Programme
*All talks will take place in Seminar Room 1, 2nd Floor*
Friday, 21st April
- (11:45 - 14:30 - Warwick Minibus Group, meet Stats Common Room 11:30 at latest, for 11:45 sharp departure)
- 14:30 - 15:00 - Arrive (Room check-in available from 1400)
- 15:00 - 16:00 - Jon Tawn (Lancaster) - Extreme Value Methods and their Applications (Talk 1 / 3)
- 16:00 - 16:30 - Afternoon Tea (Blayney Room)
- 16:30 - 18:00 - Poster Session (Joicey Room)
- Nanda Aryal (Melbourne) - Fitting the Bartlett-Lewis rainfall model using Approximate Bayesian Computation
- Alejandra Avalos Pacheco (Warwick) - Batch effect adjustment using Bayesian factor analysis
- Cyril Chimisov (Warwick) - Adaptive MCMC
- Mathias Christensen Cronjager (Oxford) - An almost infinite sites model
- Jon Cockayne (Warwick) - Bayesian Probabilistic Numerical Methods
- Nathan Cunningham (Warwick) - Particle Monte Carlo methods to cluster multiple datasets with applications to genomics data
- Jack Jewson (Warwick) - Robust Bayesian Decisions in the M-open world
- Matt Moores (Warwick) - Bayesian modelling and computation for Raman spectroscopy
- David Selby (Warwick) - PageRank and the Bradley–Terry model
- Rachel Wilkerson (Warwick) - Exploring bespoke causal graphs
- Daniel Wilson-Nunn (Warwick) - A Rough Path Signature Approach to Arabic Online Handwritten Character Recognition
- 18:00 - 19:00 - Paul Embrechts (ETH) - Topics in Quantitative Risk Management (Talk 1 / 3)
- 19:00 - 20:00 - Dinner (Dining Room)
- 20:15 - 21:15 - Alexander McNeil (York) - More Powerful Backtests for Market Risk Models Using Realized p-Values
- 21:15 - Finish / Bar (Basement)
Saturday, 22nd April
- 08:00 - 09:00 - Breakfast
- 09:00 - 10:00 - Jon Tawn (Lancaster) - Extreme Value Methods and their Applications (Talk 2 / 3)
- 10:00 - 11:00 - Paul Embrechts (ETH) - Topics in Quantitative Risk Management (Talk 2 / 3)
- 11:00 - 11:30 - Morning Coffee (Dining Room)
- 11:30 - 12:30 - Jenny Wadsworth (Lancaster) - Non-limiting spatial extremes
- 12:30 - 13:30 - Lunch (Dining Room)
- 13:30 - 16:00 - Free afternoon (13:00 - 16:45 - Optional (Free) Powis Castle & Garden Trip, departure from lunch hall)
- 16:00 - 17:00 - Afternoon Tea (Dining Room)
- 17:00 - 18:00 - Jon Tawn (Lancaster) - Extreme Value Methods and their Applications (Talk 3 / 3)
- 18:00 - 19:00 - Dinner (Dining Room)
- (19:00 - Optional (approx. £12) Gregynog Young Musicians Concert)
- 21:00 - Finish / Bar
Sunday, 23rd April
- 08:00 - 09:00 - Breakfast
- 09:00 - 10:00 - Paul Embrechts (ETH) - Topics in Quantitative Risk Management (Talk 3 / 3)
- 10:00 - 11:00 - Ioannis Papastathopoulos (Edinburgh) - Modelling Clusters of Extreme Values
- 11:00 - 11:20 - Morning Coffee (Blayney Room)
- 11.20 - 11.30 - Group Photo (Weather dependent, meet in Blayney Room)
- 11:30 - 12:30 - Vicky Henderson (Warwick) - Prospect Theory in a Dynamic Context
- 12:30 - 13:30 - Lunch (Dining Room)
- 13:30 - Depart
- (13:30 - 15:45 - Warwick Minibus Group, departure from lunch hall immediately after lunch)