Institute for Mathematical Sciences

Opening Workshop

(27 - 31 August 2018)

Venue: IMS Auditorium
PDF Abstracts

Monday, 27 Aug 2018

09:45am - 10:00amRegistration
10:00am - 10:50am

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

(PDF) (Video)



Lassi Roininen
Lappeenranta University of Technology, Finland
10:50am - 11:40am

Geometrically convergent simulation of the extrema of Levy processes

(PDF) (Video)



Aleksandar Mijatović
University of Warwick & The Alan Turing Institute, UK
11:40am - 11:55amGroup Photo & Coffee Break
11:55am - 12:45pm

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



Adrian Bishop
Data61/CSIRO and University of Technology Sydney, Australia
12:45pm - 02:00pmLunch Break
02:00pm - 02:50pm

Extending simulation-based Bayesian inference to higher dimensions

(PDF) (Video)



Christopher Drovandi
Queensland University of Technology Brisbane, Australia
02:50pm - 03:40pm

Particle filters in high dimensions

(PDF) (Video)



Dan Crisan
Imperial College London, UK
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Langevin MCMC: theory and methods

(PDF) (Video)



Eric Moulines
École Polytechnique, France

Tuesday, 28 Aug 2018

09:45am - 10:00amRegistration
10:00am - 10:50am

Approximate Bayesian forecasting

(PDF) (Arxiv)



Gael M. Martin
Monash University, Australia
10:50am - 11:40am

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

(PDF) (Video)



Yasuhiro Omori
University of Tokyo, Japan
11:40am - 11:55amCoffee Break
11:55am - 12:45pm

Spectral embedding of networks

(PDF)



Patrick Rubin-Delanchy
University of Bristol, UK
12:45pm - 02:00pmLunch Break
02:00pm - 02:50pm

Unbiased Hamiltonian Monte Carlo with couplings

(PDF) (Video)



Jeremy Heng
Harvard University, USA
02:50pm - 03:40pm

The coupled conditional backward sampling particle filter

(PDF) (Video)



Sumeetpal Singh
University of Cambridge, UK
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Approximate Bayesian computation with the Wasserstein distance

(PDF) (Video)



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

Wednesday, 29 Aug 2018

09:45am - 10:00amRegistration
10:00am - 10:50am

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

(PDF) (Video)



Markus Eisenbach
Oak Ridge National Laboratory, USA
10:50am - 11:40am

High-dimensional Inferencing for multi-object dynamical systems

(PDF)



Ba-Ngu Vo
Curtin University, Australia
11:40am - 11:55amCoffee Break
11:55am - 12:45pm

Delayed sampling and automatic Rao-Blackwellization of probabilistic programs

(PDF)



Lawrence Murray
Uppsala University, Sweden
12:45pm - 02:00pmLunch Reception at IMS
02:00pm - 02:50pm

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

(PDF) (Video)



Nikolas Kantas
Imperial College London, UK
02:50pm - 03:40pm

Bayesian nonparametric autoregressive models via latent variable representation

(PDF) (Video)



Maria De Iorio
University College London, UK
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

On the hyporcoercivity of PDMP-Monte Carlo processes

(PDF) (Video)



Christophe Andrieu
University of Bristol, UK

Thursday, 30 Aug 2018

09:45am - 10:00amRegistration
10:00am - 10:50am

Nonlinear filtering with local couplings

(PDF) (Video)



Youssef M. Marzouk
Massachusetts Institute of Technology, USA
10:50am - 11:40am

Optimisation-based sampling approaches for hierarchical Bayesian inference

(PDF) (Video)



Tiangang Cui
Monash University, Australia
11:40am - 11:55amCoffee Break
11:55am - 12:45pm

Variance estimation in the particle filter

(PDF) (Video)



Anthony Lee
University of Bristol, UK
12:45pm - 02:00pmLunch Break
02:00pm - 02:50pm

The correlated pseudo marginal method

(PDF)



Michael Pitt
King's College London, UK
02:50pm - 03:40pm

Filtering and smoothing through Lagrangian interacting particle representations

(PDF) (Video)



Sebastian Reich
Universität Potsdam, Germany
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

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

(PDF) (Video)



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

Friday, 31 Aug 2018

09:45am - 10:00amRegistration
10:00am - 10:50am

Distributions of persistence diagrams and approximations

(PDF)



Vasileios Maroulas
University of Tennessee, USA
10:50am - 11:40am

High-dimensional Bayesian semiparametric quantile models

(Video)



Taeryon Choi
Korea University, Korea
11:40am - 11:55amCoffee Break
11:55am - 12:45pm

Importance sampling type estimators based on approximate marginal MCMC

(PDF) (Video)



Matti Vihola
University of Jyväskylä, Finland
12:45pm - 02:00pmLunch Break
02:00pm - 02:50pm

Biased importance sampling schemes and the weight degeneracy problem

(PDF) (Video)



Joaquín Míguez
Universidad Carlos III de Madrid, Spain
02:50pm - 03:40pm

The Viterbi process and parallelized estimation in high-dimensions

(PDF) (Video)



Nick Whiteley
University of Bristol, UK
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Piecewise-deterministic Markov chain Monte Carlo schemes

(Video)



Arnaud Doucet
University of Oxford, UK