*Organiser*: Mathieu Gerber

- Ioanna Manolopoulou

Computationally efficient methods for Value of Information measures

Friday 15th November 2019, 2:00 pm – 2:45 pm

Fry Building, G.13 - Andi Wang

Regeneration-enriched Markov processes with application to Monte Carlo

Friday 15th November 2019, 3:00 pm – 3:45 pm

Fry Building, G. 13 - Jordan Franks

Friday 29th November 2019, 2:00 pm – 2:45 pm

Fry Building, G.13 - Weining Wang

Friday 31st January 2020, 2:00 pm – 2:45 pm

Fry Building, G.13

### Related Seminars:

- Andi Wang

Regeneration-enriched Markov processes with application to Monte Carlo

Friday 15th November 2019, 3:00 pm – 3:45 pm

Fry Building, G. 13

### Past Seminars:

- Alexander Buchholz

Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo

Friday 1st November 2019 - Jonathan Huggins

Using bagged posteriors for robust inference and model criticism

Wednesday 23rd October 2019 - Francois-Xavier Briol

Statistical Inference for Generative Models with Maximum Mean Discrepancy

Friday 18th October 2019 - Lorenzo Rimella

Exploiting locality in high-dimensional factorial hidden Markov models

Friday 18th October 2019 - Josua Gösmann

Sequential change point detection

Friday 4th October 2019 - Yunxiao Chen

A Latent Factor Model with a Nonnegative Component with Application to Cheating Detection in Educational Testing

Friday 3rd May 2019 - Alexey Onatskiy

Spurious factor analysis

Friday 3rd May 2019 - Matt Nunes

Complex-valued wavelet lifting transforms for signal processing

Friday 29th March 2019 - Daniel Paulin

Connections between optimization and sampling

Friday 29th March 2019 - Konstantinos Fokianos

Testing independence for multivariate time series via the auto-distance correlation matrix

Friday 15th March 2019 - Patrick Rebeschini

On the Interplay between Statistics, Computation and Communication in Decentralised Learning

Friday 15th March 2019 - Richard Samworth

Classification with imperfect training labels

Friday 1st March 2019 - Alexandra Carpentier

Sparsity testing in the linear regression model

Friday 1st March 2019 - Sandipan Roy

Network Heterogeneity and Strength of Connections

Friday 15th February 2019 - Rachael Hughes

Selection bias when estimating average treatment effects using one-sample instrumental variable analysis

Friday 15th February 2019 - Simon Wood

Smooth regression modelling

Friday 1st February 2019 - Rajen Shah

Low-priced lunch in conditional independence testing

Friday 30th November 2018 - Michael Fop

The Infinite Latent Position Cluster Model for Multivariate Networks

Friday 30th November 2018 - Tiangang Cui

Optimization-based Sampling Approaches for Bayesian Inference

Friday 23rd November 2018 - Nicolas Chopin

Noise contrastive estimation: asymptotics, comparison with MC-MLE

Friday 23rd November 2018 - Ioannis Kontoyiannis

Identifying Temporal Structure in Discrete Time Series

Friday 16th November 2018 - Heather Battey

Large numbers of explanatory variables

Friday 16th November 2018 - Kody Law

Bayesian Static Parameter Estimation for Partially Observed Diffusions using Multilevel Monte Carlo

Friday 19th October 2018 - Catalina Vallejos

Robust differential variability testing for single-cell RNA sequencing data

Friday 19th October 2018 - George Deligiannidis

Friday 5th October 2018 - Tobias Kley

Model assessment for time series dynamics using copula spectral densities: a graphical tool

Friday 5th October 2018 - Matthew Dixon

Takeuchi’s Information Criteria as a form of Regularization

Friday 25th May 2018 - Daniel Farewell

Missing at random: a stochastic process perspective

Friday 4th May 2018 - Murray Pollock

Monte Carlo Fusion: Unifying Distributed Analyses

Friday 4th May 2018 - Matteo Fasiolo

Fast calibrated additive quantile regression

Friday 20th April 2018 - Sara Geneletti

Identifying values for missing crime severity using constraints

Friday 20th April 2018 - Marco Banterle

Bayesian inference on high-dimensional Seemingly Unrelated Regression, applied to metabolomics data

Friday 23rd March 2018 - Eike Mueller

Multilevel Monte Carlo Methods in Atmospheric Dispersion Modelling

Friday 23rd March 2018 - Alexander Shestopaloff

Sampling Latent States for High-Dimensional Non-Linear State Space Models with the Embedded HMM Method

Friday 9th March 2018 - Varun Jog

Teaching and learning in uncertainty

Friday 2nd March 2018 - Zhe Sha

Bayesian Hierarchical modelling of large scale geo-spatial processes

Friday 26th January 2018 - Daniel Williamson

What if we’re looking in the wrong directions? Optimal calibration of computer models with spatio-temporal output

Friday 26th January 2018 - Richard Morey

The fallacy of placing confidence in confidence intervals

Friday 8th December 2017 - Randal Douc

Posterior consistency for partially observed Markov models

Friday 8th December 2017 - Ilaria Prosdocimi

The use of historical data to estimate the frequency of rare events: some practical challenges

Friday 24th November 2017 - Remi Bardenet

Monte Carlo with determinantal point processes

Friday 24th November 2017 - Koko Kayibi

Sampling Contingency Tables

Friday 10th November 2017 - Sarah Heaps

Identifying the effect of public holidays on daily demand for gas

Friday 10th November 2017 - Jere Koskela

Scaling limits of sequential Monte Carlo genealogies

Friday 27th October 2017 - Sergio Bacallado

Unbiased estimation and prediction in the hierarchical two-parameter Poisson-Dirichlet process

Friday 27th October 2017 - Benjamin Bloem-Reddy

Preferential attachment, vertex arrival times, and probabilistic symmetries in random graphs

Friday 13th October 2017 - Theresa Smith

Age-period-cohort models for cancer incidence and mortality

Friday 13th October 2017 - Clara Grazian

A Flexible Bayesian Model for Clustering Seasonal Time Series With Linear and Circular Components

Friday 29th September 2017 - Kari Heine

Parallelising particle filters with butterfly interactions

Friday 29th September 2017 - Alexandre Bouchard-Côté

Monte Carlo without rejection

Friday 28th April 2017