Isaac Newton Institute for Mathemtical Sciences EC SUMMER SCHOOL BAYESIAN SIGNAL PROCESSING 19 - 31 July 1998 Organisers: WJ Fitzgerald (Cambridge), RL Smith (North Carolina), AT Walden (Imperial), PC Young (Lancaster) The main focus and thrust of this workshop will be that Bayesian methods provide a unifying methodology whereby different kinds of mathematical models may be examined within a common statistical framework. The workshop will bring together the statistical and computational expertise of leading statisticians and the modelling expertise of mathematicians and subject matter specialists, with the broad objective of developing new signal processing tools which make efficient use of modern computational resources while combining the most up-to-date research of both groups of specialists. Specific topics to be covered include: - Bayesian methods in general and numerical methods in particular; - Nonlinear and nonstationary time series estimation; - Forecasting and changepoint modelling; - Nonlinear signal processing in econometrics and financial time series; - Dynamical systems and statistics; - Environmental applications and spatial data analysis. The workshop will take place at the start of a six month programme on Nonlinear and Nonstationary Signal Processing to be held at the Isaac Newton Institute in Cambridge (July - Dec 1998), where it is hoped that many of the problems identified during the workshop will be studied in detail by the participants. Grants: The conference is supported by a grant from the European Community which will provide funding towards the registration, travel and subsistence costs of selected young (under 35 years) participants. Applications from women and anyone living in Greece, Ireland and Portugal and other less favoured regions of the European Community are particularly encouraged. Other limited funds exist for participants from outside the EC. Self-supporting applications of any age and nationality are welcome. Applications: The workshop will take place at the Newton Institute and accommodation for participants will be provided at Christ's College. The conference package costs £650, which includes registration fees, accommodation, breakfast and evening meals plus lunch and refreshments during the days that lectures take place. Further Information and Application Forms: are available from the WWW at http://www.newton.cam.ac.uk/programs/nspw01.html Completed application forms should be sent to Heather Hughes at the Newton Institute, or via email to [log in to unmask] The programme home page is at http://www.newton.cam.ac.uk/programs/nsp.html **Closing Date for the receipt of applications is 24 April 1998** %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%