Scalable statistical inference

Workshop theme

The complexity and sheer size of modern data sets, of which ever increasingly demanding questions are posed, give rise to major challenges and opportunities for modern statistics. Many of those challenges are of a computational nature and the aim of the workshop is to bring together researchers from a broad range of horizons with an interest in such issues, in particular scalability.

This workshop is part of the Isaac Newton Institute research programme “Scalable Inference; Statistical, Algorithmic, Computional Aspects”.

Applications for this workshop are now closed

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 Scalable statistical inference, where work on this paper was undertaken. This work was supported by EPSRC grant EP/K032208/1.

Timetable

Monday 3rd July 2017
11:45 to 12:30	Registration	No Room Required
12:30 to 13:20	Lunch @ Wolfson Court	No Room Required
13:20 to 13:30	Welcome from Christie Marr (INI Deputy Director)	No Room Required
13:30 to 14:15	Sylvia Richardson University of Cambridge Data compression with statistical guarantees	Room 1
14:15 to 15:00	Alexandre Bouchard University of British Columbia Monte Carlo without rejection	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:15	Helen Ogden University of Southampton Inference with approximate likelihoods	Room 1
16:15 to 17:00	Havard Rue Norwegian University of Science and Technology Scalable statistical inference with INLA	Room 1
17:00 to 18:00	Welcome Wine Reception at INI	No Room Required

Tuesday 4th July 2017
09:00 to 09:45	Michael Jordan University of California, Berkeley Variational, Hamiltonian and Symplectic Perspectives on Acceleration	Room 1
09:45 to 10:30	Anthony Lee University of Warwick Unbiased approximations of products of expectations	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Steven Scott Google Comparing Consensus Monte Carlo Strategies for Distributed Bayesian Computation	Room 1
11:45 to 12:30	Jun Liu Harvard University tba	Room 1
12:30 to 13:30	Lunch @ Wolfson Court	No Room Required
13:30 to 14:15	Tamara Broderick Massachusetts Institute of Technology Coresets for scalable Bayesian logistic regression	Room 1
14:15 to 15:00	Cristiano Varin Università Cà Foscari di Venezia Designing efficient composite likelihoods	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:15	Kerrie Mengersen Queensland University of Technology Transferability: as easy as ABC?	Room 1
16:15 to 17:00	Darren Wilkinson Newcastle University Category theory and functional programming for scalable statistical modelling and computational inference	Room 1

Wednesday 5th July 2017
09:00 to 09:45	Paul Fearnhead Lancaster University Asymptotics of Approximate Bayesian Computation	Room 1
09:45 to 10:30	Wentao Li Lancaster University Validating approximate Bayesian computation on posterior convergence	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Sam Livingstone University of Bristol Kinetic energy choice in Hamiltonian/hybrid Monte Carlo	Room 1
11:45 to 12:30	Christophe Andrieu University of Bristol On the ordering of some nonreversible Markov chain and Markov process Monte Carlo methods	Room 1
12:30 to 13:30	Lunch @ Wolfson Court	No Room Required
13:30 to 14:15	Murray Pollock University of Warwick Exact Bayesian Inference for Big Data: Single- and Multi-Core Approaches	Room 1
14:15 to 15:00	Gareth Roberts University of Warwick Optimisation and complexity for Gibbs samplers for hierarchical and crossed-effect models	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:15	Chris Holmes University of Oxford Fast Bayesian Boolean Matrix Factorisation	Room 1
16:15 to 17:00	Louis Aslett University of Oxford Towards Encrypted Inference for Arbitrary Models	Room 1
17:00 to 18:00	Board Meeting	Room 1
19:30 to 22:00	Formal Dinner at Trinity College	No Room Required

Thursday 6th July 2017
09:00 to 09:45	Helen Zhang University of Arizona Hierarchy-preserving regularization solution paths for identifying interactions in high dimensional data	Room 1
09:45 to 10:30	Katherine Heller Duke University Mobile Apps and Machine Learning for Improving Healthcare	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	James Scott University of Texas at Austin Detecting radiological anomalies	Room 1
11:45 to 12:30	Po-Ling Loh University of Wisconsin-Madison Community recovery in weighted stochastic block models	Room 1
12:30 to 13:30	Lunch @ Wolfson Court	No Room Required
13:30 to 14:15	Matti Vihola University of Jyväskylä Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo and exact approximation	Room 1
14:15 to 15:00	Arnaud Doucet University of Oxford The Correlated Pseudo-Marginal Method	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:15	Sinan Yildirim Sabanci University Scalable Monte Carlo inference for state-space models	Room 1
16:15 to 17:00	Chris Sherlock Lancaster University The Discrete Bouncy Particle Sampler	Room 1

