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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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Session 5 - Chair: Wilson |
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09:00 |
A particle filtering approach
to the forecasting of field failures of domestic appliances;
Pievatolo, Ruggeri |
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09:30 |
Bayesian inference on doubly-stochastic
Markov processes; Özekici, Soyer, Landon |
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10:00 |
Modeling
crack growth in fatigue experiments; Hermann, Heeke |
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10:20 |
Break |
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Session 6 - Chair:
Mengersen |
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10:50 |
Particle
filters in high dimensions; Beskos,Crisan, Jasra, Kamatani, Zhou
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11:10 |
Dynamic
covariance modeling based on Gaussian processes; Dellaportas,
Plataniotis, Titsias |
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11:30 |
Sequential
Monte Carlo methods for high dimensional inverse problems; Kantas |
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11:50 |
Fast Bayesian
inference using low discrepancy sequences; Joshi,
Brown,
Joe |
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12:10 |
Fast
Bayesian additive regression; Lopes, Polson |
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12:30 |
Bayesian
inference in homogeneous Poisson processes using massive healthcare
data and massive parallelization; Shaddox, Suchard |
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12:50 |
Lunch |
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Session 7 - Chair: Lopes |
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14:20 |
Sequential Bayesian inference for
static parameters in dynamic state space models; Bhattacharya,
Wilson |
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14:40 |
Normalizing empirically underidentified
linear state-space models; Blais |
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15:00 |
An approximate closed form Bayesian
propagation procedure to accommodate non-normal dynamic processes;
Gargoum |
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15:20 |
Sequential parameter estimation with iterative functional approximation;
Mai, Wilson |
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15:40 |
Using Storm for scalable sequential
statistical inference; Roetzer,
Wilson, Bhattacharya, Mai, Cogan, Sanchez,
Aslett, O'Riordian |
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16:00 |
Break |
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Session 8 Chair: Ruggeri |
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16:30 |
Particle learning for Bayesian non-parametric
Markov switching stochastic volatility model; Virbickaite,
Lopes, Ausin, Galeano |
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17:00 |
Bayesian
approaches for brain activation and connectivity in multi-subject
studies; Prado |
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17:30 |
Supporting
risk management for aviation safety at state level; Rios Insua |
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18:00 |
Free |
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19:00 |
Departure for Bosphorus Dinner Cruise 
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23:00 |
Return to Hotel |
