Workshop on


Royal Academy of Sciences, Madrid, Spain

5-6 th June, 1998

Last update: 29/5/1998

The second workshop,
held in Varenna (Italy) on May, 31st - June, 2nd, 2001,
can be found

In this workshop, we will bring together experts in the field to illustrate developments in Bayesian Inference for Stochastic Processes and in the use of Stochastic Processes for Bayesian Inference. There will be sessions on queuing theory and population modelling, MCMC methods, spatial processes and other stochastic processes such as birth/death and branching processes. The workshop will thus be of interest to workers in both Bayesian Inference and Stochastic Processes. The workshop will be held in an informal environment to encourage discussion and promote further research in these fields.

Information is currently available on
  • organising committee
  • tentative programme
  • registration
  • address for correspondence
  • abstracts (14)
  • location
  • lodging
  • tourist information
  • The workshop is sponsored by Universidad Rey Juan Carlos (Madrid, Spain), CNR-IAMI (Milan, Italy), ISBA (International Society for Bayesian Analysis) and SEIO (Spanish Society of Statistics and Operations Research) and it is a satellite workshop of the Bayesian meeting Valencia 6, held in Las Fuentes (Alcossebre, Spain), from May 30th to June 4th, 1998.

    Organising Committee

    Maria Jesus Bayarri (Universitat de Valencia, Spain)
    Javier Giron (Universidad de Malaga, Spain)
    David Rios Insua (Universidad Rey Juan Carlos, Spain)
    Fabrizio Ruggeri (CNR-IAMI, Italy)
    Mike West (Duke University, USA)
    Mike Wiper (Universidad Carlos III, Spain)


    Friday 5th June

    17.30-18.15 Registration
    18.15-18.30 Welcome and introductory talk
    Session 1. (Queues)
    Chair: Maria Jesus Bayarri (Universitat de Valencia, Spain)
    18.30-19.00 Carmen Armero (*) and Maria Jesus Bayarri (Universitat de Valencia, Spain)
    Bayesian analysis of closed queueing networks
    19.00-19.30 Pier Luigi Conti (Università di Roma ``La Sapienza'', Italy)
    Large sample Bayesian analysis for Geo/G/1 discrete-time queueing models
    19.30-20.00 AJ Ganesh (BRIMS, Hewlett-Packard Labs, Bristol, UK)
    Bayesian methods in queueing and risk theory
    21.00 Dinner at the restaurant La Trucha

    Saturday 6th June

    9.00-9.30 Registration
    Session 2. (Stochastic Process Theory & methods in MCMC)
    Chair: David Rios Insua (Universidad Rey Juan Carlos, Spain)
    9.30-10.00 Concha Bielza (Universidad Politecnica de Madrid, Spain)
    MCMC methods for decision theoretic computations
    10.00-10.30 Victor De Oliveira (NISS, USA)
    Bayesian Prediction of Gaussian Random Fields Based on Coarsened Data
    10.30-11.00 Robert Kohn (University of New South Wales, Australia)
    11.00-11.30 Coffee Break
    Session 3. (Reliability and Image Processing)
    Chair: Fabrizio Ruggeri (CNR-IAMI, Italy)
    11.30-12.00 Lawrence Pettit (Goldsmiths College, UK) and Karen Young (University of Surrey, UK)
    Bayesian analysis for a Wiener process representing degradation
    12.00-12.30 Marco Pievatolo (*) and Fabrizio Ruggeri (CNR-IAMI, Italy)
    On the fitting of homogeneous and nonhomogeneous Poisson processes to metropolitan gas distribution network failure data
    12.30-13.00 Simon Wilson (Trinity College Dublin, Ireland)
    Fully Bayesian image segmentation using the double Markov random field
    13.00-15.00 Lunch at the restaurant El Parador de Hortaleza
    Session 4. (Spatial and Point Processes)
    15.00-15.30 Bruno Betrò (CNR-IAMI, Italy)
    Bayesian Point Process Analysis of Earthquake occurrence
    15.30-16.00 Peter Green (University of Bristol, UK)
    Bayesian modelling and computation in change point problems
    16.00-16.30 David Higdon (Duke University, USA)
    A Non-Stationary Spatial Model
    16.30-17.00 Tea Break
    Session 5. (Diffusion Processes)
    Chair: Mike Wiper (Universidad Carlos III, Spain)
    17.00-17.30 Juan Antonio Cano (*) and Mathieu Kessler (Universidad de Murcia, Spain)
    Bayesian inference for Ornstein-Uhlenbeck type stochastic processes
    17.30-18.00 Siva Sivaganesan (*) (University of Cincinnati, USA) and Rama Lingham (Northern Illinois University, USA)
    Default Bayes factors for testing and model selection for some diffusion processes
    18.00-18.30 Osnat Stramer (University of Iowa, USA)
    On inference for nonlinear diffusion models using the Hastings-Metropolis
    20.30 Dinner at the restaurant La Ancha
    (*) denotes the speaker

    Registration Form

    There is a registration fee of 15,000 Pesetas, covering coffee breaks, two dinners (June, 5th and 6th) and one lunch (June, 6th).

    Payments can be made by

  • Bank transfer to the Real Academia de Ciencias bank account:
    (quoting Workshop Bayesian Stochastic Processes)

    Banco Bilbao Vizcaya
    Alcala 16
    Acc. no. 0182 4000 64 0000 119368
    Real Academia de Ciencias

  • Cash (on arrival)
  • Registration is limited to 45 participants.

    Participants are kindly asked to send the registration form to:

    Mike Wiper (


    The workshop is held at the Royal Academy of Sciences in Calle Valverde, 22 (see map).


    We have reserved some rooms in the following hotels:

  • Hotel NH PRISMA, Calle Santa Engracia, 120, tel. +34 91 4419377
  • Hotel NH BRETON, Calle Breton de los Herreros, 29, tel. +34 91 4428300
  • Hotel NH BALBOA, Calle Nunez de Balboa, 112, tel. +34 91 5630324
  • Hotel NH COLON, Avenida Doctor Esquerdo, 117, tel. +34 91 5735900
  • Hotels can be paid by
  • Bank transfer to
    Caja Cataluna
    Acc. no. 2013-0706-49-0200126003
  • Credit card (VISA or AMERICAN EXPRESS)
  • NOTE: Please send either a copy of the bank transfer or both number and expiration date of your credit card to Susana
  • by fax: +34 91 6740414 or
  • by phone: +34 91 6740711 or
  • by email:
  • The cost of the room is 7100 PTAS per night. Price does not include VAT (497 PTAS) which should be paid on leaving. Price does not cover breakfast.

    A limited number rooms is also held at Madrid Technical University Guest House. The cost of the room is 4000 PTAS per night (single) and 6000 PTAS per night (double). For this type of accomodation please contact David Rios Insua at

    Payment must be made by bank transfer
  • Banco Bilbao Vizcaya
    Acc. no. 4058 001 0005284.9
  • (quoting Residencia UPM).

    Tourist information

    Information on Madrid can be found here or here.

    Address for correspondence

  • E-mail: David Rios Insua (
  • E-mail: Mike Wiper (