Yeditepe University

 Management Application and Research Center

   

BISP9

9th Workshop on

Bayesian Inference in Stochastic Processes

 

June 14 - 16, 2015, Istanbul

 
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Programme

Organization
Programme
Registration
 

 

 

 

 

 
 

June 14    June 15    June 16  

Workshop Venue

 

 

 

 

 

 

 

 

 

                                                                                                       The Point Hotel - Taksim

     
08:30  Registration
08:55  Fabrizio Ruggeri - Welcome
 

Session 1 - Chair: Gürsoy

09:00

 Dynamic covariance estimation using sparse factor stochastic volatility models; Frühwirth-Schnatter, Kastner, Lopes

09:30

 Bayesian non-parametric methods for estimating the intensity of Hawkes process; Rousseau, Donnet, Rivoirard
10:00  Sparse graphs using exchangeable random measures; Caron, Fox

10:20

Break

 

Session 2 - Chair: Golightly

10:50

 Bayesian inference for stochastic models with jumps;  Alexopoulos, Dellaportas, Papaspiliopoulos   

11:10

 Bayesian estimation of an exchangeable increments process; Anzarut, Mena

11:30   Bayesian inference for stochastic differential equations; Fuchs
11:50  Simulation and inference for one-dimensional diffusions with discontinuous drift; Taylor, Papaspiliopoulos, Roberts

12:10

 A Bayesian approach to implied probability density function estimation;  ter Horst, Casarin, Leisen, Molina

12:30    

Lunch

 

 Session 3 - Chair: Boys

14:00

 Ruin probabilities for Bayesian exchangeable claims processes; Coen, Mena

14:20

  Bayesian non-parametric inference for partially-observed inhomogeneous Poisson processes; Kypraios, Knock

14:40

 A marginal sampler for sigma-stable Poisson-Kingman models; Lomeli, Favaro, Teh

15:00

 Change-point detection on dependent data: a random-partition approach; Martinez, Mena

15.20

 A birth-death process for feature allocation; Palla, Knowles, Ghahramani

15:40

 Filtering hidden Markov measures; Ruggiero, Papaspiliopoulos, Spano

16:00

Break

 

 Session 4 - Chair: Soyer

16:30

  Hypothesis testing for finite and infinite populations; Bose 

16:50

  Medical overpayment estimation models; Ekin, Musal  

17:10  Dynamic Bayesian network approach to support the management of complex marine ecosystems; Mengersen, Caley

17:30

 Analysis of the autoregressive model from the Bayesian point of view using Lindley's approximation; Papadopoulos, Perilioğlu 

17:50  Bayesian non-parametric estimation of the conditional physical measure and its use for the investigation of the pricing kernel monotonicity; Sala
18:10

 Sex, lies and self-reported counts: general birth-death processes to model self-reported count of sexual behavior; Suchard, Crawford, Weiss

18:30

FREE

21:00

 Dinner at Point Hotel