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2012/2013 Term 3:

17/05: no seminar: I-Like workshop
10/05: Anthony Lee
paper by Neal, R. M. (2000).
Markov chain sampling methods for Dirichlet process mixture models.
Journal of computational and graphical statistics, 9(2), 249-265.
03/05: Chris Sherlock (Lancaster)
On the efficiency of pseudo-marginal random walk Metropolis algorithms
07/06: Felipe Medina Aguayo
paper by Andrieu C., Roberts G.O.,
The pseudo-marginal approach for efficient Monte Carlo computations
The Annals of Statistics, 2009
28/06: Paul Jenkins
paper by Ming Lin, Rong Chen, and Jun S. Liu
Lookahead Strategies for Sequential Monte Carlo
Statist. Sci. Volume 28, Number 1 (2013), 69-94.
19/07: Ashley Ford
Kernel Metropolis Hastings
abstract: I will describe this new algorithm, which is designed to overcomes the sticking of the GIMH without the bias of MCWM. It appears to converge on all examples tried, but I have no proof of convergence and will be seeking ideas of approaches to investigate.

2012/2013 Term 2:

15/02: Adam Johansen
22/02: Sergios Agapiou
discuss the paper
01/03: Flávio Bambirra Gonçalves
Exact Bayesian inference for jump diffusions
08/03: Jere Koskela
Importance sampling and lambda-coalescents

2012/2013 Term 1:

12/10: Sylvain Le Corff
Nonparametric estimation in Hidden Markov Models
19/10: Sebastian Vollmer
paper by Ghosal, Ghosh, van der Vaart: Convergence Rates of Posterior Distributions Ann Stat 2000
26/10: Thomas House
Fitting non-linear stochastic models: Numerical probability, likelihood free, or multiple imputation?
02/11: Sebastian Vollmer
1) "Reproducing kernel Hilbert spaces of Gaussian priors" - by A. van der Vaart and H. van Zanten
2) "Bayesian inverse problems with non-conjugate priors" - by K. Ray
09/11: Gareth Roberts
Optimal Scaling
16/11: no seminar
23/11: Gareth Roberts
Optimal Scaling (continued)
30/11: no seminar
07/12: Simon Spencer
MCMC updates for epidemiology