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The "LMS Invited Lecture Series and CRISM Summer School on Computational Statistics 2018" was held at the University of Warwick from the 9th-13th July 2018, and was aimed at both those interested in learning more about the area, and established researchers in computational statistics. The initial lectures focussed on foundational aspects of simulation (given by Art Owen (Stanford) as LMS Invited Lecturer 2018), and was followed by a series of lectures on four more specialist topics by leading experts, going from the fundamentals of the specialist topic to state-of-the-art (given by Art Owen (Stanford), Nicolas Chopin (ENSAE), Mark Huber (Claremont-McKenna) and Jeff Rosenthal (Toronto)). This was complimented by two prominent guest lecturers (Mike Giles (Oxford) and Gareth Roberts (Warwick)).

In total over the five days there were 24 hours of lectures, 20 speed talks given by participants, two poster and wine receptions with over 50 posters, and a conference dinner. The 114 participants travelled to Warwick from 56 seperate insitutions, spread over 17 countries. Of those, 85 were either students or early-career researchers, to whom 36 full registration bursaries were awarded.

We would like to thank both the London Mathematical Society and CRISM for kindly supporting this activity, without whom this event could not have been run. We would also like to thank Amazon and Google for sponsoring the Summer School.

Short Course Speakers

• Art Owen (Stanford) - LMS Invited Lecturer 2018
  • "Foundations of Simulation" short course (5 lectures)
    • "Foundations 1: Monte Carlo, what, why and how"
    • "Foundations 2: Random vectors"
    • "Foundations 3: Variance reduction"
    • "Foundations 4: Importance sampling"
    • "Foundations 5: Introduction to MCMC"
  • "Quasi-Monte Carlo" short course (4 lectures)
    • "QMC 1: Survey of QMC"
    • "QMC 2: QMC for MCMC"
    • "QMC 3: QMC outside the unit cube"
    • "QMC 4: Stolarsky invariance and gene set testing"
  • Monte Carlo theory, methods and examples (external link to Art Owens book in progress on Monte Carlo, quasi-Monte Carlo and Markov chain Monte Carlo)
• Nicolas Chopin (ENSAE)
  • "Sequential Monte Carlo" short course (4 lectures)
    • "SMC: Motivation"
    • "SMC: Basics"
    • "SMC: Estimation of state-space models, PMMC algorithms"  
    • "SMC: Advanced topics"  
• Mark Huber (Claremont-McKenna)
  • "Perfect Simulation" short course (4 lectures)
    • "Perfect Simulation: What, Why, and How"
    • "Perfect Simulation: Coupling from the past and the Fundamental Theorem"
    • "Perfect Simulation: Slicing and dominating our way to better CFTP"
    • "Perfect Integration: More accurate integration with a random number of samples"
• Jeff Rosenthal (Toronto)
  • "Optimising and Adapting Metropolis Algorithms" short course (3 lectures)
    • "MCMC convergence, quantitative bounds, and optimisation"
    • "Optimal proposal scaling and computational complexity via diffusion limits"
    • "Convergence of adaptive MCMC algorithms"

Guest Speakers

• Mike Giles (Oxford) - "Multi-Level Monte Carlo Methods"  
• Gareth Roberts (Warwick) - "Relaxing reversibility, the Zig-Zag algorithm, and MCMC for big data settings”

Short Talk Presentations

1. Rohan Arambepola (Oxford) - "Causal Inference in Spatial Epidemiology"
2. Neil Chada (Warwick) - "Convergence analysis of -stable processes: applications in Bayesian inversion"
3. Mathias Cronjager (Oxford) - "Improved importance sampling of phylogenies"
4. Anthony Ebert (QUT) - "Approximate Bayesian Computation: Distance measures for functional datasets"
5. Axel Finke (NUS) - "Scaling Analysis of local conditional SMC algorithms in high dimensions"  
6. Jorge Gonzalez Cazares (KCL) - "On Exact Simulation of the Supremum of Stable Process"
7. Ewa Grela (Aston) - "Multivariate analysis of alignment-independent protein descriptors"
8. Bamdad Hosseini (Caltech) - "A Metropolis-Hastings algorithm for posterior measures with self-decomposable priors"
9. Sherman Ip (Warwick) - "Applied MCMC in Fusion Energy"
10. Jere Koskela (Warwick) - "Scaling limits of sequential Monte Carlo genealogies"
11. Mateusz Majka (Kings) - "Non-asymptotic bounds for Euler schemes without convexity"
12. Marcin Mider (Warwick) - "Unbiased simulation of scalar diffusion bridges with distant end-points"
13. Giulio Morina (Warwick) - "Constructing Bernoulli factories via perfect sampling of Markov chains"
14. Samuel Power (Cambridge) -"Message-Passing Monte Carlo"
15. Lukasz Rajkowski (Warsaw) - "Analysis of the maximal a posteriori partition in the Gaussian Dirichlet Process Mixture Model"
16. Leah South (QUT) - "Advances in zero-variance control variates for SMC"
17. Alexander Terenin (Imperial) - "Polya Urn Latent Dirichlet Allocation: using sparsity to accelerate MCMC in natural language processing"
18. George Vasdekis (Warwick) - "The Zig Zag Process"
19. Andi Wang (Oxford) - "Theoretical Properties of Quasistationary Monte Carlo Methods"
20. Samuel Wiqvist (Lund) - "Accelerating delayed-acceptance Markov chain Monte Carlo algorithms"

