BISP6

Sixth Workshop on

BAYESIAN INFERENCE IN STOCHASTIC PROCESSES

Accademia Cusano, Bressanone/Brixen (BZ), Italy

June, 18-20, 2009

PROGRAMME

Thursday June 18th

13.00	-	14.30	Registration at Accademia Cusano
			Session 1. Chair: Antonio Pievatolo (CNR IMATI, Italy)
14.30	-	15.15	Sylvia Fruhwirth-Schnatter(*) and Helga Wagner (Johannes Kepler University, Austria)
			Stochastic Model Specification Search for State Space Models
15.15	-	16.00	Jim Griffin (University of Kent, UK)
			Semiparametric Models for Financial Data
16.00	-	16.30	Coffee break
			Session 2. Chair: Sonia Petrone (Università Bocconi, Italy)
16.30	-	16.50	Tom Fricker(*) and Jeremy Oakley (University of Sheffield, UK)
			Emulators for Multiple Output Computer Models
16.50	-	17.10	Qiming Lv(*), P.G. Blackwell, C.E. Buck, M. Charles, G. Jones (University of Sheffield, UK) and S. Colledge (University College London, UK)
			Network-based spatio-temporal modelling of the first arrival of prehistoric agriculture in Europe
17.10	-	17.30	Anandamayee Majumdar(*) (Arizona State University, USA), Debashis Paul (University of California Davis, USA) and Dianne Bautista (Ohio State University, USA)
			A Bayesian Approach to Modeling Multivariate Nonstationary Spatial Processes using Generalized Convolution method
17.30	-	17.50	Mark F.J. Steel(*) and Thais C.O. Fonseca (University of Warwick, UK)
			Non-Gaussian Bayesian spatiotemporal modeling
17.50	-	18.10	Marc A. Suchard (University of California Los Angeles, USA)
			Spatial-Temporal Processes in Phylogenetics
20.00	-		Welcome dinner at Hotel Gruener Baum

Friday June 19th

			Session 3. Chair: Simon Wilson (Trinity College Dublin, Ireland)
9.00	-	9.45	Nozer D. Singpurwalla (George Washington University, USA)
			The Lattice QCD Problem of Particle Physics and its Bayesian Analysis
9.45	-	10.30	Gareth O. Roberts (*), Yvo Pokern, Omiros Papaspiliopoulos and Andrew Stuart (University of Warwick, UK)
			Bayesian non-parametric analysis of diffusions
10.30	-	11.00	Coffee break
			Session 4. Chair: David Dunson (Duke University, USA)
11.00	-	11.30	Stefano Favaro(*) (Università di Torino, Italy), Alessandra Guglielmi (Politecnico di Milano, Italy) and Stephen G. Walker (University of Kent, UK)
			Some developments of the Feigin-Tweedie Markov chain
11.30	-	12.00	Pepa Ramirez Cobo (Universidad Carlos III, Spain)
			Bayesian inference for the Markovian Arrival Process
12.00	-	12.30	Matthew Taddy (University of Chicago, USA)
			Dynamic point process modeling with a Dependent Dirichlet Process
14.30	-	16.30	Guided tour of Bressanone/Brixen
			Session 5. Chair: Nicolas Chopin (University of Bristol, UK)
17.00	-	17.30	Fernanda D'Ippoliti(*) (Università di Pescara-Chieti, Italy) and Sara Pasquali (CNR IMATI, Italy)
			Bayesian Inference for Stochastic Volatility with Contemporaneous and Correlated Jumps Model
17.30	-	18.00	Amy H. Herring(*) and David A. Savitz (University of North Carolina Chapel Hill, USA)
			Infinite latent class transition models for longitudinal predictors
18.00	-	18.30	Abel Rodriguez(*) (University of California Santa Cruz, USA) and David B. Dunson (Duke University, USA)
			Nonparametric inference in spatio-temporal processes using Probit stick breaking processes
21.00	-	23.00	Poster session.

Saturday June 20th

			Session 6. Chair: Refik Soyer (George Washington University, USA)
9.00	-	9.45	Mike West (Duke University, USA)
			Mixtures, Clustering, Spatial & Dynamic Point Processes and Big Data Sets
9.45	-	10.30	Peter Green(*) and Fay Hosking (University of Bristol)
			Markov modelling in genome-wide association studies
10.30	-	11.00	Coffee break
			Session 7. Chair: Alexandra Schmidt (Universidade Federal Rio de Janeiro, Brazil)
11.00	-	11.30	Alexandros Beskos (University College London, UK)
			Diffusion limits for MCMC paths
11.30	-	12.00	Robert B. Gramacy (Cambridge University, UK)
			Particle Learning for Trees with Applications to Sequential Design and Optimization
12.00	-	12.30	Rui Paulo (Universidade Tecnica de Lisboa, Portugal)
			Derivatives of computer models
			Session 8. Chair: Michael Wiper (Universidad Carlos III, Spain)
14.30	-	15.00	Catherine Calder (Ohio State University, USA)
			Kernel-Based Models for Space-Time Data
15.00	-	15.30	Esther Salazar(*), Dani Gamerman (Universidade Federal Rio de Janeiro, Brazil) and Hedibert F. Lopes (University of Chicago, USA)
			Spatial dynamic factor analysis
15.30	-	16.00	Elisa Varini(*) and Renata Rotondi (CNR IMATI, Italy)
			Bayesian analysis of a state-space model with a nonstationary state process
16.00	-	16.30	Coffee break
			Session 9. Chair: Fabrizio Ruggeri (CNR IMATI, Italy)
16.30	-	16.50	Paul G. Blackwell(*), C.E. Buck, L.A. Collins, J.J. Wheatley (University of Sheffield, UK) and R. Rothlisberger (British Antarctic Survey, UK)
			Inference for Continuous-Time Processes Observed at Uncertain Times: Counting Layers in Ice Cores
16.50	-	17.10	Timothy J. Heaton(*), Paul G. Blackwell and Caitlin E. Buck (University of Sheffield, UK)
			Reconstructing a Wiener process from observations at imprecise times: Bayesian radiocarbon calibration
17.10	-	17.30	Chaitanya Joshi(*) and Simon Wilson (Trinity College Dublin, Ireland)
			A New Method to Approximate Bayesian Inference on Diffusion Process Parameters
17.30	-	17.50	Yuan Shen(*), Dan Cornford (Aston University, UK), Cedric Archambeau (University College London, UK) and Manfred Opper (Technical University Berlin, Germany)
			A Hybrid Approach to Bayesian Smoothing of Partially Observed Multivariate Diffusions with High Efficiency and Accuracy
17.50	-	18.10	Michail D. Vrettas(*), Dan Cornford, Yuan Shen (Aston University, UK) and Manfred Opper (Technical University Berlin, Germany)
			Constrained Variational Bayesian Approximation for Parameter Estimation in Diffusion Processes
20.00	-		Farewell dinner at Hotel Gruener Baum
			(*) denotes the speaker