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Bayesian Computation Reading Group

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.

The next meeting will be on Monday 1st March at 1pm, where Juan Kuntz Nussio will lead a discussion on Variational Inference: A Review for Statisticians by Blei, Kucukelbir and McAuliffe.

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

Future meetings

1st March 2021: Variational Inference: A Review for Statisticians by Blei, Kucukelbir and McAuliffe, led by Juan Kuntz Nussio.

8th March 2021: Stochastic Variational Inference by Hoffman, Blei, Wang and Paisley, led by Jonathan Harrison.

15th March 2021: Approximate Bayesian inference for latent Gaussian models by using Integrated Nested Laplace Approximations by Rue, Martino and Chopin, led by Hector McKimm

Past meetings

22nd Feb 2021: Elliptical slice sampler by Murray, Adams and MacKay led by Sherman Lo.

15th Feb 2021: Sherman Lo led a discussion on NUTS.

8th Feb 2021: A return to Bayesian computation: a perspective on the current state, and sampling backwards and forwards 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 forwards by Green, Łatuszyński, Pereyra and Robert.

9th Nov 2020: Introduction to Bayesian computation. Introductory session, slides here. Here is the link to the fun MCMC demo we looked at in the session.