Summer School on Bayesian filtering: fundamental theory and numerical methods (SSBF 2024)

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Summer School on Bayesian filtering: fundamental theory and numerical methods (SSBF 2024)

 06 - 10 May 2024
Register to attend online

ICMS, Bayes Centre, Edinburgh

 Enquiries

Due to high demand, this event will now run in a hybrid format. Registration for online attendance will close Friday 3 May 2024, 15.00 BST.

Scientific Organisers:

  • Víctor Elvira, University of Edinburgh
  • Oana Lang, Imperial College London
  • Joaquín Míguez, University Carlos III of Madrid
  • Sahani Pathiraja, UNSW Sydney

About:

The proposed summer school is devoted to the fundamental theory, state-of-the-art methodologies and real-world applications of Bayesian filtering, including sequential Monte Carlo (SMC) algorithms and other popular techniques, such as sigma-point methods for nonlinear Kalman filtering, Gaussian-mixture filters and others. We will introduce the basics of the field, so the summer school can be followed by an heterogenous audience. Basic notions on linear algebra, statistics, probability, and calculus are recommended. Then, the main targeted group for this summer school is PhD students with background in mathematics, statistics, physics, engineering, or computer science (but not only). Other students (e.g., last year MSc students) and early-career academics with similar background are also invited to apply. We intend to schedule 5 short courses (one-day tutorials) from renowned international researchers. These tutorials will cover the theoretical foundations of the field, current methodological trends, and relevant applications. Some courses may include hands-on sessions in (personal) computers. The target audience include researchers working on the field, as well as students aiming at being introduced to the topic.

This summer school is aligned with the 6th Workshop on Sequential Monte Carlo Methods (SMC 2024), which will be held also at ICMS on 13-17 May 2024 (i.e., the week after this summer school).

Participation:

SSBF 2024 has reached maximum capacity for in-person attendance. All registered participants have been contacted by ICMS with full details including the link to pay the registration fee. If you have not received this email, please check your junk/spam inbox or get in touch.

Due to high demand, this event will now run in a hybrid format. Registration for online attendance will close Friday 3 May 2024, 15.00 BST. You will also receive the Zoom link by 17.00 BST on this day. You may need to check your junk/spam inbox for this email. Please note, online attendance will allow you to watch/interact during talks only. There are no hybrid facilities in the catering area.

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Programme:

MONDAY 6 MAY 2024
09.00 - 09.25 Registration and Refreshments
09.25 – 09.30 Welcome and Housekeeping
09.30 - 11.00 O. Deniz Akyildiz, Imperial College London Introduction to Bayesian filtering: theory & methods
11.00 - 11.30 Refreshments
11.30 – 13.00 O. Deniz Akyildiz, Imperial College London
13.00 - 14.00 Lunch
14.00 - 15.30 Petar M. Djuric, Stony Brook University Sequential estimation in deep state-space processes
15.30 - 16.00 Refreshments
16.00 - 17.30 Petar M. Djuric, Stony Brook University
17.30 - 18.30 Informal Welcome Reception, hosted at ICMS
TUESDAY 7 MAY 2024
09.00 - 09.15 Refreshments
09.15 - 10.45 Victor Elvira, University of Edinburgh Effective and efficient particle filtering
10.45 - 11.15 Refreshments
11.15 - 12.45 Victor Elvira, University of Edinburgh
12.45 - 13.45 Lunch
13.45 - 15.15 Pierre del Moral, INRIA Theoretical analysis of particle filters
15.15 - 15.45 Refreshments
15.45 - 17.15 Pierre del Moral, INRIA
WEDNESDAY 8 MAY 2024
09.00 - 09.15 Refreshments
09.15 - 10.45 Sahani Pathiraja, UNSW Sydney Particle-based variational inference
10.45 - 11.15 Refreshments
11.15 - 12.45 Sahani Pathiraja, UNSW Sydney
12.45 - 13.45 Lunch
13.45 - 15.15 Oana Lang, Imperial College London Modern approaches in nonlinear filtering
15.15 - 15.45 Refreshments
15.45 - 17.15 Oana Lang, Imperial College London
THURSDAY 9 MAY 2024
09.00 - 09.15 Refreshments
09.15 - 10.45 Yunpeng Li, University of Surrey Differentiable particle filters
10.45 - 11.15 Refreshments
11.15 - 12.45 Yunpeng Li, University of Surrey
12.45 - 13.45 Lunch
13.45 - 15.15 Fredrik Lindsten, Linköping University Particle Markov chain Monte Carlo
15.15 - 15.45 Refreshments
15.45 - 17.15 Fredrik Lindsten, Linköping University
FRIDAY 10 MAY 2024
09.00 - 09.15 Refreshments
09.15 - 10.45 Jana de Wiljes, TU Ilmenau Sequential decision games
10.45 - 11.15 Refreshments
11.15 - 12.45 Jana de Wiljes, TU Ilmenau
12.45 - 13.45 Lunch