SMC 2012

19th-21st September, 2012

Organisers: Arnaud Doucet, Adam Johansen, Anthony Lee, Murray Pollock 

Speakers and Titles:

• Christophe Andrieu - "Properties of pseudo-marginal MCMC algorithms"
• Alexandre Bouchard-Côté - "Applications of SMC to the analysis of partially observed jump processes" - Talk
• Peter Bunch - "Rao-Blackwellised Smoothers"
• Nicolas Chopin - "Particles as auxiliary variables: PMCMC, SMC², SMC-ABC, and all that jazz"- Talk 
• Dan Crisan - "Particle Filters with Random Resampling Times" - Talk
• Pierre Del Moral - "On the exponential concentration properties of sequential Monte Carlo methods" - Talk
  
• Andreas Eberle - "Quantitative bounds for Markov chain based Monte Carlo methods in high dimensions" - Talk
• Paul Fearnhead - "Continuous-time Importance Sampling for Multivariate Diffusions" - Talk
• Andrew Golightly - "Efficient particle MCMC for exact inference in stochastic biochemical network models through approximation of expensive likelihoods"
  
• Pierre Jacob - "Resampling on parallel architectures" - Talk
  
• Peter Jan van Leeuwen - "Efficient Particle Filters for high-dimensional systems" - Talk
• Nikolas Kantas - "A particle method for approximating principal eigen-functions and related quantities"
• Krzysztof Łatuszynski - "Stability of Continuous-time Importance Sampling for Multivariate Diffusions"
• Sylvain Le Corff - "Convergence of a particle based online estimation procedure in hidden Markov models"
• Francois Le Gland - "On the asymptotic variance of SMC algorithms with adaptive resampling"
• Fredrik Lindsten - "Ancestral Sampling for Particle Gibbs" - Talk
• Éric Moulines - "On the convergence of Island particle models" - Talk
• Omiros Papaspiliopoulos - "On computable filters" - Talk (Forthcoming)
  
• Gareth Peters - "Incorporating Importance Sampling to the Evaluation of Subexponential Compound Process Tails, Closed Form Asymptotic Tail Expansions and Risk Measures" - Talk (Forthcoming)
• Murray Pollock - "Filtering for discretely observed jump diffusions" - Talk
• Gareth Ridall - "Online model selection for Bayesian Motor Unit Number Estimation (MUNE)"
• Sylvain Rubenthaler - "Perfect simulation algorithm of a trajectory under a Feynman-Kac law" - Talk
• Thomas Schön - "Learning Wiener models" - Talk
• Nikolaus Schweizer - "Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings"
• Sumeet Singh - "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods"
• Liangliang Wang - "Phylogenetic tree construction using sequential Monte Carlo algorithms on posets" - Talk
  
• Nick Whiteley - "Efficiency and optimal sampling of particle filters" - Talk (Forthcoming)
• Darren Wilkinson - "Particle MCMC for partially observed Markov processes"
• Sinan Yildirim - "Approximate Bayesian Computation for Maximum Likelihood Estimation in Hidden Markov Models" - Talk
• Yan Zhou - "Bayesian Model Comparison via Sequential Monte Carlo Samplers" - Talk

Poster Presentations:

• Peter Bunch - "Metropolis-Hastings Implementations of the Forward-Filtering-Backward-Sampling Algorithm for Particle Smoothing"
• Xi Chen - "Multiple Auxiliary Particle Filter (MAPF)"
• Johan Dahlin - "Sequential Monte Carlo for dynamic image-based lighting" - Poster
• Axel Finke - "Inference for Piecewise Deterministic Processes via Sequential Monte Carlo Methods"
• Tatjana Lemke - "Inference in CAR(1) processes driven by alpha-stable Levy processes"
• Reinaldo Marques - "Online Inference for dynamical system: move-resample approach"
• Christopher Nam - "Exact Changepoint Distributions and Sequential Monte Carlo samplers"
• Murray Pollock - "Filtering for discretely observed jump diffusions" - Poster
• Alberto Sorrentino - "Particle filtering for estimation of static dipoles in magnetoencephalogaphy" - Poster
• Yan Zhou - "Bayesian Model Comparison via Sequential Monte Carlo Samplers and Path Sampling" - Poster