A photo from one of the workshopsMixture estimation and applications

Mar 3, 2010 - Mar 5, 2010

15 South College Street, Edinburgh EH8 9AA

Organisers

Name Institution
Mengersen, Kerrie Queensland University of Technology
Robert, Christian P University of Paris-Dauphine
Titterington, Mike University of Glasgow

 

Statistical mixture distributions are used to model scenarios in which certain variables are measured but a categorical variable is missing. For example, although clinical data on a patient may be available their disease category may not be, and this adds significant degrees of complication to the statistical analysis. The above situation characterises the simplest mixture-type scenario; variations include, among others, hidden Markov models, in which the missing variable follows a Markov chain model, and latent structure models, in which the missing variable or variables represent model-enriching devices rather than real physical entities. In the title of the workshop the term `mixture' is taken to include these and other variations along with the simple mixture. The motivating factors for this three-day workshop are that research on inference and computational techniques for mixture-type models is currently experiencing major advances and that simultaneously the application of mixture modelling to many fields in science and elsewhere has never been so rich. We thus assembling top players, from statistics and computer science, in both methodological research and applied inference at this fertile interface. The methodological component will involve both Bayesian and non-Bayesian contributions and biology and economics will feature strongly among the application areas to be covered.

Funded by
EPSRC
LMS
Edinburgh Mathematical Society
Glasgow Mathematical Journal Trust

 

Arrangements

Participation is by invitation only.  This workshop is now full and applications are closed.

UK Visas
If you are travelling from overseas you may require an entry visa. A European visa does not guarantee entry to the UK. Please use this link to the UK Visas site to find out if you need a visa and if so how to apply for one.

Venue
The workshop will be held at 15 South College Street, Edinburgh. All lectures will be held in the Newhaven Lecture Theatre. To view this room and a list of the visual equipment available click here. In addition, two blackboards have recently been installed. Follow this link for a map showing the location of 15 South College Street, or this map may also prove useful.

Wireless Access The workshop venue, 15 South College Street, has wireless access throughout. On arrival at Registration you will be given instructions and a code for accessing the wireless network.

Travel
Information about travel to the UK and Edinburgh is available here. You may find this map useful.

A taxi directly from the airport will cost approximately 15.00 to 20.00 GBP to the city centre for a one-way journey.

Lothian buses charge £1.20 for a single, £3.00 for a day ticket. Please note that the exact fare is required and no change is given.

If travelling by train, please note that Edinburgh has two railway stations - Waverley Railway Station being the main station and closest to the workshop venue at 15 South College Street. If you alight at Edinburgh Waverley, the workshop venue is an easy 10 minute walk over North and South Bridge map. The second railway station is called Haymarket and is at the West End of the city centre.

Accommodation
Please refer to you invitation email to check if ICMS is offering to reserve accommodation for you, or if you are expected to arrange and pay for your own accommodation.   For those arranging their own accommodation, a list of Edinburgh of various hotels and guest houses and prices is available here . Sections 4 is particularly relevant.  You may also find the following suggestions helpful:

Jurys Inn Edinburgh, 43 Jeffrey Street, Edinburgh EH1 1DH (close to workshop venue and city centre)
+44 (0)131 200 3300 - www.jurys-edinburgh-hotels.com 
If booking, please inform the hotel that you are attending an ICMS event and that you'd like to be offered the ICMS corporate rate of 73.00 GBP per night for bed and breakfast.  

The Kenneth Mackenzie Suite, 7 Richmond Place, Edinburgh, EH8 9ST (University accommodation)
+44 (0)131 651 2007 - http://www.edinburghfirst.com/accommodation/kennethmackenzie.asp

Hotel Ibis, 6 Hunter Square, Off Royal Mile, Edinburgh EH1 1QW
+44 (0)131 240 7000 - www.hotels-europe.com/ibishotels/england/edinburgh.htm

Smiths Guest House, 77 Mayfield Road, Edinburgh EH9 3AA
+44 (0)131 667 2524 - www.smithsgh.com - mail@smithsgh.com

Scottish Youth Hostel Association
0870 155 3255 (UK only) - Scottish Youth Hostel Association

Edinburgh Tourist Board - www.edinburgh.org/accom

Hotel Direct - www.hoteldirect.co.uk/edinburgh

Registration
Registration will take place 08.45 - 09.35 on Wednesday 3 March at 15 South College Street, Edinburgh.

Catering
Morning and afternoon tea/coffee/biscuits as well as a buffet lunch will be provided on each day of the workshop.

A workshop dinner will take place on Thursday 4 March at 19.30 at Blonde Restaurant, 75 St Leonards Street, Edinburgh, EH8 9QR.

Public Lecture by Kerrie Mengersen (Queensland University of Technology)
Doors will open at 17.30 on Wednesday 3 March for a Public Lecture entitled, "Where are they and what do they look like?  Discovering patterns in data using statistical mixture models".   The lecture will commence at 18.00 prompt.  Please note that latecomers will not be permitted into the lecture theatre.  Seats have already been reserved for all participants in the Mixture Estimation workshop.      

