Advanced Monte Carlo Methods for Complex Inference Problems
| Created: | 2014-04-25 12:48 |
|---|---|
| Institution: | Isaac Newton Institute for Mathematical Sciences |
| Description: | In recent years there has been an explosion of complex data-sets in areas as diverse as Bioinformatics, Ecology, Epidemiology, Finance and Population genetics. In a wide variety of these applications, the stochastic models devised to realistically represent the data generating processes are very high dimensional and the only computationally feasible and accurate way to perform statistical inference is with Monte Carlo.
The focus of this programme is on recent innovations in the field of Monte Carlo methods for inference in complex and intractable statistical problems. This programme will bring together researchers from a broad base, for the first time since 2009, to promote discussion and development of this important and rapidly advancing cross-disciplinary area. It will leverage on the two very successful past programmes which were the INI Programme on Stochastic Computation in the Biological Sciences (23 October - 15 December 2006) and the SAMSI programme on Sequential Monte Carlo (SMC) Methods (September 2008 to August 2009), by taking up the following research threads that have genuinely enthused the wider community of research and applied statisticians over the past couple of years: Approximate Bayesian Computation; SMC and Markov Chain Monte Carlo and their integration; and recent theoretical advancements underpinning these areas. This programme will also hold a workshop in the first week covering the two major themes of this proposal to launch the 4-week programme. The workshop will serve as a catalyst for the remaining 3 weeks of intensive research and aims to cover the following specific areas: ABC: new applications, methodology and theory SMC/MCMC for high dimensional computation The workshop will also have an introductory element to it, aimed at acquainting postgraduate students and postdoctoral researchers with the subject area. Details to follow soon. |
Media items
This collection contains 38 media items.
Media items
A nested particle filter for online Bayesian parameter estimation in state-space systems
Miguez, J (Universidad Carlos III de Madrid)
Wednesday 30 April 2014, 11:30-12:30
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Wed 7 May 2014
ABC methods for Bayesian model choice
Marin, J-M (Université Montpellier 2)
Wednesday 23 April 2014, 09:15-10:15
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 25 Apr 2014
Acyclic Monte Carlo: where sequential Monte Carlo meets renormalisation
Kominiarczuk, J (University of Bristol)
Thursday 15 May 2014, 13:30-14:30
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 16 May 2014
Adaptive delayed-acceptance pseudo-marginal random walk Metropolis
Sherlock, C (Lancaster University)
Wednesday 23 April 2014, 14:55-15:30
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Approximate Bayesian Inference for Stochastic Processes
Stumpf, M (Imperial College London)
Friday 25 April 2014, 09:50-10:25
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 29 Apr 2014
Bayesian inference for sparsely observed diffusions
Golightly, A (Newcastle University)
Thursday 24 April 2014, 11:05-11:40
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Bayesian Uncertainty Quantification for Differential Equations
Girolami, M (University of Warwick)
Tuesday 13 May 2014, 10:00-11:00
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 16 May 2014
Consistency and CLTs for stochastic gradient Langevin dynamics based on subsampled data
Vollmer, S (University of Oxford)
Thursday 24 April 2014, 15:50-16:25
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 25 Apr 2014
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Pitt, M (University of Warwick)
Tuesday 22 April 2014, 13:45-14:20
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 25 Apr 2014
Establishing some order amongst exact approximation MCMCs
Vihola, MS (University of Jyväskylä)
Wednesday 23 April 2014, 11:05-11:40
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Exact approximations
Andrieu, C (University of Bristol)
Tuesday 22 April 2014, 09:15-10:15
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 29 Apr 2014
Generalised Particle Filters with Gaussian Mixtures
Li, K (Uppsala University)
Friday 25 April 2014, 11:50-12:25
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Tue 29 Apr 2014
Identifiability conditions for partially-observed Markov chains
Douc, R (Telecom SudParis)
Wednesday 23 April 2014, 15:50-16:25
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 25 Apr 2014
Lazy ABC
Prangle, D (University of Reading)
Thursday 24 April 2014, 14:20-14:55
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Fri 25 Apr 2014
Locally adaptive Monte Carlo methods
Lee, A (University of Warwick)
Tuesday 22 April 2014, 15:50-16:25
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
On the uniform ergodicity of the particle Gibbs sampler
Moulines, E (Télécom ParisTech)
Tuesday 22 April 2014, 11:05-11:40
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Optimal filtering and the dual process
Papaspiliopoulos, O (Institució Catalana de Recerca i Estudis Avançats (ICREA))
Thursday 24 April 2014, 16:25-17:00
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Parallel Markov Chain Monte Carlo
Schmidler, S (Duke University)
Thursday 24 April 2014, 14:55-15:30
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Particle filtering subject to interaction constraints
Whiteley, NP (University of Bristol)
Tuesday 22 April 2014, 16:25-17:00
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014
Particle filters and curse of dimensionality
Rebeschini, P (Princeton University)
Thursday 24 April 2014, 11:40-12:15
Collection: Advanced Monte Carlo Methods for Complex Inference Problems
Institution: Isaac Newton Institute for Mathematical Sciences
Created: Mon 28 Apr 2014