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BISP11 Schedule

Real Academia de Ciencias, Valverde 22

http://www.rac.es/8/8_3.php

Wednesday, June 12, 2019

13:00-14:00 Registration and Snack 14:00-14:05 Welcome 14:05-15:35 INVITED 1: Large Scale BISP. Chair: Petrone

• Mira (40´): Bayesian dimensionality reduction via identifications of data intrinsic dimensions • Guhayinogi (25´): Distributed Bayesian Inference For Massive Scale Spatial/Spatio-temporal Data • Zhang (25´): Bayesian inference for large-scale phylogenetic multivariate probit models

15:35-15:55 Coffee break 15:55-17:25 INVITED 2: Nonparametrics and mixtures in BISP. Chair: Petrone

• Argiento (40´): From infinity to here: a Bayesian nonparametric perspective of finite mixture models • Cappello (25´): Tajima heterochronous coalescent. • White (25´): Modelling the Proliferation of Terrorist Activity

17:25-17:30 Short break 17:30-18:10 CONTRIBUTED 1: Dynamic Models and Decisions. Chair: Ríos

• Gónzalez Velasco: Bayesian inference for controlled branching processes: ABC methodology. • Angulo: Stochastic Control of Dynamical Systems under uncertainty in the parameters

18:30-19:30 POSTERS + Snack

• Legramanti: Bayesian cumulative shrinkage for infinite factorizations • Llorente: Estimating marginal likelihoods by Gibbs sampling • Garrido Merchán: Heuristic Bayesian Optimization • Garrido Merchán: Parallel Predictive Entropy Search for Multi-objective Bayesian Optimization with

Constraints • Robert B. Gramacy: On-site surrogates for large-scale calibration • Vu-Hoang Le: Using Correlated Topic Models in Automatic Job-Resume Matching • Hernández Lobato: Mutually Exclusive Spike-and-Slab Priors for Structured Feature Selection in Multi-class

Classification Problems • Villanueva, Gallego, Naveiro, Nungesser: Life modelling from GPS traces • Cole: Inducing Point Methods for Gaussian Process Surrogates of Large-Scale Simulations • Lowe: Accelerating pseudo-marginal Metropolis-Hastings schemes for stochastic kinetic models • Flores: Large scale dynamic forecasting for distributed inventory management • Tubikanec: Spectral Density-Based and Measure-Preserving ABC for Partially Observed Diffusion Processes • Gómez- Rubio: Importance Sampling with the Integrated Nested Laplace Approximation • Llorente: Adaptive Bayesian Gauss-Hermite quadrature • Sanjuán: Bayesian Sensitivity Analysis of Value-at-risk and expected shortfall of a GPD using distorted band

classes • Lanteri: Nonparametric Bayesian Functional Regression with application to shot put data • Ferreira: Bayesian Dynamic Regression Trees

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Thursday, June 13, 2019

9:00-10:30 INVITED 3: Deep Learning and Deep Neural Networks. Chair: Soyer • Sokolov (40´): Dimensionality Reduction for Stochastic Processes • Arbel (25´): Understanding Priors in Bayesian Neural Networks at the Unit Level • Naveiro (25´): Threatened Markov Decision Processes

10:30-11:00 Coffee break 11:00-12:45 CONTRIBUTED 2. Chair: Soyer - Nonparametrics.

• Muliere: The semi-Markov beta-Stacy process • Edwards: Precision Aggregated Local Models

- Classification.

• Garrido: A Gaussian Process Model for Multi-class Classification with Noisy Input Measurements • Lázaro: On combining design criteria by window selection in Bayes-Parzen training of binary

discriminative classifiers • Gutiérrez López: Analysis and test of asymmetric label switching

12:50-14:25 Lunch 14:25-16:30 CONTRIBUTED 3. Chair: Ruggeri - Computational BISP.

• Gallego: Probabilistic programming for stochastic process models • Yera: Bayesian Estimation of a Bidimensional Markovian Arrival Process • Kosgodogan: Representing Markov processes as dynamic pair-copula Bayesian networks

- Variational.

• Rodríguez: Adversarial α-divergence Minimization for Bayesian Approximate Inference • Villacampa: Approximate Inference in Deep Gaussian Processes by Minimizing Alpha Divergences • Prangle: Approximate Bayesian inference using the cross-entropy method

16:30-17:00 Coffee break 17:00-18:30 INVITED 4. Variational Inference for BISP. Chair: Ruggeri

• Broderick (40´): The Kernel Interaction Trick: Fast Bayesian Discovery of Pairwise Interactions in High Dimensions

• Nguyen (25´): Bayesian inference for leverage stochastic volatility models • Ryder (25´): Variational Inference for Diffusion Proceses

19:00-21:00 GYMKANA *: Who tried to kill Lope de Vega? 21:30-23:30 Dinner **

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Friday, June 14, 2019

9:00-10:25 INVITED 5. Dynamic Decisions and Designs. Chair: Wiper • Gramacy (40´): Replication or exploration? Sequential design for stochastic simulation experiments • Gonzalez-Ortega (25´): An Adversarial Risk Analysis Approach for Differential Games: A Botnet

Defense Model • Ebert (25´): Monte Carlo prediction intervals for dynamic queueing systems

10:25-10:45 Coffee break 10:45-12:15 INVITED 6. BISTP. Chair: Wiper

• Schmidt (40´): Non-Gaussian spatial and spatio-temporal processes • Richardson (25´): Non-Gaussian Translation Processes in Stochastic Differential Equation and Spatio-

temporal Models • Schliep (25´): New Inference for Spatio-temporal Point Processes

12:25-13:00 CONTRIBUTED 4. Finance. Chair: Wiper

• Zaharieva: Semiparametric Bayesian Forecasting with an Application to Stochastic Volatility • ter Horst: A Bayesian Hedonic Regression Model for Art Price

13:00-13:05 Farewell

Wireless. RAC_invitados

Cienciaparatodos.

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Thursday, June 13, 2019

19:00-21:00 GYMKANA Lope de Vega*

Plaza de las Cortes. (Cervantes Statue)

21:30-23:30 Dinner**

https://los-secretosdelola.eatbu.com/?lang=es - map Cava Baja 21, 28005 Madrid