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CRiSM Workshop: Estimating Constants


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20 - 22 April 2016, Department of Statistics, University of Warwick

Scope

This workshop focussed on computational methods for approximating challenging normalising constants. Such methods may be used in a wide range of problems: to compute intractable likelihoods, to find the evidence in Bayesian model selection, and to compute the partition function in Physics. The workshop brought together different communities working on these related problems, some of which have developed original if little advertised solutions. It also highlighted the novel challenges associated with large data and highly complex models.

Information

Talks

Christophe Andrieu (Estimating likelihood ratios in latent variable models and its application in MCMC)
Yves Atchadé (A Scalable quasi-Bayesian framework for graphical models, slides)
Michael Betancourt (Adiabatic Monte Carlo, slides)
Nicolas Chopin (The Poisson transform for unnormalised statistical models, slides)
Michael Gutmann
(Noise-contrastive estimation and its generalizations, slides)
Merrilee Hurn (Power posteriors +, slides)
Pierre Jacob (Coupling Particle Systems, slides)
Adam Johansen (Some Perspectives on Sequential Monte Carlo and Normalising Constants, slides)
Anne-Marie Lyne (Russian roulette estimates for Bayesian inference of doubly-intractable models, slides)
Jean-Michel Marin (Hidden Gibbs random fields model selection using Block Likelihood Information Criterion, slides)
Antonietta Mira
(Reduced-Variance Estimation with Intractable Likelihoods, slides)
Sumit Mukherjee (Mean field Ising models, slides)
Chris Sherlock (Pseudo-marginal MCMC using averages of unbiased estimators, slides)
Panayiota Touloupou (Bayesian model selection for partially observed epidemic models, slides)
Roberto Trotta (Estimating Bayes Factors for Cosmological Applications, slides)

The abstracts of these talks are available here

Schedule

All talks took place in MS.01, Zeeman building.

April 20, 2016
11:00 — 11:45: Registration and coffee
11:45 — 12:30: Adam Johansen
12:30 — 14:00: Lunch
14:00 — 14:45: Anne-Marie Lyne
14:45 — 15:30: Pierre Jacob
15:30 — 16:00: Coffee break
16:00 — 16:45: Roberto Trotta
16:45 — 18:00: ‘Elevator’ talks
18:00 — 20:00: Poster session, Cheese and wine


April 21, 2016

9:00 — 9:45: Michael Betancourt
9:45 — 10:30: Nicolas Chopin
10:30 — 11:00: Coffee break
11:00 — 11:45: Merrilee Hurn
11:45 — 12:30: Jean-Michel Marin
12:30 — 14:00: Lunch
14:00 — 14:45: Sumit Mukherjee
14:45 — 15:30: Yves Atchadé
15:30 — 16:00: Coffee break
16:00 — 16:45: Michael Gutmann
16:45 — 17:30: Panayiota Touloupou
19:00 — 22:00: Dinner

April 22, 2016
9:00 — 9:45: Chris Sherlock
9:45 — 10:30: Christophe Andrieu
10:30 — 11:00: Coffee break
11:00 — 11:45: Antonietta Mira


Organisers

Nial Friel (University College Dublin)
Helen Ogden (University of Warwick)
Christian Robert (University of Warwick)

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