糖心TV

Term 1
date	speakers	title/paper	comments
Fri, Oct 8, 2010	Krys	M. Girolami and B. Calderhead "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"	link to the paper []
Fri, Oct 15, 2010	Krys	Girolami & Calderhead continued
Fri, Oct 22, 2010	Murray	Introduction to particle filters	notes [] (by Murray Pollock)
Fri, Nov 6, 2010	Daniel	K. Kalogeropoulos, G. Roberts, P Delaportas "Inference for Stochastic Volatility Models using Time Change Transformations" Ann. Stat. 2010, 38(2), 784-807	link to the paper []
Fri, Nov 13, 2010	Krys	O. Stramer, G. Roberts "On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm".Biometrika 88 (2001), no. 3, 603–621	link to the in journal
Fri, Nov 20, 2010	Krys	K. Kalogeropoulos, G. Roberts, P Delaportas "Inference for Stochastic Volatility Models using Time Change Transformations" Ann. Stat. 2010, 38(2), 784-807	link to the paper []
Fri, Dec 3, 2010		Golightly, A; Wilkinson, D. J. "Bayesian inference for nonlinear multivariate diffusion models observed with error." Comput. Statist. Data Anal. 52 (2008), no. 3, 1674–1693.	link to the paper [] room change:seminar in the Statistics Common Room
Term 2
Fri, Jan 14, 2011	Alex	Roberts, G. O.; Gelman, A.; Gilks, W. R. "Weak convergence and optimal scaling of random walk Metropolis algorithms" Ann. Appl. Probab. 7 (1997), no. 1, 110–120.	link to the paper []
Fri, Jan 21, 2011	Kasia	Exact AlgorithmsAlexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts "A factorisation of diffusion measure and finite sample path constructions" Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts, Paul Fearnhead "Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes"	room change: A1.01
Fri, Jan 28, 2011	Dalia	Inverting 2-D photos into densities in 3-D The pursuit of the intrinsic material density in $\mathbb[R}^3$, given the available two dimensional image of the system, is commonly encountered in different areas of applied physics and is an integral step in astronomical modelling. The problem will be briefly discussed within the paradigm of integral equations. In the presence of density heterogeneities, this inverse problem is, however, ill-posed, unless extra information - in terms of measurements in addition to a single image - are made available. Such measurements sometimes constitute imaging the system at different viewing angles or when multiple viewing is impossible (as in astronomy), ancillary data are invoked. Modelling of such data (Paneratos 2009, Chakrabarty 2008,2010), will be discussed. Discussion of a new non-invasive methodology that attempts the estimation of the multi-modal 3-D density of material samples imaged by electron scattering techniques, without resorting to multiple viewing, will be included.
Fri, Feb 4, 2011	Adam Johansen	Sequential Monte Carlo without State Space ModelsThe task of sampling from from a sequence of distributions arises naturally in many context within statistics and related fields. In some settings in which a single distribution is of interest it can also be useful to construct an artificial sequence which forms a bridge from a simple distribution to a more complicated distribution of interest. Sequential Monte Carlo provides a convenient framework in which importance sampling and resampling can be used to provide properly weighted samples from each distribution within a sequence. Some illustrative examples will be discussed if time permits.The ideas presented will focus on: "Sequential Monte Carlo Samplers", P. Del Moral, A. Doucet & A. Jasra, J. Royal Statist. Soc. /B, vol. 68, no. 3, pp. 411-436, 2006. Pdf <>"Sequential Monte Carlo for Bayesian Computation" with discussion, P. Del Moral, A. Doucet & A. Jasra, Bayesian Statistics 8, Oxford University Press, 2006. Pdf draft version <>
Fri, Feb 18, 2011	Chris Jewell	MCMC in Practice: Bayesian computation for the real world
Fri, Feb 25, 2011	Krys	Markov chain CLTs and asymptotic confidence intervals for MCMC estimation. I will show two approaches to the Markov chains CLT proof, one by the Poisson equation and martingale approximation and one by regeneration. Only the the most regular cases will be presented. Then I will briefly discuss CLT based asymptotic confidence intervals in MCMC estimation. related papers are: - Roberts, Gareth O.; Rosenthal, Jeffrey S. . Probab. Surv. 1 (2004), 20-71 - Hobert, James P.; Jones, Galin L.; Presnell, Brett; Rosenthal, Jeffrey S. . Biometrika 89 (2002), no. 4, 731-743. - Jones, Galin L.; Haran, Murali; Caffo, Brian S.; Neath, Ronald . J. Amer. Statist. Assoc. 101 (2006), no. 476, 1537-1547. - Häggström, Olle; Rosenthal, Jeffrey S. . Electron. Comm. Probab. 12 (2007), 454-464 - Bednorz, Witold; Łatuszyński, Krzysztof; Latała, Rafał Electron. Commun. Probab. 13 (2008), 85-98.	room change: B3.03 (Maths)
Fri, March 4, 2011	Kasia	Roberts, G. & Tweedie, R. Exponential convergence of Langevin distributions and their discrete approximations Bernoulli, 1996, 2, 341-363
Fri, March 11, 2011		seminar cancelled-> see instead AMSTAT seminar poster session starting from 10am in "the street" - atrium where the main entrance to the maths part of the building is.
Fri, March 18, 2011	Alex	Joulin, A. & Ollivier, Y. Curvature, concentration, and error estimates for Markov chain Monte Carlo The Annals of Probability, 2010, 38, 2418-2442
Fri, March 25, 2011	Giorgos Sermaidis (Lancaster)	MCMC for exact inference for diffusions
Fri, April 1, 2011	Peter Windridge	Mixing times, cutoff and critical slowdown of certain MCMC algorithms for the Ising model.The focus will be Lubetzky/Sly's recent result
Fri, April 8, 2011	Peter Windridge	will continue
Term 3
Fri, May 6, 2011
Fri, May 13, 2011	Sebastian	Hairer, M.; Stuart, A.; Voss, J. & Wiberg, P. Analysis of SPDEs arising in path sampling. Part I: The Gaussian case Communications in Mathematical Sciences, 2005, 3, 587-603 Hairer, M.; Stuart, A. & Voss, J. Analysis of SPDEs arising in path sampling part II: The nonlinear case The Annals of Applied Probability, 2007, 17, 1657-1706	2 hours session
Fri, May 20, 2011		DENSITY APPROXIMATIONS FOR MULTIVARIATE AFFINE JUMP-DIFFUSION PROCESSES
Fri, May 27, 2011	Alberto	Kantas, N.; Doucet, A.; Singh, S. & Maciejowski, J. An overview of sequential Monte Carlo methods for parameter estimation in general state-space models
Fri, June 10, 2011
Fri, June 17, 2011	Sebastian	Non-asymptotic mixing of the MALA algorithm  Martin Hairer, N. Bou-Rabee and E. Vanden-Eijnden.	A1.01
???, ???, 2011	Alberto	continues on Kantas, N.; Doucet, A.; Singh, S. & Maciejowski, J. An overview of sequential Monte Carlo methods for parameter estimation in general state-space models	A1.01