2020, Week 2 Term 2
No seminar - Mathematics Staff meeting

22 January 2020, Week 3 Term 2
TBC

29 January 2020, Week 4 Term 2
Speaker TBC. CDT Open Day - catered lunch

05 February 2020, Week 5 Term 2
TBC

12 February 2020, Week 6 Term 2
TBC

19 February 2020, Week 7 Term 2
TBC

26 February 2020, Week 8 Term 2
No seminar - MSc project fair

04 March 2020, Week 9 Term 2
TBC

11 March 2020, Week 10 Term 2
Speaker TBC. CDT Open Day - catered lunch