Skip to main content

Presentations


Some Recent / Forthcoming Presentations

  • Asymptotic Genealogies of Sequential Monte Carlo Algorithms CIRM Masterclass on Bayesian Statistics, 25th October, 2018
  • 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]



  • 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.