| 01:45pm - 02:00pm | Registration | |
| 02:00pm - 03:40pm | Strategies for multilevel Monte Carlo | Kody Law The University of Manchester, UK |
| 03:40pm - 04:00pm | Group Photo & Coffee Break | |
| 04:00pm - 04:50pm | Variable selection with big data based on zero norm and via sequential Monte Carlo | Jin-Chuan Duan National University of Singapore, Singapore |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm - 02:50pm | Some properties of Q-self-adjoint processes | Christophe Andrieu University of Bristol, UK |
| 02:50pm - 03:40pm | Limit theorems for sequential MCMC methods (PDF) | Axel Finke National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Dynamic degree-corrected blockmodels for social networks: a nonparametric approach (PDF) | Linda, Siew Li Tan National University of Singapore, Singapore |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Venue: Department of Statistics and Applied Probability Seminar Room, NUS (Block S16, #06-118, 6 Science Drive 2) | |
| 02:00pm - 02:50pm | Unbiased estimators and multilevel Monte Carlo | Matti Vihola University of Jyväskylä, Finland |
| 02:50pm - 03:40pm | Stable approximation schemes for optimal filters (PDF) | Joaquín Míguez Universidad Carlos III de Madrid, Spain |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Subspace acceleration for large-scale Bayesian inverse problems | Tiangang Cui Monash University, Australia |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm - 02:50pm | Bayesian static parameter estimation for partially observed diffusions using multilevel Monte Carlo (Video) | Kody Law The University of Manchester, UK |
| 02:50pm - 04:50pm | Uniform estimates for particle filters | Pierre Del Moral Institut National de Recherche en Informatique et en Automatique, France |
| 04:50pm - 05:10pm | Coffee Break | |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: Ajay Jasra, National University of Singapore, Singapore | |
| 02:00pm - 03:40pm | A short introduction to approximate Bayesian computation (ABC) | David Nott National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Approximating high-dimensional posteriors with nuisance parameters via integrated rotated Gaussian approximation | Willem van den Boom National University of Singapore, Singapore |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: Jeremie Houssineau, National University of Singapore | |
| 02:00pm - 03:40pm | On the benefits of correlating particles within SMC | Axel Finke National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | On the benefits of correlating particles within SMC | Axel Finke National University of Singapore, Singapore |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: Daniel Paulin, University of Oxford, UK | |
| 02:00pm - 02:50pm | A divide-and-conquer Bayesian approach to large-scale Kriging (PDF) | Cheng Li National University of Singapore, Singapore |
| 02:50pm - 03:40pm | Advancements of the EnKF: inverse problems and optimal transport | Neil Chada National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance (Video) | Jordan Franks University of Jyväskylä, Finland |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: David Nott, National University of Singapore, Singapore | |
| 02:00pm - 03:40pm | Inference for multi-object dynamical systems: methods and analysis | Jeremie Houssineau National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Inference for multi-object dynamical systems: methods and analysis | Jeremie Houssineau National University of Singapore, Singapore |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: Ajay Jasra, National University of Singapore, Singapore | |
| 02:00pm - 02:50pm | The birch probabilistic programming language (PDF) | Lawrence Murray Uppsala University, Sweden |
| 02:50pm - 03:40pm | Controlled sequential Monte Carlo | Jeremy Heng Harvard University, USA |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Monte Carlo computational methods for Stochastic nonlinear optimal control | Adrian Bishop Data61/CSIRO and University of Technology Sydney, Australia |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: Ajay Jasra, National University of Singapore, Singapore | |
| 02:00pm - 03:40pm | Sidestepping intractability by augmentation: auxiliary variable inference methods (Videos) | Matthew Graham National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Sidestepping intractability by augmentation: auxiliary variable inference methods (Videos) | Matthew Graham National University of Singapore, Singapore |
| 01:45pm - 02:00pm | Registration | |
| 02:00pm | Chair: David Nott, National University of Singapore, Singapore | |
| 02:00pm - 03:40pm | Ensemble Kalman filter and its performance in high dimension settings (PDF) | Thomson, Xin Tong National University of Singapore, Singapore |
| 03:40pm - 04:00pm | Coffee Break | |
| 04:00pm - 04:50pm | Posterior convergence analysis of α-stable processes | Neil Chada National University of Singapore, Singapore |