Programme

Please continue to check this Programme as it may be subject to change:

Wednesday 3 March

08.45 - 09.35

Registration and coffee

09.35 - 09.45

Introduction and welcome

 

Bayesian debate on mixture inference

09.45 - 10.30

John Geweke (University of Technology, Sydney)
Interpretation and Inference in mixture models

10.30 - 11.00

Coffee/tea provided in the Chapterhouse (ground floor)

11.00 - 11.45

Sylvia Fruehwirth-Schnatter (Johannes Kepler University Linz)
TBA

11.45 - 12.30

Gilles Celeux, Agostino Nobile, Christian P Robert, Kerrie Mengersen (discussants)

12.30 - 13.00

General discussion

13.00 - 14.00

Lunch provided in the Chapterhouse (ground floor)

14.00 - 15.00

Methodology (25 minute talks plus 10 minutes discussion)

 

Murray Aitkin (University of Melbourne)
How many normal components in the galaxy velocity data? Posterior deviance  distributions for the number of components, and their interpretation

 

Geoff McLachlan (University of Queensland)
The modelling of high-dimensional data via normal mixture models

15.00 - 15.30

Coffee/tea provided in the Chapterhouse (ground floor)

15.30 - 16.30

Asymptotic theory (25 minute talks plus 10 minutes discussion)

 

Jiahua Chen (University of British Columbia)
Testing the order of finite mixture models by EM-test

 

Bruce Lindsay (Pennsylvania State University)
Mixture related  analysis in many dimensions

16.30 - 17.30

Poster Session in the Chapterhouse (ground floor)

18.00 - 19.00

Public Lecture by Kerrie Mengersen (Queensland University of Technology)
Where are they and what do they look like?  Discovering patterns in data using statistical mixture models

19.00 - 20.00

Informal wine reception in the Chapterhouse, ground floor, 15 South College Street

 

Thursday 4 March

09.15 - 10.15

Michael Jordan (University of California, Berkeley)
Completely random measures, hierarchy, and nesting in Bayesian nonparametrics

10.15 - 10.45

Coffee/tea provided in the Chapterhouse (ground floor)

10.45 - 12.15

Machine learning etc (25 minute talks plus discussion)

 

Yee Whye Teh (University College London)
TBA

 

Iain Murray (University of Toronto & University of Edinburgh)
TBA

 

Katherine Heller (University of Cambridge)
TBA

12.15 - 13.30

Lunch provided in the Chapterhouse (ground floor)

13.30 - 14.30

Machine learning etc (25 minute talks plus 10 minutes discussion)

 

Chris Williams (University of Edinburgh)
Greedy learning of binary latent trees

 

Mark Girolami (University of Glasgow)
Inferring spectral mixture components in multiplexed Surface Enhanced Raman Resonance Spectroscopy

14.30 - 15.00

Coffee/tea provided in the Chapterhouse (ground floor)

15.00 - 16.00

Bayesian computational methodology (25 minute talks plus 10 minutes discussion)

 

Christophe Andrieu (University of Bristol)
Exact approximations of MCMC algorithms

 

Paul Fearnhead (Lancaster University)
Sequential Monte Carlo methods and perfect sampling for mixture models

16.30

Distinguished Lecture by Michael Jordan (University of California, Berkeley)
To be held in the Informatics Forum; further details to be announced. 

19.30

Workshop Dinner (venue to be announced)

 

Friday 5 March

09.15 - 10.45

(25 minute talks plus 10 minutes of discussion)

 

Clare Alston (Queensland University of Technology)
Bayesian mixture models: a blood free dissection of a sheep

 

Olivier Cappé (Telecom ParisTech & CNRS)
Online EM algorithms for mixtures, HMMs and beyond

 

Brendan Murphy (University College Dublin)
A mixture of experts latent position cluster model for social network data

10.45 - 11.15

Coffee/tea provided in the Chapterhouse (ground floor)

11.15 - 12.15

Financial applications (25 minute talks plus discussion)

 

Robert Kohn (University of New South Wales)
Bayesian mixtures of autoregressive models

 

Richard Gerlach (University of Sydney)
Smooth transition mixture GARCH models for forecasting risk measures in financial markets

12.15 - 13.30

Lunch provided in the Chapterhouse (ground floor)

13.30 - 15.30

Biological sciences (25 minute talks plus 10 minutes discussion)

 

Kim-Anh Do (University of Texas M.D. Anderson Cancer Centre)
Bayesian mixture modelling with applications to translational cancer research

 

Michael Newton (University of Wisconsin, Madison)
Gamma-based clustering via ordered means with application to gene-expression analysis

 

Peter Müller (University of Texas M.D. Anderson Cancer Centre)
Bayesian semiparametric mixture models with covariate-dependent weights

 

Chris Holmes (University of Oxford)
TBA

15.30 - 16.00

Coffee/tea provided in the Chapterhouse (ground floor).   Close of workshop.

