Institute for Mathematical Sciences

Reading Groups and Local Seminars

(3 - 18 September 2018)

Venue: IMS Auditorium
Venue: Department of Statistics and Applied Probability Seminar Room, NUS (Block S16, #06-118, 6 Science Drive 2) (5 Sep 2018)
PDF Abstracts

Monday, 03 Sep 2018

01:45pm - 02:00pmRegistration
02:00pm - 03:40pm

Strategies for multilevel Monte Carlo

(PDF)



Kody Law
The University of Manchester, UK
03:40pm - 04:00pmGroup Photo & Coffee Break
04:00pm - 04:50pm

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

(PDF)



Jin-Chuan Duan
National University of Singapore, Singapore

Tuesday, 04 Sep 2018

01:45pm - 02:00pmRegistration
02:00pm - 02:50pm

Some properties of Q-self-adjoint processes

(PDF)



Christophe Andrieu
University of Bristol, UK
02:50pm - 03:40pm

Limit theorems for sequential MCMC methods

(PDF)



Axel Finke
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

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

(PDF)



Linda, Siew Li Tan
National University of Singapore, Singapore

Wednesday, 05 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmVenue: Department of Statistics and Applied Probability Seminar Room, NUS (Block S16, #06-118, 6 Science Drive 2)
02:00pm - 02:50pm

Unbiased estimators and multilevel Monte Carlo



Matti Vihola
University of Jyväskylä, Finland
02:50pm - 03:40pm

Stable approximation schemes for optimal filters

(PDF)



Joaquín Míguez
Universidad Carlos III de Madrid, Spain
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Subspace acceleration for large-scale Bayesian inverse problems



Tiangang Cui
Monash University, Australia

Thursday, 06 Sep 2018

01:45pm - 02:00pmRegistration
02:00pm - 03:40pm

Connections between optimization and sampling



Daniel Paulin
University of Oxford, UK
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Connections between optimization and sampling



Daniel Paulin
University of Oxford, UK

Friday, 07 Sep 2018

01:45pm - 02:00pmRegistration
02:00pm - 02:50pm

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



Kody Law
The University of Manchester, UK
02:50pm - 04:50pm

Uniform estimates for particle filters

(PDF)



Pierre Del Moral
Institut National de Recherche en Informatique et en Automatique, France
04:50pm - 05:10pmCoffee Break

Monday, 10 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: Ajay Jasra, National University of Singapore, Singapore
02:00pm - 03:40pm

A short introduction to approximate Bayesian computation (ABC)

(PDF)



David Nott
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

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

(PDF)



Willem van den Boom
National University of Singapore, Singapore

Tuesday, 11 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: Jeremie Houssineau, National University of Singapore
02:00pm - 03:40pm

On the benefits of correlating particles within SMC



Axel Finke
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

On the benefits of correlating particles within SMC



Axel Finke
National University of Singapore, Singapore

Wednesday, 12 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: Daniel Paulin, University of Oxford, UK
02:00pm - 02:50pm

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

(PDF)



Cheng Li
National University of Singapore, Singapore
02:50pm - 03:40pm

Advancements of the EnKF: inverse problems and optimal transport

(PDF)



Neil Chada
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

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



Jordan Franks
University of Jyväskylä, Finland

Thursday, 13 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: David Nott, National University of Singapore, Singapore
02:00pm - 03:40pm

Inference for multi-object dynamical systems: methods and analysis

(PDF)



Jeremie Houssineau
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Inference for multi-object dynamical systems: methods and analysis

(PDF)



Jeremie Houssineau
National University of Singapore, Singapore

Friday, 14 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: Ajay Jasra, National University of Singapore, Singapore
02:00pm - 02:50pm

The birch probabilistic programming language

(PDF)



Lawrence Murray
Uppsala University, Sweden
02:50pm - 03:40pm

Controlled sequential Monte Carlo

(PDF)



Jeremy Heng
Harvard University, USA
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Monte Carlo computational methods for Stochastic nonlinear optimal control



Adrian Bishop
Data61/CSIRO and University of Technology Sydney, Australia

Monday, 17 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: Ajay Jasra, National University of Singapore, Singapore
02:00pm - 03:40pm

Sidestepping intractability by augmentation: auxiliary variable inference methods



Matthew Graham
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Sidestepping intractability by augmentation: auxiliary variable inference methods



Matthew Graham
National University of Singapore, Singapore

Tuesday, 18 Sep 2018

01:45pm - 02:00pmRegistration
02:00pmChair: David Nott, National University of Singapore, Singapore
02:00pm - 03:40pm

Ensemble Kalman filter and its performance in high dimension settings

(PDF)



Xin Tong
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Posterior convergence analysis of α-stable processes

(PDF)



Neil Chada
National University of Singapore, Singapore