Presentations
Some Recent / Forthcoming Presentations
- The Bootstrap Filter, Milestones in Statistics and Applied Probability, Warwick Statistics CDT, 3rd October, 2023 [slides]
- Sequential Monte Carlo, MathRad Reactor Engineering Workshop, Bournemouth, 18th May, 2023. [slides]
- ACII Short Talk: Some InterestsWarwick Algorithms and Computationally Intensive Statistics Seminar, Warwick, 11th November, 2022. [slides]
- Global Consensus Monte Carlo, Joint Statistical Meeting, Washington, USA, 10th August, 2022. [slides]
- Divide-and-Conquer Sequential Monte Carlo, Online, 1st April, 2022. [slides]
- Sequential Monte Carlo and Rare Events (ST912 Statistical Frontiers Talk), Warwick, 3rd February, 2022. [slides]
- Sequential Monte Carlo and Integral Equations (ST912 Statistical Frontiers Talk), Warwick, 4th-5th March, 2021. [slides]
- Urban Air Quality, Sustainable Cities GRP Research Showcase, Warwick, 31st October, 2019. [slides]
- Introduction to MCMC, OxWaSP Stochastic Simulation Module, Oxford, 11th February, 2019. [slides|microproject suggestions]
- Asymptotic Genealogies of Sequential Monte Carlo Algorithms CIRM Masterclass on Bayesian Statistics, 25th October, 2018. [slides]
- Scaling of SMC GenealogiesImperial College Workshop on Particle Methods and Data Assimilation, London, 9th May 2018.
- Introduction to MCMC, OxWaSP Stochastic Simulation Module, Oxford, 12th February, 2018. [slides]
- The Iterated Auxiliary Particle Filter and its Application to Diffusion Bridges, Kings College London, 8th February, 2018. [slides]
- The Iterated Auxiliary Particle Filter Uppsala SMC Workshop, 31st August, 2017. [slides]
- The Probability of Rare Events (ST912 Statistical Frontiers Talk), Warwick, 17th February, 2017. [slides]
- Divide and Conquer Sequential Monte Carlo Warwick Algorithms and Computationally Intensive Statistics Seminar, Warwick, 25th November, 2016. [slides]
- The Iterated Auxiliary Particle Filter Bath Statistics Seminar, 21st November, 2016. [slides]
- Divide and Conquer Sequential Monte Carlo OxWaSP Lunch Talk, Oxford, 20th October 2016. [slides]
- Iterations of Filtering SuSTaIn Closing Workshop, Bristol, 13th September, 2016. [slides]
- Toward Automatic Bayesian Model Comparison: A Sequential Monte Carlo Approach Joint Statistical Meeting, Chicago, USA, 2nd August, 2016. [slides]
- The Iterated Auxiliary Particle Filter, Lancaster Computational Statistics Seminar, 5th July, 2016 [slides]
- Divide-and-Conquer Sequential Monte Carlo OxWaSP/Amazon Workshop, Berlin, 12th May, 2016 [slides]
- Some [very biased] perspectives On Sequential Monte Carlo and Normalising Constants CRiSM Workshop on Estimating Constants, 20th April, 2016. [slides]
- Designing "Particle Filters" for Particle MCMCOxWaSP CDT Talk, 4th March, 2016. [slides]
- Is Science Done According to the Scientific Method? MAS-CDT Lunch Talk, 16th February, 2016. [slides]
- Rare Event Simulation MASDOC Statistical Frontiers Seminar, 4th February, 2016. [slides]
- The Hierarchical Particle Filter, MCMSki V, 7th January, 2016. [slides]
- On Particle Filters for Parameter Estimation, Imperial College Christmas Workshop on SMC and Related Topics, 22nd December, 2015 [slides].
- Block-Tempered Particle filters, 17th International Workshop on Systems Identification, 20th October 2015, [slides]
- Towards Real-Time Bayesian Inference for Magnetoencephalography, Joint Statistical Meeting, Seattle, USA, 10th August, 2015, [slides]
- More of the SAME?, 6th February 2015, Imperial College Seminar, [slides].
