For more information: http:// www.imperial.ac.uk/mathsinstitute
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
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Half day meeting on advanced MCMC methods
Monday 13th March 2006
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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