 

Presentations:

Presentation Details
Aitkin, Murray
How many normal components in the galaxy velocity data? Posterior deviance distributions for the number of components, and their interpretation
View Abstract Down
Alston, Clair
Bayesian mixture models: a blood free dissection of a sheep
View Abstract Down
Andrieu, Christophe
Exact approximations of MCMC algorithms
View Abstract Down
Cappé, Olivier
Online EM algorithms for mixtures, HMMs and beyond
View Abstract Down
Chen, Jiahua
Testing the order of finite mixture models by EM-test
View Abstract Down
Do, Kim-Anh
Bayesian mixture modelling with applications to translational cancer research
View Abstract Down
Fearnhead, Paul
Sequential Monte Carlo methods and perfect sampling for mixture models
View Abstract Down
Gerlach, Richard
Smooth transition mixture GARCH models for forecasting risk measures in financial markets
View Abstract Down
Geweke, John
Interpretation and inference in mixture models
View Abstract Down
Girolami, Mark
Inferring spectral mixture components in multiplexed Surface Enhanced Raman Resonance Spectroscopy
View Abstract Down
Jordan, Michael
Completely random measures, hierarchy, and nesting in Bayesian nonparametrics
View Abstract Down
Kohn, Robert
Bayesian mixtures of autoregressive models
View Abstract Down
Lindsay, Bruce
Mixture related analysis in many dimensions
View Abstract Down
McLachlan, Geoff
The modelling of high-dimensional data via normal mixture models
View Abstract Down
Müller, Peter
Bayesian semiparametric mixture models with covariate-dependent weights
View Abstract Down
Murphy, Brendan
A mixture of experts latent position cluster model for social network data
View Abstract Down
Newton, Michael
Gamma-based clustering via ordered means with application to gene-expression analysis
View Abstract Down
Williams, Chris
Greedy learning of binary latent trees
View Abstract Down

Participants

Name Institution
Abdulkadir, Sauta Federal University of Technology, Yola
Aitkin, Irit University of Melbourne
Aitkin, Murray University of Melbourne
Alfó, Marco "Sapienza" Universita' di Roma
Alston, Clair Queensland University of Technology
Anagnostopoulos, Christoforos The Institute for Mathematical Sciences, Imperial College London
Anaya-Izquierdo, Karim The Open University
Andrieu, Christophe University of Bristol
Archambeau, Cedric Xerox Research Centre Europe
Bakra, Eleni MRC Biostatistics Unit
Benaglia, Tatiana MRC Biostatistics Unit
Böhning, Dankmar University of Reading
Cappé, Olivier Telecom ParisTech & CNRS
Celeux, Gilles INRIA
Chen, Jiahua University of British Columbia
Chopin, Nicolas ENSAE-CREST
Critchley, Frank The Open University
Dean, Nema University of Glasgow
Do, Kim-Anh University of Texas M.D. Anderson Cancer Center
Eslami, Seyed Mohammadali University of Edinburgh
Fearnhead, Paul Lancaster University
Filippone, Maurizio University of Glasgow
Forbes, Florence INRIA
Frühwirth-Schnatter, Sylvia Johannes Kepler University Linz
Gerlach, Richard University of Sydney
Geweke, John University of Technology Sydney
Girolami, Mark University of Glasgow
Gordon, Fabiana Imperial College London
Gormley, Claire University College Dublin
Green, Peter University of Bristol
Heller, Katherine University of Cambridge
Hinde, John National University of Ireland Galway
Holmes, Chris University of Oxford
Hurn, Merrilee University of Bath
Jordan, Michael University of California, Berkeley
Juan, Alfons Universitat Politècnica de València
Juan, Alfons Universitat Politècnica de València
Kivinen, Jyri University of Edinburgh
Kohn, Robert University of New South Wales
Kornbrot, Diana University of Hertfordshire
Lawrence, Neil University of Manchester
Lindsay, Bruce Pennsylvania State University
Matias, Catherine CNRS Laboratoire Statistique et Génome
McLachlan, Geoff University of Queensland
McParland, Damien University College Dublin
Mengersen, Kerrie Queensland University of Technology
Müller, Peter University of Texas M.D. Anderson Cancer Center
Muniz Terrera, Graciela MRC Biostatistics Unit
Murphy, Brendan University College Dublin
Murray, Iain Unversity of Toronto & University of Edinburgh
Newton, Michael University of Wisconsin, Madison
Nobile, Agostino University of Glasgow
Orbanz, Peter University of Cambridge
Ray, Surajit Boston University
Robert, Christian P University of Paris-Dauphine
Savage, Rich University of Warwick
Sever, Krunoslav Helmut-Schmidt Universität Hamburg
Shi, Jian Qing Newcastle University
Städler, Nicolas Seminar für Statistik, ETH Zürich
Stathopoulos, Vassilios University of Glasgow
Stewart, Michael University of Sydney
Storkey, Amos University of Edinburgh
Sutton, Charles University of Edinburgh
Teh, Yee Whye University College London
Titterington, Mike University of Glasgow
Van Steen, Kristel University of Liege
West, Robert M University of Leeds
Whiteley, Nick University of Bristol
Williams, Chris University of Edinburgh
Wraith, Darren INRIA
Yau, Christopher University of Oxford