Computational Stats Group
The comp. stats. group meet several times each term. Sessions are informal and usually comprise of a member of the group presenting some of their work or a paper of interest, followed by discussion.
Summer 2012
-
22/05 @ 12.00pm (A54 Lecture Theatre)
Metropolis Adjusted Langevin Algorithm (MALA), simplified Manifold MALA, and Hamiltonian Monte Carlo: motivation, explanation and application
- Chris Sherlock.
Spring 2012
-
14/02 @ 12.00pm (A54 Lecture Theatre)
Summary statistics for ABC model choice - Dennis Prangle. The abstract can be found here.
Autumn 2011
-
16/11 @ 12.00pm (B35 John Nelder Room)
High-dimensional variable selection via tilting - Haeran Cho (London School of Economics). Abstract here
-
13/12 @ 3.00pm (A54 Lecture Theatre)
Constructing summary statistics for approximate Bayesian computation: semi-automatic ABC
- Paul Fearnhead. A preprint of the paper can be found here.
Summer 2011
-
24/05 @ 12.00pm (A54 Lecture Theatre)
Simulation of mixed speed biochemical reactions using the linear noise
approximation - Chris Sherlock
-
17/06 @ 12.00pm (Lab1 PSC)
Online inference and model selection using sequential Monte Carlo - Gareth Ridall. Abstract here.
Spring 2011
-
18/01 @ 1.00pm (A54 Lecture Theatre)
Optimal detection of changepoints with a linear computational cost - Rebecca Killick
-
15/02 @ 12.15pm (Lab1 PSC)
Quantum Monte Carlo - Neil Drummond (Dept of Physics, Lancaster University)
-
15/03 @ 12.00pm (Lab1 PSC)
Reading group on "An explicit link between Gaussian fields and
Gaussian Markov random fields:
The SPDE approach" - led by Paul Fearnhead. A preprint of the paper can be downloaded from here.
Autumn 2010
-
12/10 @ 12.00pm (A54 Lecture Theatre)
Reading group on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" - led by Paul Fearnhead. A preprint of the paper can be downloaded from here.
-
3/11 @ 12.00pm (A54 Lecture Theatre)
Bayesian variable selection using Lasso - Anastasia Lykou.
-
10/11 @ 12.00pm (A54 Lecture Theatre)
Exact Inference for a Markov switching diffusion
model with discretely observed data - Krzysztof Latuszynski (University of Warwick).
-
7/12 @ 12.00pm (A54 Lecture Theatre)
Using ABC for sequential Bayesian analysis - Dennis Prangle.
Spring 2010
Tuesdays at 12pm in Lab 2 PSC unless otherwise specified.
-
16/02 - Reading group on Particle MCMC and the pseudo marginal algorithm - led by Gareth Ridall. Giorgos' guide to the pseudo marginal algorithm; Ben Taylor's slides on PIMH; Dennis Prangle's slides on PIMH.
-
09/03 1pm - Particle
Filters for models with fixed parameters - Paul Fearnhead
Autumn 2009
Tuesdays at 12pm in PSC Lecture Theatre unless otherwise specified.
-
20/10 - Sequential Importance Sampling for General Diffusion Models - Paul Fearnhead
-
03/11 - Likelihood based inference for discretely observed diffusions - Giorgos Sermaidis
-
01/12 (lab1 PSC) - The random walk Metropolis: general criteria for the 0.234 acceptance rate rule - Chris Sherlock
Summer 2009
Tuesdays at 12pm in PSC Lab2.
Autumn 2008
Tuesday at 12pm in A50 PSC (Small Computer Lab).
-
28/10 - Optimal scaling of the random walk Metropolis - Part 1 - Chris Sherlock
-
02/12 - change point models and fault detection - Paul Fearnhead
Summer 2008
Monday or Tuesday at 1pm in A50 PSC (Small Computer Lab).
-
13/5 - The linear least squares prediction view of conjugate gradients - Joe Whittaker
-
02/6 - Adaptive Sequential Monte Carlo Methods For Static Inference in Bayesian Mixture Analysis - Ben Taylor
Spring 2008
Tuesdays at 1pm in B49 Fylde.
-
05/2 - Bayesian Analysis of ARMA and Transfer Function Time Series Models - Paul Smith
-
04/3 - An MCMC method for Approximate Bayesian Computation - Dennis Prangle
-
18/3 - Perfect sampling for Random Trees - Hongsheng Dai
Autumn 2007
Wednesdays at 1pm in B49 Fylde.
-
31/10 - Using particle filters within MCMC - Paul Fearnhead
-
21/11 - Asymptotic simultaneous bootstrap confidence bounds for simple linear regression lines - Thomas Jaki
-
28/11 - Power sums of lognormals - Chris Sherlock
Last updated 26/01/2009