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2020-2021

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

2020/21 Term 3:

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
2020/21 Term 1 (and September)

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