# Presentations

## Some Recent / Forthcoming Presentations

*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 MCMC*OxWaSP 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 ABC, 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.