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Half day meeting on advanced MCMC methods
Monday 13th March 2006
Organised jointly by the IMS Biostatistics Programme (S Richardson)
and the Mathematics Department (D Crisan)
Room 341, Huxley Building
180 Queen's Gate SW7 2AZ
South Kensington Campus
14.00 Particle Filters for Partially Observed Diffusions: Avoiding Time-Discretisation
Dr Paul Fearnhead, Lancaster University
14.45 Convergence of adaptive sampling schemes
Professor Christian Robert, Université de Paris
15.30 Break for Tea and Coffee
16.00 On the pseudo-marginal Hastings-Metropolis algorithm
Dr Christophe Andrieu, University of Bristol
16.45 McKean-Vlasov representation for the filtering problem in continuous time
Dr Dan Crisan, Imperial College
17.30 Closing
For more information: http:// www.imperial.ac.uk/mathsinstitute
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