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.

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.

28/4 - Reading group on The Integrated Nested Laplace Approximation of Rue et al. (2009) - led by Chris Sherlock. Link to Rue Martino and Chopin (2009); suggested initial reading: Rue and Martino (2007).

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