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Applied Mathematics/Statistics Interface

Gareth Roberts (
Andrew Stuart (
David White (
Tristan Marshall(


The aim of this workshop is to bring together a variety of young researchers with interests lying in the interface between the fields of applied mathematics and statistics.

Possible topics to be covered by this conference include:

  • Data assimilation
  • Stochastic simulations
  • Bayesian non-parametrics and inference
  • Stochastic numerical analysis
  • SDE's and applications

It is specifically intended that the talks will be pitched at the PhD student level and therefore the meeting will be an ideal environment for PhD students to learn more about their field.

9th June 2008

Please contact David White if you are interested in attending this event.

Kenote Speaker:
Des Higham on Stochastic Simulation in Cell Biology.

Poster Presentation:
In addition to the talks shown below there will also be opportunities for posters to be presented.

Provisional Timetable:
Talks will take place in B3.03
Lunches and poster presentation will take place in B1.01

10:30-11:00 Registration and Coffee
11:00-12:00 Des Higham (Strathclyde)
Stochastic Simulation in Cell Biology.
12:00-12:30 Flavio Goncalves (Warwick)
Exact Simulation of Jump Diffusions.
12:30-13:00 Warwick Dumas (Leicester)
Computing Conditional Wiener Integrals of Functionals of a General Form
13:00-14:00 Lunch and Poster Session
14:00-14:30 Lukas Szpruch (Strathclyde)
Approximation of the Master Chemical Equation by the Chemical Langevin Equation.
14:30-15:00 Ciprian-Ionut Duduiala (Nottingham)
Simulating DNA breathing events using SDE.
15:00-15:30 Ben Taylor (Lancaster)
Adaptive Sequential Monte Carlo Methods For Static Inference in Bayesian Mixture Analysis
15:30-16:15 Coffee break.
16:15-16:45 Laura Stewart (Reading)
Information content of spatially correlated observation errors in data assimilation.

Tristan Marshall (Warwick)
Adaptive Langevin Proposals for Markov Chain Monte Carlo Algorithms

17.15 onwards
Wine and snacks