2020/2021: The seminars happened 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.

2020-2021 Organisers: Alice Corbella, 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

Date	Speaker	Title	Abstract	Slides	Video
Week 1: 30/4	Jure Vogrinc	Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities	Abstract	Slides	Video
Week 2: 7/5	Gilles Louppe	The frontiers of simulation-based inference	Abstract		Video
Week 3: 14/5	Andrea Bertazzi	Euler approximations for Piecewise deterministic Markov processes	Abstract		Video
Week 4: 21/5	Juan Kuntz Nussio	Product-form estimators: exploiting independence to scale up Monte Carlo	Abstract
Week 5: 28/5	Dootika Vats	The new BFFs in MCMC: Barker and Bernoulli	Abstract		Video
Week 6: 4/6	Anthony Lee	A general perspective on the Metropolis-Hastings kernel: incorporating stopping times in proposals.	Abstract	Slides	Video
Week 7: 11/6	Timothée Stumpf-Fétizon	Exact Bayesian Inference for Markov Switching Diffusions	Abstract	Slides	Video
Week 8: 18/6	Helen Ogden	Information criteria for model choice in finite mixture models	Abstract
Week 9: 25/6	Sophie Langer	Deep Learning meets statistics: Improving neural networks with statistical theory	Abstract	Slides	Video
Week 10: 2/7	CANCELLED	DUE TO ISBA MEETING

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	Slides	Video
Week 4: 5/2 (4:30 UK time)	Daniel Jerison	MCMC convergence bounds for reversible chains	Abstract	Slides	Video
Week 5: 12/2	Jaromir Sant	Inference of natural selection from allele frequency time series data using exact simulation techniques	Abstract	Slides	Video
Week 6: 19/2	Xenia Miscouridou	Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data	Abstract		Video
Week 7: 26/2	Nianqiao (Phyllis) Ju	Sequential Monte Carlo algorithms for agent-based models of disease transmission	Abstract	Slides	Video
Week 8: 5/3	Adeline Samson	Computational statistics for neuronal mathematical models	Abstract	Slides	Video
Week 9: 12/3 (4 pm UK time)	Ari Stern	Structure-preserving numerical integrators: classic methods, new perspectives	Abstract		Video
Week 10: 19/3	Jeremias Knoblauch	Optimization-centric Generalizations of Bayesian Inference	Abstract	Slides	Video

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		Video
Week 8: 27/11 (4pm UK time)	Caroline Colijn	COVID-19 data sources and their challenges for modelling and estimation	Abstract		Video
Week 9: 4/12	Suzie Brown	Asymptotic genealogies of sequential Monte Carlo algorithms	Abstract		Video
Week 10: 11/12		cancelled

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