Algorithms & Computationally Intensive Inference seminars

2020/2021: The seminars will happen on Microsoft Teams on Fridays 1pm UK time (or occasionally at different times).

If you are not affiliated with Warwick and wish to attend our seminars please register here.

If you would like to speak, or you want to be included in any emails, please contact one of the organisers.

Current Organisers: Massimiliano Tamborrino, Jure Vogrinc

Website URL: www.warwick.ac.uk/compstat

Mailing List Sign-Up: http://mailman1.csv.warwick.ac.uk/mailman/listinfo/algorithmseminar

Mailing List: algorithmseminar@listserv.csv.warwick.ac.uk (NB - only approved members can post)

Microsoft Teams Link (username/password same as for eduroam) available here

Next talk, Friday 22/1 at 4pm UK time:

Jeffrey Rosenthal: MCMC Confidence Intervals and Biases Without CLTs

This week will exceptionally happen on zoom. Pass: 450131

Abstract: Most estimates of MCMC errors rely on versions of the Markov chain Central Limit Theorem (CLT), which might not always hold and can be difficult to verify. I will discuss an alternative approach using just Chebychev’s inequality together with basic variance estimates, which provides slightly larger confidence intervals (2.3 times as wide) without requiring any CLT. This approach in turn raises questions about bounds on MCMC bias and its relation to Markov chain convergence rates.

2020/21 Term 2:

Date	Speaker	Title	Abstract	Slides	Video
Week 1: 15/1 (4pm UK time)	Jeremias Knoblauch	Postponed to 12/2 at 4pm	Abstract
Week 2: 22/1 (4pm UK time)	Jeffrey Rosenthal	MCMC Confidence Intervals and Biases Without CLTs	Abstract
Week 3: 29/1	Paul Dobson
Week 4: 5/2	Daniel Jerison
Week 5: 12/2	Jaromir Sant
Week 5: 12/2 (4pm UK time)	Jeremias Knoblauch	Optimization-centric Generalizations of Bayesian Inference	Abstract
Week 6: 19/2	Xenia Miscouridou
Week 7: 26/2	Nianqiao (Phyllis) Ju
Week 8: 5/3	Adeline Samson
Week 9: 12/3 (4 pm UK time)	Ari Stern
Week 10: 19/3	TBA

2020/21 Term 3:

Date	Speaker	Title	Abstract	Slides	Video
Week 1: 30/4	TBA
Week 2: 7/5	TBA
Week 3: 14/5	TBA
Week 4: 21/5	TBA
Week 5: 28/5	TBA
Week 6: 4/6	TBA
Week 7: 11/6	TBA
Week 8: 18/6	TBA
Week 9: 25/6	TBA
Week 10: 2/7	TBA

2020/21 Term 1 (and September)

This is the list of confirmed speakers, which will be continuously updated.

Date	Speaker	Title	Abstract	Slides	Video
Week -2: 18/09 (12 UK time)	Clara Grazian	Approximate Bayesian analysis of (un)conditional copulas	Abstract	Slides	Video
Week -1: 25/09	Joe Meagher	Bayesian Ancestral Reconstruction for Bat Echolocation	Abstract	Slides	Video
Week0: 02/10	Michael Choi	On the convergence of an improved and adaptive kinetic simulated annealing	Abstract	Slides	Video
Week 1: 09/10		cancelled (OxWaSP workshop)
Week 2: 16/10 (2pm UK time)	Liangliang Wang	Sequential Monte Carlo for estimating parameters of differential equations	Abstract	Slides	Video
Week 3: 23/10	Sebastian Vollmer	Part 1: Risk prediction and Risk prediction Part 2: Machine Learning in Julia and benchmarking results on predictive fairness.	Abstract		Video
Week 4: 30/10 (4pm UK time)	Philippe Gagnon	Lifted samplers for partially ordered discrete state-spaces	Abstract		Video
Week 5: 6/11	Richard Everitt	Rare event ABC-SMC^2	Abstract	Slides	Video
Week 6: 13/11	Letizia Angeli	Interacting Particle Systems Approximations of Feynman-Kac Formulae in continuous time	Abstract	Slides	Video
Week 7: 20/11	Yan Qu	Exact Simulation of Self-Excited Point Process with Levy Driven OU	Abstract
Week 8: 27/11 (4pm UK time)	Caroline Colijn	COVID-19 data sources and their challenges for modelling and estimation	Abstract
Week 9: 4/12	Suzie Brown	Asymptotic genealogies of sequential Monte Carlo algorithms	Abstract
Week 10: 11/12		cancelled

Previous Years:

2019/2020

2018/2019

2010/2011

Some key phrases:

- Sampling and inference for diffusions
- Exact algorithms
- Intractable likelihood
- Pseudo-marginal algorithms
- Particle filters
- Importance sampling
- MCMC
- Adaptive MCMC
- Perfect simulation
- Markov chains
- Random structures
- Randomised algorithms

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