RSS/EPSRC GRADUATE TRAINING PROGRAMME 2014

This is the third year in the current series of residential graduate training courses provided by the Royal Statistical Society with support from EPSRC. The courses are national and are mainly aimed at PhD students in their second and third years, though others may be interested in attending, especially early career researchers. Participants are welcome to attend both or either one of the one week courses.


Course 1 - Analysis of Spatial and Temporal Data

Monday 28th July 2014 - Friday 1st August 2014

School of Mathematics & Statistics, Newcastle University

 
PROFESSOR JON WAKEFIELD (University of Washington):
Title: Statistical Methods for Spatial and Spatio-Temporal Health Data

The following endeavours will be considered, for both point and count data:
- Disease mapping
- Cluster detection
- Spatio-temporal regression
- Small area estimation

Statistical methods will include:
- Bayesian estimation and computation, including Markov chain Monte Carlo (MCMC) and Integrated Nested Laplace Approximation (INLA)
- Markov random field models
- Geostatistical approaches
- Point Process Models
- Moving window methods
- Infectious disease models


followed by


PROFESSOR PIOTR FRYZLEWICZ (London School of Economics):
Title: Time Series Analysis with Applications in Finance

The topics covered will include:
- Introduction: Why do we need time series analysis? Stationarity, ARMA and (G)ARCH modelling, detrending and deseasonalising, spectral theory, estimation, forecasting
- Mathematics in time series analysis: Overview of some basic mathematical tools (using the example of a proof of consistency of the Maximum Likelihood Estimator in the GARCH model)
- Time series analysis in finance: Exploratory analysis of financial data, multivariate volatility modelling, can one predict future financial returns from the past? Portfolio construction, machine learning in financial forecasting, value-at-risk, basic trading strategies





Course 2 - Bayesian Modelling for Systems Biology

Monday 8th September 2014 - Friday 12th September 2014

School of Mathematics & Statistics, Newcastle University


PROFESSOR DARREN WILKINSON

The course will cover
- Markov processes in continuous time and their application to biological modelling
- Bayesian inference for hierarchical latent process models and state space models with intractable transition kernels, and associated computational algorithms
- Likelihood free (LF) methods of Bayesian inference, including approximate Bayesian computation (ABC) and particle MCMC (pMCMC) algorithms
- Discrete state jump processes and associated diffusion approximations described by stochastic differential equations

The course will emphasise model development, simulation and computationally intensive methods of inference based on realistic examples



The registration fee for GTP 2014 is £150 per one week course. Accommodation and subsistence will be provided free for EPSRC funded students only, from Sunday-Friday. Capacity is limited, and so places on the courses will be allocated on a first-come, first-served basis.  

The aim of the GTP is to provide a series of high level and specialist courses in Statistics and Applied Probability to graduate Statisticians. The 2014 GTP follows on from previous successful EPSRC/RSS programmes running from 2002-2007 and 2012-2013.

NB: Accommodation for "Bayesian Modelling for Systems Biology" will only be available Monday-Friday.

FOR FURTHER INFORMATION 
          visit: http://www.ncl.ac.uk/maths/gtp
        contact: [log in to unmask]

TO REGISTER
           visit: http://www.ncl.ac.uk/maths/gtp/registration