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 CorbellaLink opens in a new window, 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 hereLink opens in a new window

Date	Speaker	Title	Abstract	Slides	Video
Week 1: 30/4	Jure VogrincLink opens in a new window	Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densitiesLink opens in a new window	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 2: 7/5	Gilles LouppeLink opens in a new window	The frontiers of simulation-based inferenceLink opens in a new window	AbstractLink opens in a new window		VideoLink opens in a new window
Week 3: 14/5	Andrea Bertazzi	Euler approximations for Piecewise deterministic Markov processes	AbstractLink opens in a new window		VideoLink opens in a new window
Week 4: 21/5	Juan Kuntz NussioLink opens in a new window	Product-form estimators: exploiting independence to scale up Monte Carlo	AbstractLink opens in a new window		VideoLink opens in a new window
Week 5: 28/5	Dootika VatsLink opens in a new window	The new BFFs in MCMC: Barker and Bernoulli	AbstractLink opens in a new window		VideoLink opens in a new window
Week 6: 4/6	Anthony LeeLink opens in a new window	A general perspective on the Metropolis-Hastings kernel: incorporating stopping times in proposals.Link opens in a new window	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 7: 11/6	Timothée Stumpf-FétizonLink opens in a new window	Exact Bayesian Inference for Markov Switching Diffusions	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 8: 18/6	Helen OgdenLink opens in a new window	Information criteria for model choice in finite mixture models	AbstractLink opens in a new window
Week 9: 25/6	Sophie LangerLink opens in a new window	Deep Learning meets statistics: Improving neural networks with statistical theory	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
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 KnoblauchLink opens in a new window	Postponed	AbstractLink opens in a new window
Week 2: 22/1 (4pm UK time)	Jeffrey RosenthalLink opens in a new window	MCMC Confidence Intervals and Biases Without CLTs	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 3: 29/1	Paul Dobson	Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 4: 5/2 (4:30 UK time)	Daniel Jerison	MCMC convergence bounds for reversible chains	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 5: 12/2	Jaromir SantLink opens in a new window	Inference of natural selection from allele frequency time series data using exact simulation techniques	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 6: 19/2	Xenia MiscouridouLink opens in a new window	Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data	AbstractLink opens in a new window		VideoLink opens in a new window
Week 7: 26/2	Nianqiao (Phyllis) JuLink opens in a new window	Sequential Monte Carlo algorithms for agent-based models of disease transmission	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 8: 5/3	Adeline SamsonLink opens in a new window	Computational statistics for neuronal mathematical models	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 9: 12/3 (4 pm UK time)	Ari SternLink opens in a new window	Structure-preserving numerical integrators: classic methods, new perspectives	AbstractLink opens in a new window		VideoLink opens in a new window
Week 10: 19/3	Jeremias KnoblauchLink opens in a new window	Optimization-centric Generalizations of Bayesian Inference	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window

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 GrazianLink opens in a new window	Approximate Bayesian analysis of (un)conditional copulas	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week -1: 25/09	Joe MeagherLink opens in a new window	Bayesian Ancestral Reconstruction for Bat Echolocation	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week0: 02/10	Michael ChoiLink opens in a new window	On the convergence of an improved and adaptive kinetic simulated annealing	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 1: 09/10		cancelled (OxWaSP workshop)
Week 2: 16/10 (2pm UK time)	Liangliang WangLink opens in a new window	Sequential Monte Carlo for estimating parameters of differential equations	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 3: 23/10	Sebastian VollmerLink opens in a new window	Part 1: Risk prediction and Risk prediction Part 2: Machine Learning in Julia and benchmarking results on predictive fairness.	AbstractLink opens in a new window		VideoLink opens in a new window
Week 4: 30/10 (4pm UK time)	Philippe GagnonLink opens in a new window	Lifted samplers for partially ordered discrete state-spaces	AbstractLink opens in a new window		VideoLink opens in a new window
Week 5: 6/11	Richard EverittLink opens in a new window	Rare event ABC-SMC^2	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 6: 13/11	Letizia AngeliLink opens in a new window	Interacting Particle Systems Approximations of Feynman-Kac Formulae in continuous time	AbstractLink opens in a new window	SlidesLink opens in a new window	VideoLink opens in a new window
Week 7: 20/11	Yan QuLink opens in a new window	Exact Simulation of Self-Excited Point Process with Levy Driven OU	AbstractLink opens in a new window		VideoLink opens in a new window
Week 8: 27/11 (4pm UK time)	Caroline ColijnLink opens in a new window	COVID-19 data sources and their challenges for modelling and estimation	AbstractLink opens in a new window		VideoLink opens in a new window
Week 9: 4/12	Suzie BrownLink opens in a new window	Asymptotic genealogies of sequential Monte Carlo algorithms	AbstractLink opens in a new window		VideoLink opens in a new window
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