June, 2-4, 2005
| PROGRAMME |
| 13.00 | - | 14.30 | Registration at Villa Monastero |
| Session 1. Chair: Fabrizio Ruggeri (CNR IMATI, Italy) | |||
| 14.30 | - | 15.15 | Mike West (Duke University, USA): |
| Stochastic Search & MCMC on "Big" Model Spaces | |||
| 15.15 | - | 16.00 | Philip O'Neill (*) (Nottingham, UK) and N. Demiris (Cambridge, UK): |
| Bayesian inference for stochastic epidemics using random graphs | |||
| 16.00 | - | 16.30 | Coffee break |
| Session 2. Chair: Sonia Petrone (Università Bocconi, Italy) | |||
| 16.30 | - | 17.00 | Sara Pasquali (CNR IMATI, Italy): |
| Bayesian and Classical Inference for a Stochastic Predator-Prey System | |||
| 17.00 | - | 17.30 | Havard Rue (Norwegian University of Science and Technology, Norway): |
| Approximative
Deterministic Bayesian Inference for Hierarchical Gaussian Markov Random Field Models |
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| 17.30 | - | 18.00 | Alexandra M.
Schmidt (*) (UFRJ, Brazil), Bruno Sansò (UCSC, USA) and Aline A. Nobre (UFRJ, Brazil): |
| Spatio-temporal models based on spatial discrete convolutions | |||
| 19.00 | - | Welcome party (and dinner) at Hotel Villa Cipressi |
| Session 3. Chair: Fabio Spizzichino (Università di Roma ``La Sapienza'', Italy) | |||
| 9.00 | - | 9.45 | Simon Godsill (*) and Gary Yang (Cambridge, UK): |
| Inference for Gaussian and non-Gaussian continuous-time ARMA processes | |||
| 9.45 | - | 10.30 | Mathieu
Kessler (*) (Universidad Politecnica de Cartagena, Spain), Omiros Papaspiliopoulos (University of Lancaster, UK) and Rui Paulo (University of Bristol, UK): |
| Objective priors for spatial Gaussian processes | |||
| 10.30 | - | 11.00 | Coffee break |
| Session 4. Chair: Mike Wiper (Universidad Carlos III, Spain) | |||
| 11.00 | - | 11.20 | Matthew Beal (*) (SUNY Buffalo, USA) and Yee Whye Teh (UC Berkeley, USA): |
| Efficient
Sampling Strategies for the Hierarchical Dirichlet Process: with Application to the Infinite Hidden Markov Model and its Variants |
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| 11.20 | - | 11.40 | Alexandros Beskos (University of Lancaster, UK) |
| Exact inference for diffusion processes using MCMC | |||
| 11.40 | - | 12.00 | Paul G. Blackwell (*) and K. J. Harris (University of Sheffield, UK) |
| Bayesian
radio-tracking: inference for diffusions in heterogeneous environments |
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| 12.00 | - | 12.20 | Paolo Bulla (*) and Pietro Muliere (Università Bocconi, Italy): |
| Bayesian nonparametric estimation for reinforced Markov renewal processes | |||
| 12.20 | - | 12.40 | Lehel Csato
(*) and Manfred Opper (Max Planck Institute, Germany) |
| Efficient
Gaussian Process Inference |
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| 12.40 |
- |
17.30 |
Free afternoon |
| Session 5. Chair: Bruno Sansò (UC Santa Cruz, USA) | |||
| 17.30 |
- |
18.00 |
Hedibert Lopes (*) and Carlos
Carvalho (University of Chicago, USA): |
| Factor
models with time-varying loadings and regime switching |
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| 18.00 |
- |
18.30 |
David Stephens (*) and Matthew
Gander (Imperial College London, UK): |
| Inference
for Volatility Models driven by Levy Processes |
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| 18.30 |
- |
19.00 |
Jonathan Stroud (*)
(Pennsylvania, USA), Michael Johannes (Columbia, USA) and Nicholas Polson (Chicago, USA): |
| Sequential
Parameter Estimation in Stochastic Volatility Models with Jumps |
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| 19.00 |
- |
21.00 |
Dinner time |
| 21.00 |
- |
23.00 |
Poster session. Chair: Antonio Pievatolo (CNR IMATI, Italy) |
| Session 6. Chair: Jay Kadane (Carnegie Mellon, USA) | |||
| 9.00 | - | 9.45 | Alan Gelfand (Duke University): |
| Multivariate Spatial Process Modelling | |||
| 9.45 | - | 10.30 | Pier Luigi
Conti (Università di Roma ``La
Sapienza'', Italy) |
| Bayesian nonparametric inference on solutions of renewal equations | |||
| 10.30 | - | 11.00 | Coffee break |
| Session 7. Chair: Juan Antonio Cano (Universidad de Murcia, Spain) | |||
| 11.00 | - | 11.30 | Daniela
Golinelli (RAND, USA) |
| Bayesian
inference in a hidden stochastic two-compartment model for feline hematopoiesis |
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| 11.30 | - | 12.00 | Jesus Palomo
(*) (SAMSI, USA) and David Dunson (NIEHS, USA) |
| Bayesian structural equation models with latent variables | |||
| 12.00 | - | 12.30 | Darren
Wilkinson (University of Newcastle, UK): |
| Bayesian Inference for Biochemical Network Dynamics | |||
| 12.30 | - | 14.30 | Lunch time |
| Session 8. Chair: Renata Rotondi (CNR IMATI, Milano) | |||
| 14.30 | - | 15.00 | Athanasios
Kottas (*) (UCSC, USA), Jason Duan and Alan Gelfand (Duke, USA) |
| Bayesian Nonparametric Spatio-temporal Modeling for Disease Incidence Data | |||
| 15.00 | - | 15.30 | Ramses Mena
(*) (UNAM, Mexico) and Stephen Walker (Bath, UK) |
| Representation of some Markov Models via Predictive Distributions | |||
| 15.30 |
- |
16.00 |
Andrea Ongaro
(Università
di Milano Bicocca, Italy) |
| A
new random re-labelling scheme for posterior calculations of symmetric prior processes |
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| 16.00 | - | 16.30 |
Coffee break |
| Session 9. Chair: Carmen Armero (Universitat de Valencia, Spain) | |||
| 16.30 |
- |
16.50 |
Andrew Golightly (*) and Darren Wilkinson (University of Newcastle, UK): |
| Bayesian
sequential inference for nonlinear multivariate diffusions |
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| 16.50 |
- |
17.10 |
Samuel Kou (*), Sunney Xie and
Jun Liu (Harvard University, USA): |
| Bayesian Analysis of Stochastic Models in Single Molecule Biophysics | |||
| 17.10 |
- |
17.30 |
Osnat Stramer (*) and Jun Yan
(University of Iowa, USA): |
| Parametric
inference for partially observed diffusion processes: a comparison study |
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| 17.30 |
- |
17.50 |
Elisa Varini (*) and Renata Rotondi (CNR IMATI, Italy): |
| A sequential particle filter for a continuous-time state-space model | |||
| 17.50 |
- |
18.10 |
Krisztina Vasas (*), Peter Elek and Laszlo Markus (Eotvos Lorand University, Hungary): |
| A regime switching time series model of daily river flows | |||
| 20.00 | - |
Farewell dinner at Eremo Gaudio | |
| (*) denotes the speaker |