Programme
The workshop will start around midday on Wednesday 20 June and finish around midday on Friday 22 June.
All talks will take place in Room 2.98, Armstrong Building at Newcastle University. Each talk will last 40 minutes with 5 minutes for questions.
Submissions for contributed talks or posters is encouraged for those who wish to exhibit their research in the field of intractable likelihood at the workshop. All submitted posters will be on display during an evening poster session on the first day. If you wish to give a contributed talk or submit a poster, please indicate this when you register. Note that no abstract is required for posters, only a title.
The workshop dinner will take place at Caffe Vivo on the Quayside on the Thursday evening, please indicate if you want to attend when you register. There is an additional charge for the dinner.
Day 1: Wednesday 20 June 2018
| 12:00 - 13:00 | Registration |
| Session 1 | Chair - Darren Wilkinson |
| 13:00 - 13:45 | Gareth Roberts (University of Warwick) |
| Tempered Gibbs sampling |
|
| 13:45 - 14:30 | Chris Oates (Newcastle University) |
| Stein's method for computation with an intractable likelihood | |
| 14:30 - 15:15 | Theo Papamarkou (University of Glasgow) |
| Geometric adaptive Monte Carlo in random environment | |
| 15:15 - 15:45 | Coffee Break |
| Session 2 | Chair - Wentao Li |
| 15:45 - 16:30 | Benedict Leimkuhler (University of Edinburgh) |
| Enhanced sampling of high dimensional probability distributions using stochastic differential equations | |
| 16:30 - 17:15 | Murray Pollock (University of Warwick) |
| Monte Carlo fusion: unifying distributed analysis | |
| 17:30 - 19:00 | Poster Session |
Day 2: Thursday 21 June 2018
| Session 1 | Chair - Louis Aslett |
| 09:30 - 10:15 | Jim Griffin (University of Kent) |
| Some adaptive MCMC schemes for variable selection problems | |
| 10:15 - 10:45 | Coffee Break |
| Session 2 | j-ISBA session. Chair - Matt Moores |
| 10:45 - 11:30 | Jochen Kursawe (University of Manchester) |
| Approximate Bayesian computation reveals the importance of repeated measurements for parameterising cell-based models of growing tissues | |
| 11:30 - 12:15 | Leah South (Queensland University of Technology) |
| Bayesian synthetic likelihood: a parametric alternative to standard ABC | |
| 12:15 - 14:00 | Lunch |
| Session 3 | j-ISBA session. Chair - Sam Livingstone |
| 14:00 - 14:45 | Alexander Buchholz (ENSAE-CREST) |
| Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo | |
| 14:45 - 15:30 | Felipe Medina Aguayo (University of Reading) |
| Bayesian model comparison avoiding reversible jump | |
| 15:30 - 16:00 | Coffee Break |
| Session 4 | Chair - Murray Pollock |
| 16:00 - 16:45 | Dennis Prangle (Newcastle University) |
| Variational inference for stochastic differential equations | |
| 16:45 - 17:30 | Kody Law (University of Manchester) |
| Bayesian static parameter estimation for partially observed diffusions using multi-level Monte Carlo | |
| 19:30 + | Workshop Dinner at Caffe Vivo, Quayside |
Day 3: Friday 22 June 2018
| Session 1 | Chair - Gareth Roberts |
| 09:30 - 10:15 | Ruth King (University of Edinburgh) |
| A semi-complete data likelihood approach for intractable likelihoods | |
| 10:15 - 11:00 | Chris Sherlock (Lancaster University) |
| Explicit non-reversible contour-hugging MCMC |
|
| 11:00 - 11:30 | Coffee break |
| Session 2 | Chair - Gareth Roberts |
| 11:30 - 12:15 | Jeff Rosenthal (University of Toronto) |
| Adaptive MCMC for everyone | |
| 12:15 | Close |
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