| 09:45am - 10:00am | Registration | |
| 10:00am - 10:50am | Hierarchical Mat'ern fields and Cauchy difference priors for Bayesian inversion | Lassi Roininen Lappeenranta University of Technology, Finland |
| 10:50am - 11:40am | Geometrically convergent simulation of the extrema of Levy processes | Aleksandar Mijatović University of Warwick & The Alan Turing Institute, UK |
| 11:40am - 11:55am | Group Photo & Coffee Break | |
| 11:55am - 12:45pm | On some stability and uniform fluctuation estimates of ensemble Kalman-Bucy filters | Adrian Bishop Data61/CSIRO and University of Technology Sydney, Australia |
| 12:45pm - 02:00pm | Lunch Break | |
| 02:00pm - 02:50pm | Extending simulation-based Bayesian inference to higher dimensions | Christopher Drovandi Queensland University of Technology Brisbane, Australia |
| 02:50pm - 03:40pm | Particle filters in high dimensions | Dan Crisan Imperial College London, UK |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Langevin MCMC: theory and methods | Eric Moulines École Polytechnique, France |
| 09:45am - 10:00am | Registration | |
| 10:00am - 10:50am | Approximate Bayesian forecasting | Gael M. Martin Monash University, Australia |
| 10:50am - 11:40am | Particle rolling MCMC with double block sampling: conditional SMC update approach | Yasuhiro Omori University of Tokyo, Japan |
| 11:40am - 11:55am | Coffee Break | |
| 11:55am - 12:45pm | Spectral embedding of networks (PDF) | Patrick Rubin-Delanchy University of Bristol, UK |
| 12:45pm - 02:00pm | Lunch Break | |
| 02:00pm - 02:50pm | Unbiased Hamiltonian Monte Carlo with couplings | Jeremy Heng Harvard University, USA |
| 02:50pm - 03:40pm | The coupled conditional backward sampling particle filter | Sumeetpal Singh University of Cambridge, UK |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Approximate Bayesian computation with the Wasserstein distance | Christian Robert University of Warwick, UK and Université Paris-Dauphine, France |
| 09:45am - 10:00am | Registration | |
| 10:00am - 10:50am | Histogram-free multicanonical Monte Carlo Sampling method for statistical physics of systems with continous phase space | Markus Eisenbach Oak Ridge National Laboratory, USA |
| 10:50am - 11:40am | High-dimensional Inferencing for multi-object dynamical systems (PDF) | Ba-Ngu Vo Curtin University, Australia |
| 11:40am - 11:55am | Coffee Break | |
| 11:55am - 12:45pm | Delayed sampling and automatic Rao-Blackwellization of probabilistic programs (PDF) | Lawrence Murray Uppsala University, Sweden |
| 12:45pm - 02:00pm | Lunch Reception at IMS | |
| 02:00pm - 02:50pm | Particle filtering for stochastic Navier-Stokes signal observed with additive noise | Nikolas Kantas Imperial College London, UK |
| 02:50pm - 03:40pm | Bayesian nonparametric autoregressive models via latent variable representation | Maria De Iorio University College London, UK |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | On the hyporcoercivity of PDMP-Monte Carlo processes | Christophe Andrieu University of Bristol, UK |
| 09:45am - 10:00am | Registration | |
| 10:00am - 10:50am | Nonlinear filtering with local couplings | Youssef M. Marzouk Massachusetts Institute of Technology, USA |
| 10:50am - 11:40am | Optimisation-based sampling approaches for hierarchical Bayesian inference | Tiangang Cui Monash University, Australia |
| 11:40am - 11:55am | Coffee Break | |
| 11:55am - 12:45pm | Variance estimation in the particle filter | Anthony Lee University of Bristol, UK |
| 12:45pm - 02:00pm | Lunch Break | |
| 02:00pm - 02:50pm | The correlated pseudo marginal method (PDF) | Michael Pitt King's College London, UK |
| 02:50pm - 03:40pm | Filtering and smoothing through Lagrangian interacting particle representations | Sebastian Reich Universität Potsdam, Germany |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces | Pierre Del Moral Institut National de Recherche en Informatique et en Automatique, France |
| 09:45am - 10:00am | Registration | |
| 10:00am - 10:50am | Distributions of persistence diagrams and approximations (PDF) | Vasileios Maroulas University of Tennessee, USA |
| 10:50am - 11:40am | High-dimensional Bayesian semiparametric quantile models (Video) | Taeryon Choi Korea University, Korea |
| 11:40am - 11:55am | Coffee Break | |
| 11:55am - 12:45pm | Importance sampling type estimators based on approximate marginal MCMC | Matti Vihola University of Jyväskylä, Finland |
| 12:45pm - 02:00pm | Lunch Break | |
| 02:00pm - 02:50pm | Biased importance sampling schemes and the weight degeneracy problem | Joaquín Míguez Universidad Carlos III de Madrid, Spain |
| 02:50pm - 03:40pm | The Viterbi process and parallelized estimation in high-dimensions | Nick Whiteley University of Bristol, UK |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Piecewise-deterministic Markov chain Monte Carlo schemes (Video) | Arnaud Doucet University of Oxford, UK |