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Yeditepe University
Management Application and Research
Center
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BISP9
9th Workshop on
Bayesian Inference in Stochastic Processes
June 14 - 16, 2015, Istanbul |
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Programme |
Organization |
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Programme |
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Registration |
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June 14
June 15
June 16
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Workshop Venue
The Point Hotel - Taksim |
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08:30 |
Registration |
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08:55 |
Fabrizio Ruggeri - Welcome |
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Session 1 - Chair:
Gürsoy |
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09:00 |
Dynamic covariance estimation using
sparse factor stochastic volatility models; Frühwirth-Schnatter,
Kastner, Lopes |
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09:30 |
Bayesian non-parametric methods for
estimating the intensity of Hawkes process; Rousseau, Donnet,
Rivoirard |
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10:00 |
Sparse graphs using
exchangeable random measures; Caron, Fox |
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10:20 |
Break |
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Session 2 - Chair:
Golightly |
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10:50 |
Bayesian inference for stochastic
models with jumps; Alexopoulos, Dellaportas, Papaspiliopoulos
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11:10 |
Bayesian
estimation of an exchangeable increments process; Anzarut, Mena |
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11:30 |
Bayesian inference for stochastic
differential equations; Fuchs |
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11:50 |
Simulation and inference for one-dimensional
diffusions with discontinuous drift; Taylor, Papaspiliopoulos,
Roberts |
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12:10 |
A Bayesian approach to implied
probability density function estimation; ter Horst,
Casarin, Leisen, Molina |
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12:30 |
Lunch |
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Session
3 - Chair: Boys |
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14:00 |
Ruin probabilities for Bayesian
exchangeable claims processes;
Coen, Mena |
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14:20 |
Bayesian
non-parametric inference for partially-observed inhomogeneous Poisson
processes; Kypraios, Knock |
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14:40 |
A marginal
sampler for sigma-stable Poisson-Kingman models; Lomeli, Favaro,
Teh |
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15:00 |
Change-point detection
on dependent data: a random-partition approach; Martinez, Mena |
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15.20 |
A
birth-death process for feature allocation; Palla, Knowles,
Ghahramani |
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15:40 |
Filtering hidden Markov measures;
Ruggiero, Papaspiliopoulos, Spano |
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16:00 |
Break |
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Session
4 - Chair: Soyer |
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16:30 |
Hypothesis
testing for finite and infinite populations; Bose |
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16:50 |
Medical
overpayment estimation models; Ekin, Musal
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17:10 |
Dynamic Bayesian
network approach to support the management of complex marine
ecosystems; Mengersen, Caley |
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17:30 |
Analysis of the autoregressive
model from the Bayesian point of view using Lindley's approximation;
Papadopoulos, Perilioğlu |
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17:50 |
Bayesian
non-parametric estimation of the conditional physical measure and its
use for
the investigation of the pricing kernel
monotonicity; Sala |
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18:10 |
Sex, lies
and self-reported counts: general birth-death processes to model self-reported
count of sexual behavior;
Suchard, Crawford, Weiss |
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18:30 |
FREE |
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21:00 |
Dinner at Point
Hotel |
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