Institute for Mathematical Sciences

Bayesian Computation for High-Dimensional Statistical Models

(27 Aug - 21 Sep 2018)

Visitor List

Satyam -
National University of Singapore, Singapore
O. Deniz Akyildiz
Universidad Carlos III de Madrid, Spain
Christophe Andrieu
University of Bristol, UK

On the hyporcoercivity of PDMP-Monte Carlo processes

(PDF)


Some properties of Q-self-adjoint processes

(PDF)

Khai Xiang Au
National University of Singapore, singapore
Marco Ballesio
King Abdullah University of Science and Technology, Saudi Arabia
Aishwarya Bhaskaran
National University of Singapore, Singapore
Adrian Bishop
Data61/CSIRO and University of Technology Sydney, Australia

On some stability and uniform fluctuation estimates of ensemble Kalman-Bucy filters


Monte Carlo computational methods for Stochastic nonlinear optimal control

Neil Chada
National University of Singapore, Singapore

Posterior convergence analysis of α-stable processes

(PDF)


Advancements of the EnKF: inverse problems and optimal transport

(PDF)

Kian Ming Adam Chai
DSO National Laboratories, Singapore
Hock Peng Chan
National University of Singapore, Singapore
Ngoc Huy Chau
Alfréd Rényi Institute of Mathematics, Budapest, Hungary
Sanjay Chaudhuri
National University of Singapore, Singapore

An easy-to-use empirical likelihood ABC method

(PDF)

Taeryon Choi
Korea University, Korea

High-dimensional Bayesian semiparametric quantile models

(Video)

Yunjin Choi
National University of Singapore, Singapore

Adaptive community detection via fused l-1 penalty

Nawinda Chutsagulprom
Chiang Mai University, Thailand
Dan Crisan
Imperial College London, UK

Particle filters in high dimensions

(PDF) (Video)

Junpeng Cui
DSAP NUS, Singapore
Tiangang Cui
Monash University, Australia

Optimisation-based sampling approaches for hierarchical Bayesian inference

(PDF) (Video)


Subspace acceleration for large-scale Bayesian inverse problems

Pierre Del Moral
Institut National de Recherche en Informatique et en Automatique, France

A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces

(PDF) (Video)


Uniform estimates for particle filters

(PDF)

George Deligiannidis
University of Oxford, UK

Piecewise deterministic MCMC

Arnaud Doucet
University of Oxford, UK

Piecewise-deterministic Markov chain Monte Carlo schemes


TBA

Christopher Drovandi
Queensland University of Technology Brisbane, Australia

Extending simulation-based Bayesian inference to higher dimensions

(PDF) (Video)

Jin-Chuan Duan
National University of Singapore, Singapore

Variable selection with big data based on zero norm and via sequential Monte Carlo

(PDF)

Markus Eisenbach
Oak Ridge National Laboratory, USA

Histogram-free multicanonical Monte Carlo Sampling method for statistical physics of systems with continous phase space

(PDF)

Axel Finke
National University of Singapore, Singapore

Limit theorems for sequential MCMC methods

(PDF)


On the benefits of correlating particles within SMC

Neil Foster
University College London, UK
Jordan Franks
University of Jyväskylä, Finland

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance


Unbiased inference for discretely observed hidden Markov model diffusions

(PDF)

Tingran Gao
University of Chicago, USA
Young Hee Geum
Dankook University, South Korea
Atin Ghosh
Graduate student , India
Matthew Graham
National University of Singapore, Singapore

Sidestepping intractability by augmentation: auxiliary variable inference methods


Spatially smooth local ensemble transform particle filtering

Nick Heard
Imperial College London, UK

Bayesian changepoint detection in cyber-security

Christopher Hendra
National University of Singapore, Singapore
Jeremy Heng
Harvard University, USA

Unbiased Hamiltonian Monte Carlo with couplings

(PDF) (Video)


Controlled sequential Monte Carlo

(PDF)

Danfeng Hong
National University of Singapore, Singapore
Jeremie Houssineau
National University of Singapore, Singapore

Inference for multi-object dynamical systems: methods and analysis

(PDF)


Multilevel Monte Carlo and transport maps

(PDF)

Maria De Iorio
University College London, UK

Bayesian nonparametric autoregressive models via latent variable representation

(PDF)


Bayesian nonparametric modelling of recurrent event processes

Ajay Jasra
National University of Singapore, Singapore
Kengo Kamatani
Osaka University, Japan

Reversible proposal MCMC with heavy-tailed target distributions

(PDF)

Nikolas Kantas
Imperial College London, UK

Particle filtering for stochastic Navier-Stokes signal observed with additive noise

(PDF) (Video)

Kody Law
The University of Manchester, UK

Strategies for multilevel Monte Carlo

(PDF)


Bayesian static parameter estimation for partially observed diffusions using multilevel Monte Carlo

Anthony Lee
University of Bristol, UK

Variance estimation in the particle filter

(PDF) (Video)

Cheng Li
National University of Singapore, Singapore

A divide-and-conquer Bayesian approach to large-scale Kriging

(PDF)


An overview of parallel and distributed MCMC methods

(PDF)