- Exact Approximation within Particle Filters, ERCIM 2014, 8th December, 2014. [slides]
- Monte Carlo Approximation of Monte Carlo Filters, MCMSki IV, 7th January, 2014. [slides]
- Sequential Monte Carlo Methods for Bayesian Model Selection in Positron Emission Tomography, MCMSki IV, 6th January, 2014. [slides]
- Exact Approximation of Rao-Blackwellised Particle Filters, BigMC Seminar, Paris. 21st February, 2013. [slides]
- Exact Approximation of Rao-Blackwellised Particle Filters, Computationally Intensive Algorithms Seminar, Warwick, 15th Febuary, 2013.
- Interacting Particle Systems and (Discrete Time) Filtering MASDOC Statistical Frontiers Seminar, 1st February, 2013. [slides]
- Monte Carlo Approximation of Monte Carlo Filters. ISBA Regional Meeting and International Workshop/Conference on Bayesian Theory and Applications (IWCBTA), 6th-10th January, 2013. [slides]
- Exact Monte Carlo Approximation of Monte Carlo Filters. Sequential Monte Carlo methods and Efficient Simulation in Finance, Paris, 10th-12th October, 2012. [slides]
- Exact Approximation of Rao-Blackwellised Particle Filters. 16th International Workshop on Systems Identification, 11th July,2012. [slides]
- Particle Filtering: Particle Systems in Statistical Inference, [slides] 19th January 2012 (MASDOC Seminar).
- Mitigating Degeneracy: A Local Particle Filter Approach, [Slides] University of Warwick Applied Maths and Statistics Seminar, 18th November, 2011.
- Mitigating Degeneracy: A Local Particle Filter Approach, University of Cambridge Signal Processing Laboratory Seminar, 26th October 2011
- Local Sequential Monte Carlo, [slides] Workshop on Filtering, MCMC and ABCLink opens in a new window, Lille, France, 28th March, 2011.
- Monte Carlo Solution of Integral Equations (of the second kind), [slides] MIRaW, University of Warwick, 7th March, 2011.
- Particle Filtering: Particle Systems in Statistical Inference, [slides] 13th January 2011 (MASDOC Seminar).
- Local Sequential Monte Carlo, University of Kent at Canterbury, 18th November, 2010.
- Local Sequential Monte Carlo, 2010 RSS Annual Meeting, Brighton, UK, September, 2010.
- Local Sequential Monte Carlo, 73rd Annual Meeting of the IMS, Gothenburg, Sweden, 9th August, 2010.
- Particle Filtering: An Overview,[slides] 11th May, 2010, Warwick University - Systems Biology
- Sequential Monte Carlo: What, How and Some Reasons Why, [slides - with additional examples] 17th April 2010. 46th Gregynog Statistical Conference.
- Monte Carlo Filtering of Piecewise Deterministic Processes,[slides] Warwick University - EPSRC Symposium Workshop on Markov Chain Monte Carlo and Related Methods
- Sequential Monte Carlo: Selected Methodological Applications.[slides] Warwick University - Centre for Scientific Computing, 9th March, 2009
- Auxiliary Particle Methods,[slides] Oxford University - Man Institute Workshop on Monte Carlo Methods, 29th May 2008.
- Point Estimation in Latent Variable Models using SMC, Warwick University - Statistics Department, 5th March, 2008.
- Point Estimation in Latent Variable Models using SMC, Bristol University - Mathematics Department, 15th February, 2008.
- Sequential Monte Carlo: Past, present and future. Cambridge University Statistical Laboratory, 24th January, 2008.
- Sequential Monte Carlo Optimisation, Bristol University: Bridging the Gaps (Probabilistic Models for Optimisation), 28th November, 2007.
- Sequential Monte Carlo Samplers for Rare Event Simulation and Estimation, Imperial College, 16th February, 2007.
- Sequential Monte Carlo Samplers for Rare Events,RESIM 2006, 10th October, 2006.