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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:

Mailing List Sign-Up:

Mailing List: (NB - only approved members can post)

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

Next talk, Friday 26/2 at 1pm UK time:

Nianqiao (Phyllis) Ju: Sequential Monte Carlo algorithms for agent-based models of disease transmission

Abstract: Agent-based models of disease transmission involve stochastic rules that specify how a number of individuals would infect one another, recover or be removed from the population. Common yet stringent assumptions stipulate interchangeability of agents and that all pairwise contact are equally likely. Under these assumptions, the population can be summarized by counting the number of susceptible and infected individuals, which greatly facilitates statistical inference. We consider the task of inference without such simplifying assumptions, in which case, the population cannot be summarized by low-dimensional counts. We design improved particle filters, where each particle corresponds to a specific configuration of the population of agents, that take either the next or all future observations into account when proposing population configurations. Using simulated data sets, we illustrate that orders of magnitude improvements are possible over bootstrap particle filters. We also provide theoretical support for the approximations employed to make the algorithms practical. This is joint work with Jeremy Heng and Pierre Jacob.

2020/21 Term 2:

Date Speaker Title Abstract Slides Video
Week 1: 15/1 (4pm UK time) Jeremias Knoblauch Postponed Abstract    
Week 2: 22/1 (4pm UK time) Jeffrey Rosenthal MCMC Confidence Intervals and Biases Without CLTs Abstract Slides Video
Week 3: 29/1 Paul Dobson Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods Abstract   Video
Week 4: 5/2 (4:30 UK time) Daniel Jerison MCMC convergence bounds for reversible chains Abstract    
Week 5: 12/2 Jaromir Sant Inference of natural selection from allele frequency time series data using exact simulation techniques Abstract    
Week 6: 19/2 Xenia Miscouridou

Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data

Week 7: 26/2 Nianqiao (Phyllis) Ju Sequential Monte Carlo algorithms for agent-based models of disease transmission Abstract    
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
Week 9: 4/12 Suzie Brown Asymptotic genealogies of sequential Monte Carlo algorithms Abstract    
Week 10: 11/12   cancelled      

Previous Years:











Some key phrases:

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