Pengfei Liu
National University of Singapore, Singapore
Qiang Liu
National University of Singapore, Singapore
Xuejun Ma
National University of Singapore, Singapore
Yuwei Ma
National University of Singapore, Singapore
Vasileios Maroulas
University of Tennessee, USA

Distributions of persistence diagrams and approximations

(PDF)

Gael M. Martin
Monash University, Australia

Approximate Bayesian forecasting

(PDF) (Arxiv)

Youssef M. Marzouk
Massachusetts Institute of Technology, USA

Nonlinear filtering with local couplings

(PDF) (Video)

Joaquín Míguez
Universidad Carlos III de Madrid, Spain

Stable approximation schemes for optimal filters

(PDF)


Biased importance sampling schemes and the weight degeneracy problem

(PDF) (Video)

Aleksandar Mijatović
University of Warwick & The Alan Turing Institute, UK

Geometrically convergent simulation of the extrema of Levy processes

(PDF)

Eric Moulines
École Polytechnique, France

Langevin MCMC: theory and methods

(PDF) (Video)

Lawrence Murray
Uppsala University, Sweden

Delayed sampling and automatic Rao-Blackwellization of probabilistic programs

(PDF)


The birch probabilistic programming language

(PDF)

Duc Quang Nguyen
Singapore Eye Research Institute, Singapore
David Nott
National University of Singapore, Singapore

A short introduction to approximate Bayesian computation (ABC)

(PDF)


Gaussian variational approximation with structured covariance matrices

(PDF)

Tatsushi Oka
National University of Singapore, Singapore
Yasuhiro Omori
University of Tokyo, Japan

Particle rolling MCMC with double block sampling: conditional SMC update approach

(PDF) (Video)

Chananun Onjan
Chiang Mai University, Thailand
Ni Luh Putu Satyaning Pradnya Paramita
Institute Teknologi Sepuluh Nopember, Indonesia
Sahani Pathiraja
Universität Potsdam , Germany
Daniel Paulin
University of Oxford, UK

Connections between optimization and sampling


Hamiltonian descent methods for optimization

(PDF)

Parkpoom Phetpradap
Chiang Mai University, Thailand
Michael Pitt
King's College London, UK

The correlated pseudo marginal method

(PDF)

Benjamin Poignard
Osaka University, Japan

Asset return predictability from a Bayesian perspective

Sebastian Reich
Universität Potsdam, Germany

Filtering and smoothing through Lagrangian interacting particle representations

(PDF) (Video)

Christian Robert
University of Warwick, UK and Université Paris-Dauphine, France

Approximate Bayesian computation with the Wasserstein distance

(PDF) (Video)

Lassi Roininen
Lappeenranta University of Technology, Finland

Hierarchical Mat'ern fields and Cauchy difference priors for Bayesian inversion

(PDF) (Video)

Patrick Rubin-Delanchy
University of Bristol, UK

Spectral embedding of networks

(PDF)

Zhang Ruixi
National University of Singapore, Singapore
Khanna Saurabh
National University of Singapore, Singapore
Jonathan Scarlett
National University of Singapore, Singapore
Torben Sell
University of Cambridge, UK
Alexander Shestopaloff
The Alan Turing Institute, UK
Eunha Shim
Soongsil University, South Korea
Christine Shoemaker
National University of Singapore, Singapore
Sumeetpal Singh
University of Cambridge, UK

The coupled conditional backward sampling particle filter

(PDF) (Video)


TBA

Xiaolin Song
Osaka University, Japan
Phisiphong Sonprathet
Chiang Mai University, Thailand
Linda, Siew Li Tan
National University of Singapore, Singapore

Dynamic degree-corrected blockmodels for social networks: a nonparametric approach

(PDF)


Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks

Terence Tan
DSO National Laboratories, Singapore
Alexandre Thiery
National University of Singapore, Singapore

The bouncy particle sampler in practice

(PDF)

Denis Tkachenko
National University of Singapore, Singapore
Xin Tong
National University of Singapore, Singapore

Ensemble Kalman filter and its performance in high dimension settings

(PDF)


Localization for MCMC

Willem van den Boom
National University of Singapore, Singapore

Approximating high-dimensional posteriors with nuisance parameters via integrated rotated Gaussian approximation

(PDF)

Matti Vihola
University of Jyväskylä, Finland

Importance sampling type estimators based on approximate marginal MCMC

(PDF) (Video)


Unbiased estimators and multilevel Monte Carlo

Ba-Ngu Vo
Curtin University, Australia

High-dimensional Inferencing for multi-object dynamical systems

(PDF)

Junjie Wang
National University of Singapore, Singapore
Rui Wang
National University of Singapore, Singapore
Liang Chi Wee
Defence Science Organisation, Singapore
Nick Whiteley
University of Bristol, UK

The Viterbi process and parallelized estimation in high-dimensions

(PDF) (Video)

Yaxian Xu
National University of Singapore, Singapore
Kewen Yang
National University of Singapore, Singapore
Yannis G. Yatracos
National University of Singapore, Singapore
Sinan Yildirim
Sabancı University, Turkey

Utilising inference in state-space models with multiple paths from conditional sequetial Monte Carlo

(PDF)

Shouto Yonekura
University College London, UK
Fangyuan Yu
National University of Singapore, Singapore
Jiajie Zeng
National University of Singapore, Singapore
Jun Zhu
National University of Singapore, Singapore