UNIVERSITY OF ST ANDREWS
MONDAY 15 NOVEMBER at 4 p.m. in Lecture Theatre D of the Mathematical Institute
Dr Nial FRIEL (University of Glasgow)
"Bayesian Model selection for partially observed diffusion models"
In this talk we present a method to tackle this problem using data
augmentation by treating the paths between observed points as missing
data. For a fixed model formulation, the strong dependence between
the missing paths and the volatility of the diffusion can be broken
down by adopting the recently presented method of Roberts and Stramer
(Biometrika, 2001). We describe how this method may be extended to
the case of model selection via reversible jump MCMC. In addition we
extend the formulation of a diffusion model to capture a potential
non-Markov state dependence in the drift. Issues of appropriate
choices of priors and efficient trans-dimensional proposal
distributions for the reversible jump algorithm are also addressed.
The approach is illustrated using simulated data and an example from
finance. This work is in collaboration with Petros Dellaportas
(Athens) and Gareth Roberts (Lancaster).
MONDAY 29 NOVEMBER at 4 p.m in Lecture Theatre A of the Mathematical Institute
Dr Sandra CATLIN (University of Nevada, Las Vegas - visiting
University of Strathclyde).
"Stochastic Modeling of Hematopoiesis"
This talk describes the application of stochastic modeling to
understanding stem cell behavior. Stem cells reside in the bone
marrow and are the cells from which all the constituents of blood
derive. Hematopoiesis is the multi-stage process in which stem
cells, through sequential division, differentiation, and maturation,
give rise to all types of circulating blood cells. Because stem
cells are difficult to identify, their behavior (e.g. rates of
self-replication and differentiation) must be inferred from
observations of partially differentiated progenitor cells. A
two-compartment hidden Markov model has been proposed to describe
samples of cells representative of this stage of development taken
over time from female Safari cats. We review several methods of
parameter estimation in the model, and the inherent difficulties
involved. We show how the model can be used to gain insight into
stem cell related diseases, such as chronic myelogenous leukemia, and
possible therapeutic strategies.
Tea will be available from 3.45 p.m. on both November 15 and November 29.
Visitors will be very welcome.
Further information from:
Dr I B J Goudie email: [log in to unmask]