Institute for Mathematical Sciences Event Archive

Closing Workshop

(19 - 21 September 2018)

Venue: IMS Auditorium
PDF Abstracts

Wednesday, 19 Sep 2018

09:45am - 10:00amRegistration
10:00amChair: 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

(PDF) (Video)



Jordan Franks
University of Jyväskylä, Finland
11:40am - 11:55amGroup 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 - 02:00pmLunch Break
02:00pmChair: 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

(PDF) (Video)



Jeremie Houssineau
National University of Singapore, Singapore
03:40pm - 04:00pmCoffee Break
04:00pm - 04:50pm

Bayesian changepoint detection in cyber-security



Nick Heard
Imperial College London, UK

Thursday, 20 Sep 2018

09:45am - 10:00amRegistration
10:00amChair: 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

(PDF) (Video)



Daniel Paulin
University of Oxford, UK
11:40am - 11:55amCoffee Break
11:55am - 12:45pm

Adaptive community detection via fused l-1 penalty



Yunjin Choi
National University of Singapore, Singapore
12:45pm - 02:00pmLunch Break
02:00pm - 02:50pmChair: Kengo Kamatani, Osaka University, Japan
02:00pm - 02:50pm

Gaussian variational approximation with structured covariance matrices

(PDF) (Video)



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 - 04:00pmCoffee 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

Friday, 21 Sep 2018

09:45am - 10:00amRegistration
10:00amChair: 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

(PDF) (Video)



Maria De Iorio
University College London, UK
11:40am - 11:55amCoffee Break
11:55am - 12:45pm

Localization for MCMC

(PDF)



Thomson, Xin Tong
National University of Singapore, Singapore
12:45pm - 02:00pmLunch Break
02:00pmChair: 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 - 04:00pmCoffee Break