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This is an archive of the 2013-14 schedule for the computational statistics reading group at the Department of Statistics, University of Oxford.

The computational statistics reading group brings together the research groups led by Chris Holmes, Arnaud Doucet, Yee Whye Teh and Geoff Nicholls on Friday afternoons from 4 - 5pm.

The schedule of papers and discussant is as follows:

October 2013

Jacob, P. E. & Thiery, A. H. (2013), 'On non-negative unbiased estimators', arXiv, arXiv:1309.6473. Download
Discussant: Pierre Jacob

Bardenet, R., Doucet, A. & Holmes, C. (2013), 'Towards scaling up MCMC: an adaptive subsampling' approach
Discussant: Remi Bardenet

November 2013

Castillo, I. & Rousseau, J. (2013), 'A general Bernstein-von Mises theorem in semi-parametric models', arXiv, arXiv:1305.4482. Download
Discussant: Judith Rousseau

Kulesza, A. & Taskar, B. (2011), 'Learning Determinantal Point Processes', UAI 2011. Download
Discussant: Yee Whye Teh

Lloyd, J.R., Orbanz, P., Ghahramani, Z., Roy, D.M. (2012), 'Random function priors for exchangeable arrays with applications to graphs and relational data', NIPS 25. Download
Discussant: Tue Herlau

Bornn, L., Miller, A., Adams, R. & Goldsberry, K. (2013), 'Factorized Point Process Intensities: A Spatial Analysis of Professional Basketball', ICML preprint
Discussant: Luke Bornn

Hairer, M., Stuart, A. M. & Vollmer, S. J. (2013), 'Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions', submitted to Annals of Applied Probability. Download
Discussant: Sebastian Vollmer

December 2013

Donnelly, P. & Kurtz, T. G. (1996), 'A Countable Representation of the Fleming-Viot Measure-Valued Diffusion', The Annals of Probability 24(2), 698-742. Download
Discussant: Lloyd Elliott

Wauthier, F. L., Nebojsa, J. & Jordan, M. I. (2013), 'A comparative framework for preconditioned Lasso algorithms', NIPS. Download
Discussant: Fabian Wauthier

January 2014

Murray, L. M. (2013), 'Bayesian state-space modelling on high-performance hardware using LibBi', arXiv, arXiv:1306.3277. Download
Discussant: Lawrence Murray

Todeschini, A., Caron, F. & Chavent, M. (2013), 'Probabilistic Low-Rank Matrix Completion with Adaptive Spectral Regularization Algorithms', NIPS 2013. Download
Discussant: Adrien Todeschini

Cuturi, M. (2013), 'Sinkhorn Distances: Lightspeed Computation of Optimal Transport'. Download
Discussant: Marco Cuturi

February 2014

Pakman, A. & Paninski, L. (2014), 'Exact Hamiltonian Monte Carlo for truncated multivariate Gaussians', Journal of Computational and Graphical Statistics (to appear). Download
Discussant: Louis Aslett

Huang, J. C. & Frey, B. J. (2012), 'Cumulative distribution networks and the derivative-sum-product algorithm', arXiv, arXiv:1206.3259. Download
Discussant: Ricardo Silva

Lindsten, F., Jordan, M. I. & Schön, T. B. (2014), 'Particle Gibbs with ancestor sampling', arXiv arXiv:1401.0604 . Download
Discussant: Thomas Schon

Talk title: Mondrian forests
Discussant: Balaji Lakshminarayanan

March 2014

Rao, V. & Teh, Y. W. (2013), 'Fast MCMC Sampling for Markov Jump Processes and Extensions', Journal of Machine Learning Research. Download
Discussant: Vinayak Rao

Bayesian nonparametric models of sparse and exchangeable random graphs. Download
Discussant: François Caron

Note: No reading group this week due to i-like workshop, see here.
Discussant: N/A

Note: Reading group cancelled as discussant unwell.
Discussant: N/A

April 2014

Talk title: Statistics for evolutionary theory: testing for natural selection
Discussant: Markku Karhunen

Cameron, E., & Pettitt, A. (2013), 'Recursive Pathways to Marginal Likelihood Estimation with Prior-Sensitivity Analysis'. arXiv:1301.6450. Download
Discussant: Ewan Cameron

Note: Good Friday, so no reading group.
Discussant: N/A

Bierkens, J. (2014), 'Non-reversible Metropolis-Hastings', arXiv:1401.8087. Download
Discussant: Luke Kelly

May 2014

Information Geometry: From Divergence Functions to Geometric Structures
Discussant: Jun Zhang

Density Estimation in Infinite Dimensional Exponential Families
Discussant: Bharath Sriperumbudur

Statistical Methods for Ambulance Fleet Management
Discussant: Dawn Woodard

Sherlock, C., Xifara, T., Telfer, S., & Begon, M. (2013). A coupled hidden Markov model for disease interactions. Journal of the Royal Statistical Society: Series C (Applied Statistics), 62(4), 609-627. Download
Discussant: Pedro Esperança

Hensman, J., Fusi, N., & Lawrence, N. D. (2013). Gaussian processes for big data. arXiv preprint arXiv:1309.6835. Download
Discussant: Owen Thomas

Title: On the Finite-Time Analysis of Online Bayesian Learning
Discussant: Long Tran-Thanh

June 2014

Minsker, S., Srivastava, S., Lin, L., & Dunson, D. B. (2014), 'Robust and scalable Bayes via a median of subset posterior measures', arXiv:1403.2660. Download
Discussant: Thibaut Lienart

De Iorio, M., Johnson, W. O., Müller, P., & Rosner, G. L. (2009), 'Bayesian nonparametric nonproportional hazards survival modeling'. Biometrics, 65(3), 762-771.. Download
Discussant: Tamara Fernandez

Please contact either Pierre Jacob or Louis Aslett with any queries.





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