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2011-2012

2011/2012 Term 3:

  • 03/08: Sebastian Vollmer continues
  • 27/07: Sebastian Vollmer: talk based on
    Improved diffusion Monte Carlo and the Brownian fan
    by Martin Hairer and Jonathan Weare
  • 15/06: Murray Pollock: Exact Algorithm 4
  • 11/05 - 08/06: no meeting
  • 04/05: Krys Latuszynski: Robustness of Manifold MALA and related algorithms
  • 27/04: Blazej Miasojedow: Adaptive Parallel Tempering
  • 20/04: Anthony Lee: MCMC: active particles and exact approximations
  • 13/04: Alex Thiéry: talk based on
    Beskos, Alexandros, Pinski, F. J., Sanz-Serna, J. M. and Stuart, A. M. (2011)
    Hybrid Monte Carlo on Hilbert spaces.
    Stochastic Processes and their Applications, Vol.121 (No.10). pp. 2201-2230.

2011/2012 Term 2:

  • 06/04: no meeting
  • 30/03: Sebastian Vollmer: talk based on
    Hairer, Mattingly and Scheutzow

    Probab. Theory Relat. Fields (2011) 149:223–259 DOI 10.1007/s00440-009-0250-6
    Asymptotic coupling and a general form of Harris’ theorem with applications to stochastic delay equations

  • 23/03: no meeting
  • 16/03: no meeting
  • 09/03: no meeting
  • 02/03: Flávio Gonçalves: Exact likelihood-based inference for jump-diffusion processes.
  • 24/02: Daniel Peavoy: Modelling Atmospheric Dynamics: Inference for SDEs with Parameter Constraints.
  • 17/02: no meeting
  • 10/02: no meeting
  • 03/02: no meeting
  • 27/01: Kody Law: Filtering the Navier-Stokes equation
  • 20/01: Achim Wuebker: Isoperimetric constants and geometric ergodicity of Markov chains
  • 13/01: Ben Graham: The Ising model with a weak magnetic field

2011/2012 Term 1:

  • 09/12: Martin Kolb: On a non-sectorial diffusion modelling the melt-spinning process of nonwoven materials
  • 02/12: Krys: The Markov chains CLT and asymptotic variance via regeneration
  • 25/11: Alex Thiéry: Scaling analysis of Markov chains
  • 18/11: Sebastian Vollmer: Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions (joint work with Martin Hairer and Andrew Stuart).
  • 11/11: no meeting
  • 04/11: Scott Schmidler: Adaptive Markov chain Monte Carlo Algorithms
  • 28/10: Paul Fearnhead: Simulation of conditioned one dimensional diffusions
  • 14/10: Gareth Roberts: Continuous-time sequential importanc sampling for irreducible diffusions.
  • 07/10: Galin Jones: talk based on
    Diaconis, Persi; Khare, Kshitij; Saloff-Coste, Laurent: Gibbs sampling, exponential families and orthogonal polynomials. With comments and rejoinder by the authors. Stat. Sci. 23 (2008), no. 2, 151-178.