This group meets weekly during term time to discuss topics in Bayesian computation, including recent and classic papers.

The meetings take place on Microsoft Teams. Please fill in the form on this page to join the mailing list, and get access to the Team.

Contact Giorgos.Vasdekis.1@warwick.ac.uk, N.Tawn.1@warwick.ac.uk or Richard.Everitt@warwick.ac.uk for further information.

Future meetings

28th June 2021: Markov Chain Sampling Methods for Dirichlet Process Mixture ModelsLink opens in a new window, led by Sigurd Assing.

Past meetings

21st June 2021: Markov Chain Sampling Methods for Dirichlet Process Mixture ModelsLink opens in a new window, led by Sigurd Assing.

14th June 2021: Markov Chain Sampling Methods for Dirichlet Process Mixture ModelsLink opens in a new window, led by Sigurd Assing.

7th June 2021: Introduction to Dirichlet processes, led by Kristian Romano.

17th-24th May 2021: Efficient construction of reversible jump Markov chain Monte Carlo proposal distributionsLink opens in a new window, led by Nick Tawn.

10th May 2021: Reversible jump MCMC, led by Richard Everitt. References: hereLink opens in a new window, hereLink opens in a new window and hereLink opens in a new window.

26th April 2021: Bayesian model comparison, led by Richard Everitt. References: hereLink opens in a new window, hereLink opens in a new window, hereLink opens in a new window and hereLink opens in a new window.

15th March 2021: Approximate Bayesian inference for latent Gaussian models by using Integrated Nested Laplace ApproximationsLink opens in a new window by Rue, Martino and Chopin, led by Hector McKimm.

8th March 2021: Stochastic Variational InferenceLink opens in a new window by Hoffman, Blei, Wang and Paisley, led by Jonathan Harrison.

1st March 2021: Variational Inference: A Review for StatisticiansLink opens in a new window by Blei, Kucukelbir and McAuliffe, led by Juan Kuntz Nussio.

22nd Feb 2021: Elliptical slice samplerLink opens in a new window by Murray, Adams and MacKay led by Sherman Lo.

15th Feb 2021: Sherman Lo led a discussion on NUTSLink opens in a new window.

8th Feb 2021: A return to Bayesian computation: a perspective on the current state, and sampling backwards and forwardsLink opens in a new window by Green, Łatuszyński, Pereyra and Robert, led by Sherman Lo.

1st Feb 2021: Introductions

25th Jan 2021: Giorgos Vasdekis led a discussion on non-reversible MCMC.

11th, 18th Jan 2021: Gareth Roberts led discussions on the properties of Metropolis-Hastings and non-reversible MCMC.

16th, 23rd, 30th Nov and 7th Dec 2020: Bayesian computation: a perspective on the current state, and sampling backwards and forwardsLink opens in a new window by Green, Łatuszyński, Pereyra and Robert.

9th Nov 2020: Introduction to Bayesian computation. Introductory session, slides hereLink opens in a new window. Here is the linkLink opens in a new window to the fun MCMC demo we looked at in the session.