MCM
22 April 2014 to 16 May 2014
The Institute kindly requests that any papers published as a result of this programme’s activities are credited as such. Please acknowledge the support of the Institute in your paper using the following text:
The author(s) would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the programme Advanced Monte Carlo methods for complex inference problems, where work on this paper was undertaken. This work was supported by EPSRC grant EP/K032208/1.
Click here to download the programme's final scientific report
4 April 2000 to 5 April 2000
Tuesday 22nd April 2014 | |||
---|---|---|---|
08:30 to 09:05 | No Room Required | ||
09:05 to 09:15 | No Room Required | ||
09:15 to 10:15 | Room 1 | ||
10:15 to 10:30 | No Room Required | ||
10:30 to 11:05 | Room 1 | ||
11:05 to 11:40 | Room 1 | ||
11:40 to 12:15 | Room 1 | ||
12:30 to 13:30 | No Room Required | ||
13:45 to 14:20 |
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator |
Room 1 | |
14:20 to 14:55 |
Particle filters for infinite-dimensional systems: combining localization and optimal transportation |
Room 1 | |
14:55 to 15:30 |
The Filtering Distribution For Partially Observed Chaotic Dynamical Systems |
Room 1 | |
15:30 to 15:50 | No Room Required | ||
15:50 to 16:25 | Room 1 | ||
16:25 to 17:00 | Room 1 | ||
17:00 to 18:00 | No Room Required |
Wednesday 23rd April 2014 | |||
---|---|---|---|
09:15 to 10:15 | Room 1 | ||
10:15 to 10:30 | No Room Required | ||
10:30 to 11:05 | Room 1 | ||
11:05 to 11:40 | Room 1 | ||
11:40 to 12:15 | Room 1 | ||
12:30 to 13:30 | No Room Required | ||
13:45 to 14:20 |
Sequential Monte Carlo methods for applications in Data Assimilation |
Room 1 | |
14:20 to 14:55 | Room 1 | ||
14:55 to 15:30 |
Adaptive delayed-acceptance pseudo-marginal random walk Metropolis |
Room 1 | |
15:30 to 15:50 | No Room Required | ||
15:50 to 16:25 |
Identifiability conditions for partially-observed Markov chains |
Room 1 | |
16:25 to 17:00 |
Stochastic Gradient Langevin Dynamics for Large Scale Bayesian Inference |
Room 1 | |
19:30 to 22:00 | No Room Required |
Thursday 24th April 2014 | |||
---|---|---|---|
09:15 to 10:15 |
Robust statistical decisions under model misspecification by re-weighted Monte Carlo samplers |
Room 1 | |
10:15 to 10:30 | No Room Required | ||
10:30 to 11:05 | Room 1 | ||
11:05 to 11:40 | Room 1 | ||
11:40 to 12:15 | Room 1 | ||
12:30 to 13:30 | No Room Required | ||
13:45 to 14:20 |
Pre-Processing for Approximate Bayesian Computation in Image Analysis |
Room 1 | |
14:20 to 14:55 | Room 1 | ||
14:55 to 15:30 | Room 1 | ||
15:30 to 15:50 | No Room Required | ||
15:50 to 16:25 |
Consistency and CLTs for stochastic gradient Langevin dynamics based on subsampled data |
Room 1 | |
16:25 to 17:00 | Room 1 |
Friday 25th April 2014 | |||
---|---|---|---|
09:50 to 10:25 | Room 1 | ||
10:25 to 10:40 | No Room Required | ||
10:40 to 11:15 | Room 1 | ||
11:15 to 11:50 | Room 1 | ||
11:50 to 12:25 | Room 1 | ||
12:30 to 13:30 | No Room Required | ||
14:00 to 14:45 | Room 1 | ||
14:45 to 15:15 |
Asymptotic Properties of Recursive Maximum Likelihood Estimation in State-Space Models |
Room 1 |
Wednesday 30th April 2014 | |||
---|---|---|---|
11:30 to 12:30 |
A nested particle filter for online Bayesian parameter estimation in state-space systems |
Room 2 | |
14:20 to 16:30 | Discussion Room |
Friday 2nd May 2014 | |||
---|---|---|---|
14:30 to 16:30 | Discussion Room |
Tuesday 13th May 2014 | |||
---|---|---|---|
10:00 to 11:00 |
Bayesian Uncertainty Quantification for Differential Equations |
Room 2 | |
14:00 to 15:00 | Room 2 |
Thursday 15th May 2014 | |||
---|---|---|---|
11:00 to 12:00 | Room 1 | ||
13:30 to 14:30 |
Acyclic Monte Carlo: where sequential Monte Carlo meets renormalisation |
Room 2 |
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