(Organised by Carl Edward Rasmussen, Cyril Goutte, Henrik Oeyelund & Rod Murray-Smith)
Every Wednesday 13:00-15:00 in Room 205 in Building 305, starting
Sept. 9th 1998.
Everybody on the mailing list will be provided with photocopies of the
notes in advance (these will be left outside room 206 in building 305).
Sept. 9. | S. Brooks,"Markov
Chain Monte Carlo and its application", The Statistician, 1998, 47,
Part1, pp 69-100.
(Lead discussion article will be presented by Carl Rasmussen ) David Mackay, Introduction to MCMC Chib & Greenberg, Understanding the Metropolis-Hastings Algorithm Kass, R.E., B.P. Carlin, A. Gelman and R.M. Neal (February, 1997) Markov Chain Monte Carlo in Practice: A Roundtable Discussion. Department of Statistics, Carnegie Mellon University. Available as Compressed Postscript. and pdf |
|
Sept. 16. | Bo talking about Markov Chains | |
Sept. 23. | Mackay 1-17 | |
Sept. 30. | Rest of MacKay paper, Implementation of linear model,
BUGS, W. Gilks, Full conditional distributions, |
|
Oct 7. | Convergence diagnostics Go for the Cowles & Carlin 96 paper | |
Oct 14. | Holiday | |
Oct 21 | Lars Kai Hansen, Mean Field approaches. Get the m-files for the talk. File1 File2. | |
Oct 28. | Harpa/Henrik, Simple Mixture models,
Jean Diebolt, Chr. Robert, Estimation of Finite Mixture Distributions through Bayesian Sampling, J.R Statist. Soc B 1994, No 2, p363-375. |
|
Nov 4. | Pedro, Variable dimension MCMC,
Richardson & Green,On Bayesian analysis of mixtures with an unknown number of components (with discussion).... |
|
Nov 11 | Cyril, Exact Sampling
Propp and Wilson. ``Exact sampling with coupled Markov chains and applications to statistical mechanics.'' Random Structures and Algorithms, 9(1&2):223--252, 1996 There is also a nice
Coupling from the past Java demo
|
|
Nov 18. | Carl, Infinite Mixture models | |
Nov 25. | Rune, Texture segmentation | |
.... | ||
Jan, MCMC modelling of SDEs. (date depends on workload!) | ||
If you want to join, just mail us.
We're planning to have a journal-club in the fall and in the spring
a more
formalized course with invited speakers (leading MCMC experts). We
are
hoping that both PhD student and VIP's will participate, and that besides
learning about MCMC methods the course will stimulate cooperation between
the sections of IMM.
In the spring, a more formal course will be arranged with speakers both
from IMM and with invited speakers. Hands-on projects inspired by the
ongoing work in the sections will also be arranged. This course will
be
lead by Poul Thyregod and Henrik Madsen (both IMM).
Please send email to Rod Murray-Smith (rod@imm.dtu.dk)
if you might be
interested in participating, and if you have further suggestions.