2020-2021
2020/2021: The seminars happened on Microsoft Teams on Fridays 1pm UK time (or occasionally at different times).
If you are not affiliated with 糖心TV and wish to attend our seminars please register here.
If you would like to speak, or you want to be included in any emails, please contact one of the organisers.
2020-2021 Organisers: Alice CorbellaLink opens in a new window, Massimiliano Tamborrino, Jure Vogrinc
Website URL:
Mailing List Sign-Up:
Mailing List: algorithmseminar@listserv.csv.warwick.ac.uk (NB - only approved members can post)
Microsoft Teams Link (username/password same as for eduroam) available
2020/21 Term 3:
| Date | Speaker | Title | Abstract | Slides | Video |
| Week 1: 30/4 | Jure VogrincLink opens in a new window | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 2: 7/5 | AbstractLink opens in a new window | ||||
| Week 3: 14/5 | Andrea Bertazzi | Euler approximations for Piecewise deterministic Markov processes | AbstractLink opens in a new window | ||
| Week 4: 21/5 | Juan Kuntz NussioLink opens in a new window | Product-form estimators: exploiting independence to scale up Monte Carlo | AbstractLink opens in a new window | ||
| Week 5: 28/5 | The new BFFs in MCMC: Barker and Bernoulli | AbstractLink opens in a new window | |||
| Week 6: 4/6 | AbstractLink opens in a new window | SlidesLink opens in a new window | |||
| Week 7: 11/6 | Timoth茅e Stumpf-F茅tizonLink opens in a new window | Exact Bayesian Inference for Markov Switching Diffusions | AbstractLink opens in a new window | SlidesLink opens in a new window | |
| Week 8: 18/6 |
Information criteria for model choice in finite mixture models |
AbstractLink opens in a new window | |||
| Week 9: 25/6 | Deep Learning meets statistics: Improving neural networks with statistical theory | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 10: 2/7 | CANCELLED | DUE TO ISBA MEETING |
2020/21 Term 2:
| Date | Speaker | Title | Abstract | Slides | Video |
| Week 1: 15/1 (4pm UK time) | Postponed | AbstractLink opens in a new window | |||
| Week 2: 22/1 (4pm UK time) | MCMC Confidence Intervals and Biases Without CLTs | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 3: 29/1 | Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 4: 5/2 (4:30 UK time) | MCMC convergence bounds for reversible chains | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 5: 12/2 | Jaromir SantLink opens in a new window | Inference of natural selection from allele frequency time series data using exact simulation techniques | AbstractLink opens in a new window | SlidesLink opens in a new window | |
| Week 6: 19/2 |
Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data |
AbstractLink opens in a new window | |||
| Week 7: 26/2 | Sequential Monte Carlo algorithms for agent-based models of disease transmission | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 8: 5/3 |
Computational statistics for neuronal mathematical models
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AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 9: 12/3 (4 pm UK time) | Structure-preserving numerical integrators: classic methods, new perspectives | AbstractLink opens in a new window | |||
| Week 10: 19/3 | Optimization-centric Generalizations of Bayesian Inference | AbstractLink opens in a new window | SlidesLink opens in a new window |
This is the list of confirmed speakers, which will be continuously updated.
| Date | Speaker | Title | Abstract | Slides | Video |
| Week -2: 18/09 (12 UK time) | Approximate Bayesian analysis of (un)conditional copulas | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week -1: 25/09 | Joe MeagherLink opens in a new window | Bayesian Ancestral Reconstruction for Bat Echolocation | AbstractLink opens in a new window | SlidesLink opens in a new window | |
| Week0: 02/10 | On the convergence of an improved and adaptive kinetic simulated annealing | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 1: 09/10 | cancelled (OxWaSP workshop) | ||||
| Week 2: 16/10 (2pm UK time) | Sequential Monte Carlo for estimating parameters of differential equations | AbstractLink opens in a new window | SlidesLink opens in a new window | ||
| Week 3: 23/10 |
Part 1: Risk prediction and Risk prediction Part 2: Machine Learning in Julia and benchmarking results on predictive fairness. |
AbstractLink opens in a new window | |||
| Week 4: 30/10 (4pm UK time) | Lifted samplers for partially ordered discrete state-spaces | AbstractLink opens in a new window | |||
| Week 5: 6/11 | Richard EverittLink opens in a new window |
Rare event ABC-SMC^2 |
AbstractLink opens in a new window | SlidesLink opens in a new window | |
| Week 6: 13/11 | Letizia AngeliLink opens in a new window | Interacting Particle Systems Approximations of Feynman-Kac Formulae in continuous time | AbstractLink opens in a new window | SlidesLink opens in a new window | |
| Week 7: 20/11 | Exact Simulation of Self-Excited Point Process with Levy Driven OU | AbstractLink opens in a new window | |||
| Week 8: 27/11 (4pm UK time) |
COVID-19 data sources and their challenges for modelling and estimation
|
AbstractLink opens in a new window | |||
| Week 9: 4/12 | Suzie BrownLink opens in a new window | Asymptotic genealogies of sequential Monte Carlo algorithms | AbstractLink opens in a new window | ||
| Week 10: 11/12 | cancelled |
Some key phrases:
- Sampling and inference for diffusions
- Exact algorithms
- Intractable likelihood
- Pseudo-marginal algorithms
- Particle filters
- Importance sampling
- MCMC
- Adaptive MCMC
- Perfect simulation
- Markov chains
- Random structures
- Randomised algorithms