09:45am - 10:00am | Registration | |
10:00am | Chair: Ajay Jasra, National University of Singapore, Singapore | |
10:00am - 10:50am | Reversible proposal MCMC with heavy-tailed target distributions (PDF) | Kengo Kamatani Osaka University, Japan |
10:50am - 11:40am | Unbiased inference for discretely observed hidden Markov model diffusions | Jordan Franks University of Jyväskylä, Finland |
11:40am - 11:55am | Group Photo & Coffee Break | |
11:55am - 12:45pm | An overview of parallel and distributed MCMC methods (PDF) | Cheng Li National University of Singapore, Singapore |
12:45pm - 02:00pm | Lunch Break | |
02:00pm | Chair: Kengo Kamatani, Osaka University, Japan | |
02:00pm - 02:50pm | An easy-to-use empirical likelihood ABC method (PDF) | Sanjay Chaudhuri National University of Singapore, Singapore |
02:50pm - 03:40pm | Multilevel Monte Carlo and transport maps | Jeremie Houssineau National University of Singapore, Singapore |
03:40pm - 04:00pm | Coffee Break | |
04:00pm - 04:50pm | Bayesian changepoint detection in cyber-security | Nick Heard Imperial College London, UK |
09:45am - 10:00am | Registration | |
10:00am | Chair: David Nott, National University of Singapore, Singapore | |
10:00am - 10:50am | The bouncy particle sampler in practice (PDF) | Alexandre Thiery National University of Singapore, Singapore |
10:50am - 11:40am | Hamiltonian descent methods for optimization | Daniel Paulin University of Oxford, UK |
11:40am - 11:55am | Coffee Break | |
11:55am - 12:45pm | Adaptive community detection via fused l-1 penalty | Yunjin Choi National University of Singapore, Singapore |
12:45pm - 02:00pm | Lunch Break | |
02:00pm - 02:50pm | Chair: Kengo Kamatani, Osaka University, Japan | |
02:00pm - 02:50pm | Gaussian variational approximation with structured covariance matrices | David Nott National University of Singapore, Singapore |
02:50pm - 03:40pm | Spatially smooth local ensemble transform particle filtering (Video) | Matthew Graham National University of Singapore, Singapore |
03:40pm - 04:00pm | Coffee Break | |
04:00pm - 04:50pm | Utilising inference in state-space models with multiple paths from conditional sequetial Monte Carlo (PDF) | Sinan Yildirim Sabancı University, Turkey |
09:45am - 10:00am | Registration | |
10:00am | Chair: Kengo Kamatani, Osaka University, Japan | |
10:00am - 10:50am | Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks (PDF) | Linda, Siew Li Tan National University of Singapore, Singapore |
10:50am - 11:40am | Bayesian nonparametric modelling of recurrent event processes | Maria De Iorio University College London, UK |
11:40am - 11:55am | Coffee Break | |
11:55am - 12:45pm | Localization for MCMC (PDF) | Thomson, Xin Tong National University of Singapore, Singapore |
12:45pm - 02:00pm | Lunch Break | |
02:00pm | Chair: Ajay Jasra, National University of Singapore, Singapore | |
02:00pm - 02:50pm | BPS and randomised HMC (PDF) | George Deligiannidis University of Oxford, UK |
02:50pm - 03:40pm | Asset return predictability from a Bayesian perspective (Video) | Benjamin Poignard Osaka University, Japan |
03:40pm - 04:00pm | Coffee Break |