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Marcin Mider

I am a fourth year PhD student at the OxWaSP CDT programme, working under the supervision of Prof Gareth Roberts, Dr Paul Jenkins and Dr Murray Pollock on the extensions of the exact MCMC methods of inference for diffusion processes and related simulation algorithms.

My research interests include topics in MCMC, Stochastic Simulations, Stochastic Processes, Stochastic Analysis and Machine Learning.


Academic talks and posters

  • July 2018 (Talk & Poster)—CRISM Summer School, University of Warwick, UK. Talk titled: Unbiased simulation of scalar difusion bridges with distant end-points; Poster titled: Exact Bayesian inference for partially and sparsely observed diffusions
  • June 2018 (Talk)—DynStoch conference, Porto, Portugal. Talk titled : Exact Bayesian inference for partially and sparsely observed diffusions
  • March 2018 (Poster)—BayesComp conference, Barcelona, Spain. Poster titled: Exact Bayesian inference for partially and sparsely observed diffusions
  • February 2018 (Talk)—Seminar for Statistics and Probability Theory (SPT) research group, University of Copenhagen, Denmark. Talk titled: Computational aspects of the unbiased inference for discretely observed diffusions
  • November 2017 (Talk)—Algorithms & Computationally Intensive Inference seminar, Univeristy of Warwick, UK. Talk titled: Parameter inference for discretely observed diffusions—reducing computational cost with `blocking’ technique
  • July 2017 (Poster)—Scalable statistical inference conference, University of Cambridge, UK. Poster titled: Computational inference for SDEs
  • February 2017 (Talk)—Young Researcher’s Meeting, University of Warwick, UK. Talk titled: Computational inference for SDEs
  • April 2017 (Poster)—Amazon Conference, Berlin, Germany. Poster titled Computational inference for SDEs
  • June 2016 (Talk)—Algorithms & Computationally Intensive Inference seminar, University of Warwick, UK. Talk titled: Introduction to rejection sampling on a path space for diffusion bridges

Publications (in preparation)

  • Mider, M., Jenkins, P.A., Pollock, M., Roberts, G.O., Sørensen, M. (2019). Simulating Bridges using Confluent Diffusions. To be submitted.
  • Mider, M., Jenkins, P.A., Pollock, M., Roberts, G.O. (2019). Bayesian, semi-parametric inference for diffusions. In preparation.

Teaching

Personal homepage

Contact details:

Department of Statistics
University of Warwick
CV4 7AL
United Kingdom

email: m.mider@warwick.ac.uk

git: https://github.com/mmider