Friday 7th July 2017
09:00 to 09:45	Eric François Moulines Télécom ParisTech Langevin MCMC: theory and methods	Room 1
09:45 to 10:30	David Firth University of Warwick Bradley-Terry models for pair-comparison networks: Structure and scalability	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:45	Jose Blanchet Columbia University; Stanford University Exact Sampling for Multivariate Diffusions	Room 1
11:45 to 12:30	Christian Robert CNRS & Université Paris-Dauphine Inference in generative models using the Wasserstein distance	Room 1
12:30 to 13:30	Lunch @ Wolfson Court	No Room Required

Scalable inference; statistical, algorithmic, computational aspects

Organisers

Christophe Andrieu University of Bristol

Speakers

Christophe Andrieu University of Bristol
Louis Aslett University of Oxford
Jose Blanchet Columbia University; Stanford University
Alexandre Bouchard University of British Columbia
Tamara Broderick Massachusetts Institute of Technology
Arnaud Doucet University of Oxford
Paul Fearnhead Lancaster University
David Firth University of Warwick
Katherine Heller Duke University
Chris Holmes University of Oxford
Michael Jordan University of California, Berkeley
Anthony Lee University of Warwick
Wentao Li Lancaster University
Jun Liu Harvard University
Sam Livingstone University of Bristol
Po-Ling Loh University of Wisconsin-Madison
Kerrie Mengersen Queensland University of Technology
Eric François Moulines Télécom ParisTech
Helen Ogden University of Southampton
Murray Pollock University of Warwick
Sylvia Richardson University of Cambridge
Christian Robert CNRS & Université Paris-Dauphine
Gareth Roberts University of Warwick
Havard Rue Norwegian University of Science and Technology
James Scott University of Texas at Austin
Steven Scott Google
Chris Sherlock Lancaster University
Cristiano Varin Università Cà Foscari di Venezia
Matti Vihola University of Jyväskylä
Darren Wilkinson Newcastle University
Sinan Yildirim Sabanci University
Helen Zhang University of Arizona

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Participants

Christophe Andrieu University of Bristol
Michael Arbel University College London
Tohid Ardeshiri University of Cambridge
Louis Aslett University of Oxford
Alexandros Beskos University College London
Joris Bierkens Delft University of Technology
Jose Blanchet Columbia University; Stanford University
Alexandre Bouchard University of British Columbia
Tamara Broderick Massachusetts Institute of Technology
Nicolas Brosse École Polytechnique
Cyril Chimisov University of Warwick
Arnaud Doucet University of Oxford
David Draper University of California
Alain Durmus École Polytechnique
Paul Fearnhead Lancaster University
Axel Finke University College London
David Firth University of Warwick
Habib Ganjgahi University of Oxford
Jonathan Harrison University of Oxford
Katherine Heller Duke University
Chris Holmes University of Oxford
Alessandro Davide Ialongo University of Cambridge; Max-Planck-Institut für Biological Cybernetics, Tübingen
Paul Jenkins University of Warwick
Michael Jordan University of California, Berkeley
Seong-Hwan Jun University of British Columbia
Luke Kelly University of Oxford
Akisato Kimura University of Cambridge; NTT Basic Research Laboratories
Keith Knight University of Toronto
Elena Kulinskaya University of East Anglia
Krzysztof Latuszynski University of Warwick
Sylvain Le corff CNRS (Centre national de la recherche scientifique); Université Paris Saclay
Anthony Lee University of Warwick
Wentao Li Lancaster University
Didong Li Duke University
Jun Liu Harvard University
Sam Livingstone University of Bristol
Po-Ling Loh University of Wisconsin-Madison
Kerrie Mengersen Queensland University of Technology
Blazej Miasojedow Uniwersytet Warszawski
Marcin Mider University of Warwick
Matthew Moores University of Warwick
Eric François Moulines Télécom ParisTech
Christopher Nemeth Lancaster University
Helen Ogden University of Southampton
Canan Pehlivan None / Other
Murray Pollock University of Warwick
Chris Quince University of Warwick
Sébastien Raguideau University of Warwick
Yordan Raykov Aston University
Sylvia Richardson University of Cambridge
Christian Robert CNRS & Université Paris-Dauphine
Gareth Roberts University of Warwick
Andrew Roth University of Oxford
Havard Rue Norwegian University of Science and Technology
Steven Scott Google
James Scott University of Texas at Austin
Chris Sherlock Lancaster University
Sumeetpal Singh University of Cambridge
Leonidas Souliotis University of Warwick
Alexandre Thiery National University of Singapore
Kathryn Turnbull Lancaster University
Cristiano Varin Università Cà Foscari di Venezia
Dootika Vats University of Warwick; University of Minnesota
Matti Vihola University of Jyväskylä
Callum John Vyner Lancaster University
Andi Wang University of Oxford
Darren Wilkinson Newcastle University
Wenkai Xu University College London
Sinan Yildirim Sabanci University
Shouto Yonekura University College London
Giacomo Zanella Bocconi University
Helen Zhang University of Arizona