EPSRC/RSS GRADUATE TRAINING PROGRAMME 2012: ADVANCED COMPUTATIONAL BAYESIAN INFERENCE

Monday 23rd July 2012 – Friday 27th July 2012
School of Mathematics & Statistics, Newcastle University

This is the first of a new series of residential graduate training courses provided by the Royal Statistical Society with support from EPSRC. The courses are national and are mainly aimed at PhD students in their second and third years, though others may be able to attend. There will be two courses running sequentially:

“Modern Computational Statistics: Alternatives to MCMC”, by Professor Paul Fearnhead (Lancaster University). The course will cover Sequential Monte Carlo methods, Particle MCMC, Approximate Bayesian Computation (ABC) and automated ABC.

“Designing Markov chain Monte Carlo methods based on Diffusions and Geodesic Flows on Manifolds: The Differential Geometry of MCMC”, by Professor Mark Girolami (University College London). The course will cover Hamiltonian, Langevin and Riemannian Monte Carlo methods and their use in MCMC.

The course registration fee for GTP 2012 is £150. Accommodation and subsistence will be provided free for EPSRC-funded students from Sunday-Friday. Capacity is limited, so places on the course will be allocated on a first-come, first-served basis.

The aim of the GTP is to provide a series of high level and specialist courses in Statistics and Applied Probability to graduate Statisticians. The 2012 GTP follows on from previous successful EPSRC/RSS programmes running from 2002-2007.

FOR FURTHER INFORMATION contact gtp@ncl.ac.uk, or visit http://www.ncl.ac.uk/maths/gtp

TO REGISTER visit http://www.ncl.ac.uk/maths/gtp/registration

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