Reading group

Usual day and time: currently not running

Place: TBA


14th, 28th Sep, 5th, 12th Oct - "ABC samplers"

This paper is a chapter from Handbook of Approximate Bayesian Computation (2018).

17th, 23rd Aug & 7 Sep - "Stein Points"

Related material:

Manuel and Peter Jan's paper on their variational mapping particle filter

Liu and Wang's paper:

6th July - "Auxiliary gradient-based sampling algorithms"


1st & 15th June - “Scaling analysis of delayed rejection MCMC methods”

11th, 18th & 24th May - “Inference in generative models using the Wasserstein distance”

20th, 27th Apr & 4th May - "Accelerating Markov Chain Monte Carlo with Active Subspaces"

23rd Mar - “Bayesian Inference on Principal Component Analysis using Reversible Jump Markov Chain Monte Carlo”

16th Feb & 9th, 16th Mar - “Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters”

2nd & 9th Feb - “The Stan Math Library: Reverse-Mode Automatic Differentiation in C++”

12th, 19th & 26th Jan - "Bayesian Synthetic Likelihood" (UoR login required)

17th, 24th Nov, 1 & 8th Dec - "Particle Gibbs Split-Merge Sampling for Bayesian Inference in Mixture Models"

20th, 27th Oct & 3rd Nov - "Stochastic Variational Inference"

13th Oct - "Unsupervised learning of finite mixture models" (UoR login required) (direct link)

29th Sep & 6th Oct - "The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data"


9th Jun & 7th Jul - "Gibbs Flow for Approximate Transport with Applications to Bayesian Computation"

2nd June - "Efficient Bayesian inference for exponential random graph models by correcting the pseudo-posterior distribution"

28th Apr, 12th & 19th May 2017 - "Sequential Monte Carlo with Highly Informative Observations"

24th, 31st Mar & 7th Apr 2017 - "Anytime Monte Carlo"

10th & 17th Mar 2017 - "Implicit Particle Methods and Their Connection with Variational Data Assimilation"

3rd Mar 2017 - "Inference of population structure using dense haplotype data"


10th, 17th & 24th Feb 2017 - "An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach”

13th, 20th, 27th Jan & 3rd Feb 2017 - "The Scalable Langevin Exact Algorithm: Bayesian Inference for Big Data”


2nd & 9th Dec 2016 - "On Markov chain Monte Carlo methods for tall data”

25th Nov 2016 - "Bayesian Learning via Stochastic Gradient Langevin Dynamics”

4th, 11th & 18th Nov 2016 - "MCMC using Hamiltonian dynamics”


28th Oct 2016 - "Adaptive importance sampling in general mixture classes"

Previous years

Jun 2016 - “Can local particle filters beat the curse of dimensionality?”

Paper by Patrick Rebeschini and Ramon van Handel

May 2016 - “Importance Sampling: Computational Complexity and Intrinsic Dimension”

Paper by Sergios Agapiou, Omiros Papaspiliopoulos, Daniel Sanz-Alonso and Andrew M. Stuart

29th Apr 2016 - Sampling methods commonly used in theoretical polymer physics

Discussion without paper

23rd Mar 2016 - “Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes”

Paper by Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts and Paul Fearnhead

10th Feb 2016 - “A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem”

Paper by Timothy G. Conley, Christian Hansen, Robert E. McCulloch and Peter E. Rossi

20th Jan 2016 - “Markov Chain Sampling Methods for Dirichlet Process Mixture Models”

Paper by Radford M. Neal

Dec 2015 - “Annealed Importance Sampling Reversible Jump MCMC Algorithms”

Paper by Georgios Karagiannis and Christophe Andrieu

Nov 2015 - “Model choice using reversible jump Markov chain Monte Carlo”

Paper by David I. Hastie and Peter J. Green

10th Nov 2015 - A comparison of an ensemble Kalman filter and a particle filter for DA in the barotropic vorticity equation

Talk about work in progress without a paper

3rd Nov 2015 - “Physiological Pharmacokinetic Analysis Using Population Modeling and Informative Prior Distributions” (joint with the Math Bio group)

Paper by Andrew Gelman , Frederic Bois and Jiming Jiang

28th Oct 2015 - “Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation”

Paper by Nicolas Chopin and James Ridgway

Feb 2015 - "Particle Markov chain Monte Carlo methods"

Paper by Christophe Andrieu, Arnaud Doucet

and Roman Holenstein

18th Feb 2015 - “MCMC for doubly-intractable distributions”

Paper by Iain Murray, Zoubin Ghahramani and David J. C. MacKay

Jan 2015 - "MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster"

Paper by Simon L. Cotter, Gareth. O. Roberts, Andrew. M. Stuart and David White

26th Nov 2014 - "Sequential Quasi-Monte Carlo”

Paper by Mathieu Gerber and Nicolas Chopin

19th Nov 2014 - Equivalent weights particle filter for very high dimensional problems

Two papers on this topic by Melanie Ades and Peter J. van Leeuwen

29th Oct 2014 - "Asynchronous Anytime Sequential Monte Carlo"

Paper by Brooks Paige, Frank Wood, Arnaud Doucet and Yee Whye Teh

29th Apr 2014 - "Statistical inference for noisy nonlinear ecological dynamic systems"

Paper by Simon N. Wood

6th Feb 2014 - "Sequential Monte Carlo samplers"

Paper by Pierre Del Moral, Arnaud Doucet and Ajay Jasra

3rd Dec 2013 - "A Tutorial on Particle Filtering and Smoothing: Fifteen years later"

Paper by Arnaud Doucet and Adam M. Johansen

24th Nov 2013 - "A Survey of Implicit Particle Filters for Data Assimilation"

Paper by Alexandre J. Chorin, Matthias Morzfeld and Xuemin Tu

24th Oct 2013 - "Efficient learning in ABC algorithms"

Paper by Mohammed Sedki, Pierre Pudlo, Jean-Michel Marin, Christian P. Robert and Jean-Marie Cornuet