Poster Presentations

1. Letizia Angeli (Warwick) - "Particle approximation of Feynman-Kac models for rare event simulation"
2. Rohan Arambepola (Oxford) - "Identifying drivers of seasonality in malaria transmission through causal inference"
3. Ayoub Belhadji (Lille) - "Determinantal Point Processes for the Column Subset Selection Problem"
4. Colin Brisson (EPHE) - "Bayesian inference for Chinese calendars: a work in progress (Can you help?)"
5. Martin Burke (BIOSS) - "compModel: a C++ library and R package for parameter inference using discrete state space continuous time models"
6. Ha Carlsson (KTH) - "Self-Calibration of Redundant sensor systems using MCMC"
7. Massimo Cavallaro (Warwick) - "A framework for the direct evaluation of large deviations in non-Markovian processes"
8. Riccardo Corradin (Milano-Bicocca) - "Conditional Predictive Sampler for Dirichlet process mixture model"
9. Mathias Cronjager (Oxford) - "Improved importance sampling of phylogenies"
10. Nathan Cunningham (Warwick) - "particleMDI: Particle Monte Carlo methods to integrate multiple datasets with applications to genomic data"
11. Anthony Ebert (QUT) - "Approximate Bayesian Computation: Distance measures for functional datasets"
12. Juan Escamilla Molgora (Lancaster) - "An Environmental Knowledge Engine for Model-Based Geostatistics"  
13. Axel Finke (NUS) - "A central limit theorem for sequential MCMC methods"
14. Guillaume Gautier (Lille) - "Sampling Determinantal Point Processes through linear optimization problems"
15. Shufei Ge (Simon Fraser) - "A novel Bayesian group sparse multitask regression model for imaging genetics"
16. Elizabeth Gray (Bath) - "Dealing with preferentially sampled spatial data"
17. Ewa Grela (Aston) - "Multivariate analysis of alignment-independent protein descriptors"
18. Darjus Hosszejni (WU Vienna) - "Efficient Bayesian Estimation of the Stochastic Volatility Model with Leverage"
19. Nina Munkholt Jakobsen (DTU) - "Efficient estimation for diffusions"
20. Alexander Klump (Paderborn) - "A specific type of Fleming-Viot-System"
21. Jere Koskela (Warwick) - "Scaling limits of sequential Monte Carlo genealogies"  
22. Matthias Liesenfeld (Paderborn) - "Stochastic Spikes"
23. Mateusz Majka (Kings) - "Non-asymptotic L^2 bounds for Euler schemes without convexity"
24. Marcin Mider (Warwick) - "Exact Parameter Inference for Discretely Observed Diffusions"
25. Giulio Morina (Warwick) - "From a Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains"
26. Viacheslav Natarovskii (Goettingen) - "Quantitative convergence properties of simple slice sampling"
27. Agnes Martine Nielsen (TUD) - "Prediction of disease progression using irregularly sampled longitudinal data"
28. Kjartan Kloster Osmundsen (Stavanger) - "Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling"
29. Lixue Pang (Delft) - "Bayesian estimation of a decreasing density"
30. Sara Perez Vieites (Carlos III) - "A probabilistic scheme for joint parameter estimation and state prediction and its application in meteorological models"
31. Tim Pollington (Warwick) - "Aspects of simulation in my PhD"
32. Emilia Pompe (Oxford) - "Multicore adaptive MCMC for multimodal distributions"
33. Samuel Power (Cambridge) - "Message-Passing Monte Carlo"
34. Lukasz Rajkowski (Warsaw) - "Analysis of the maximal a posteriori partition in the Gaussian Dirichlet Process Mixture Model"
35. Lorenz Richter (BTU) - "Optimal importance sampling using stochastic control"
36. Christian Robert (Dauphine) - "Bayesian Adaptive Independence Sampling with Latent Variables"
37. Jaromir Sant (Warwick) - "Machine Learning for Image Analysis"
38. Leah South (QUT) - "Advances in zero-variance control variates for SMC"
39. Matthew Sutton (QUT) - "Bayesian variable selection regression of multivariate responses for group data"
40. Ben Swallow (Warwick) - "Bayesian parameter inference for stochastic models of cell signalling"
41. Alexander Terenin (Imperial) - "Polya Urn Latent Dirichlet Allocation: using sparsity to accelerate MCMC in natural language processing"
42. Philip Trykacz (Paderborn) - "Conditioned autoregressive processes"
43. Mans Unosson (Warwick) - "Adaptive MCMC for a Stochastic Gene Transcription Model relating to Circadian Rhythm"
44. George Vasdekis (Warwick) - "The Zig Zag Process"
45. Ashwini Venkatasubramaniam (Glasgow) - "Nonparametric spatial clustering using spatio-temporal data"
46. Maxime Vono (IRIT) - "Split-and-augmented Gibbs sampler - A divide & conquer approach to solve large-scale inference problems"
47. Andi Wang (Oxford) - "Theoretical Properties of Quasistationary Monte Carlo Methods"
48. Shijia Wang (Simon Fraser) - "Subsampling sequential Monte Carlo algorithm for phylogenetic 'tall data'" 
49. Samuel Wiqvist (Lund) - "Accelerating delayed-acceptance Markov chain Monte Carlo algorithms"
50. Changye Wu (Paris-Dauphine) - "Parallelizing MCMC via Random Forest"
51. Chieh-Hsi Wu (Oxford) - "Outcome-driven dimension-reduction before subgroup analyses"

Workshop Information

• Administrative Details
  • Including - Map; Venue Information; Directions; Accommodation; Campus Facilities; Contacts.
• Programme 
  
• Abstracts
  

Organisation Committee

• Murray Pollock (Warwick), Christian Robert (Dauphine), Shahin Tavakoli (Warwick).

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