Workshop on Computational Statistics and Machine Learning 2018 aims at discussing recent developments of computational statistics, machine learning, and related fields. The topics include

• Monte Carlo methods
• Bayesian methods
• Kernel methods
• Data assimilation
• Applications: medical and health sciences, meteorology, brain science, information technology, and so on.

etc.

The workshop is open to anyone and no registration is needed. All talks are given in English.

Venue: Seminar Room 5 (D313), 3rd floor, The Institute of Statistical Mathematics (access: English/Japanese)

Speakers

• Mark Girolami (Imperial College London)
• Arnaud Doucet (University of Oxford)
• Peter Jan van Leeuwen (University of Reading)
• Takafumi Kajihara (NEC)
• Genta Ueno (ISM)
• Ikuko Funatogawa (ISM)
• Daichi Mochihashi (ISM)
• Hideitsu Hino (ISM)
• Kenji Fukumizu (ISM)

Program

15 Oct. 2018

• 10:00 - 10:05 Opening (Satoshi Ito, Vice Director-General, ISM)
• 10:05 - 11:00 (Chair: Kenji Fukumizu)

Hideitsu Hino :

Localizing and Determining the Number of Dipoles from EEG Signals by Particle Filter

• 11:10 - 12:10 (Chair: Kenji Fukumizu)

Takafumi Kajihara :

Parameter and model inference with insufficient prior knowledge under intractable likelihood

12:10 - 13:40 Lunch

• 13:40 - 14:40 (Chair: Genta Ueno)

Arnaud Doucet :

Piecewise deterministic Markov chain Monte Carlo methods

14:40 - 15:00 Coffee Break

• 15:00 - 16:00 (Chair: Hideitsu Hino)

Daichi Mochihashi:

The Infinite Tree Hidden Markov Model

• 16:10 - 16:50 (Chair: Hideitsu Hino)

Ikuko Funatogawa :

Longitudinal data analysis in medical and health data science

16 Oct. 2018

• 10:00 - 11:00 (Chair: Daichi Mochihashi)

Peter Jan van Leeuwen

Transportation particle filters

• 11:10 - 12:10 (Chair: Daichi Mochihashi)

Genta Ueno

Bayesian estimation of the observation-error covariance matrix and its application to particle filtering

• 12:10 - 13:40 Lunch

• 13:40 - 14:40

Mark Girolami (Chair: Kenji Fukumizu)

Probabilistic Numerical Computation: A New Concept?

• 14:40 - 15:00 Coffee Break

• 15:00 - 16:00 (Chair: Hideitsu Hino)

Kenji Fukumizu

Variational Learning on Aggregate Outputs with Gaussian Processes

• 16:00 Closing (Kenji Fukumizu)

Organizers

Kenji Fukumizu (ISM), fukumizu (at-mark) ism.ac.jp

Hideitsu Hino (ISM), hino (at-mark) ism.ac.jp