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 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 |
Abstract | ||
| 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 |
| 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 |
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:
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