Advanced Monte Carlo Methods for Complex Inference Problems
Month: April 2014
Date: April 22--May 16
Name: Advanced Monte Carlo Methods for Complex Inference Problems
Location: Isaac Newton Institute for Mathematical Sciences, Cambridge, United Kingdom.
In recent years there has been an explosion of complex data-sets in areas as diverse as Bioinformatics, Ecology, Epidemiology, Finance and Population genetics. In a wide variety of these applications, the stochastic models devised to realistically represent the data-generating processes are very high-dimensional and the only computationally feasible and accurate way to perform statistical inference is with Monte Carlo. The focus of this programme is on recent innovations in the field of Monte Carlo methods for inference in complex and intractable statistical problems. It will take up the following research threads: Approximate Bayesian Computation; SMC and Markov Chain Monte Carlo and their integration; and recent theoretical advancements underpinning these areas. Several workshops will take place during the programme. For full details please see