Updated schedule

We organize a weekly chalk-talk / discussion club (meetings are typically at 11AM on Friday in the Z6 Fishbowl) focused on computational statistics methods. 

Schedule

August 12 Chaya - Fitting the correlation function

• http://web.mit.edu/physics/benedek/ArticlesMore/FitCorFunc2001.pdf

August 5 Lee - A Common Derivation for Metropolis-Hastings and other Markov Chain Monte Carlo Algorithms

• http://arxiv.org/abs/1607.01985

July 29 Bas - Bayes statistical decisions with random fuzzy data—an application in reliability

• http://www.sciencedirect.com/science/article/pii/S0951832015002537

July 22 Cancelled.

July 15 Bas - Bayesian estimation of non-Gaussianity in pulsar timing analysis

• http://arxiv.org/pdf/1405.2460.pdf
• Hermite polynomials describing departure from Gaussianity: https://projecteuclid.org/euclid.aos/1176347127

July 12 Chaya - Annealed importance sampling (AIS)  Note: Zuckerman, 19th floor conference room, 11am-12 pm

• http://www.cs.toronto.edu/~radford/ftp/ais-rev.pdf

July 1 Greg - Continous Contour Monte Carlo

• http://www.jstor.org/stable/27594262?seq=1#page_scan_tab_contents

June 24 Andrea - Multistate Bennett Accceptance Ratio

• http://scitation.aip.org/content/aip/journal/jcp/129/12/10.1063/1.2978177

June 17 Josh - Merging MCMC Subposteriors through Gaussian-Process Approximations

• http://arxiv.org/abs/1605.08576

June 10 Chaya - Detecting parameter symmetries in probabilistic models

• http://arxiv.org/pdf/1312.5386.pdf

June 3 Open discussion - Force field parameterization methods and strategies

May 20 Bas - Delayed Rejection methods in MCMC

• http://arxiv.org/pdf/0904.2207v2.pdf
• http://www.jstor.org/stable/pdf/2673700.pdf

May 13 Patrick - SAMS optimality proof

• SAMS paper - http://www.stat.rutgers.edu/home/ztan/Publication/SAMS_redo4.pdf
• SAMS supplement (with proofs) - http://www.stat.rutgers.edu/home/ztan/Publication/SAMS_redo4_supp_Part2-print.pdf

May 6 Bas - Multiple-Try Metropolis

• http://machinelearning.wustl.edu/mlpapers/paper_files/AISTATS2010_PandolfiBF10.pdf
• http://arxiv.org/pdf/1201.0646.pdf

April 29 Patrick - Particle MCMC

• Paper - http://www.stats.ox.ac.uk/~doucet/andrieu_doucet_holenstein_PMCMC.pdf
• Helpful blog/blog posts - https://darrenjw.wordpress.com/2010/09/20/the-pseudo-marginal-approach-to-exact-approximate-mcmc-algorithms/

April 22 Greg - Wang-Landau

• Wang and Landau, 2001
• Liang, 2005,
• Atchade and Liu, 2008

April 15 Josh - Hamiltonian Monte Carlo

• Neal: http://arxiv.org/pdf/1206.1901.pdf

April 8 Andrea - Self-adjusted mixture sampling

•  http://www.stat.rutgers.edu/home/ztan/Publication/SAMS_redo4.pdf

April 1 Lee - Importance weighted autoencoders

• http://arxiv.org/abs/1312.6114 and http://arxiv.org/abs/1509.00519

March 25 Josh - Markov chains

• Jun Liu's book: Chapter 12

March 11 Patrick -  Transport map accelerated MCMC

• http://arxiv.org/abs/1412.5492

March 4 Bas - Firefly MC

• http://arxiv.org/pdf/1403.5693v1.pdf

Feb 26 ---[canceled]---

Feb 18 Patrick - Likelihood approach to integration

• http://stat.rutgers.edu/home/ztan/Publication/Kong-et-al-2003.pdf
• http://stat.rutgers.edu/home/ztan/Publication/likmcDec04.pdf
• http://stat.rutgers.edu/home/ztan/Publication/armcSept06.pdf
• http://stat.rutgers.edu/home/ztan/Publication/mcmcJuly08.pdf

Feb 12 Josh - Intro to MCMC

• http://www.inference.phy.cam.ac.uk/mackay/itila/

Feb 5  All -  Kickoff