• Next meeting in two weeks, Thursday July 23nd, 1PM EDT (UTC-0400).
• Our session at JSM is scheduled on Wednesday August 5th, 10:30am-12:20PM, room CC-159A. The schedule and list of speakers is available. See you there !

• Summary of ABC in Paris workshop, by Julien
• Status update from all subgroups, see summary.

Meeting to resume interactions and get the new subgroups started.
Presentation of the subgroups, click on a title to access the slides:

• Applications to population genetics
• SMC samplers for bayesian analysis of massive dataset
• Adaptive SMC samplers
• ABC (no slides, see meeting summary)
• Model selection and transdimensional inference
• Theoretical review

• Still time to check the subgroups list, and e-mail subgroup leaders to join in.
• Next meeting same day/time in 2 weeks.
• Until then, please contact the subgroup leaders.

Lecture by Geneviève Lefebvre, from Université du Québec à Montréal:

• A divergence approach for the tempering schedule in Sequential Monte Carlo Sampling
• Slides

This works is part of her PhD thesis [16] Lefebvre (2007).

No meeting

No meeting

Lecture by Jan Hannig:

• On Generalized Fiducial Inference
• Slides, board

Lecture by Arnaud Doucet:

• Sequential Monte Carlo Samplers
• Slides

Lecture by Julien Cornebise on the asymptotic analysis of quality criterions such as the Coefficient of Variation of the weights in Sequential Importance Sampling, and its applications to design adaptive methods in SMC.

• Analysis of quality criterions and adaptive methods in sequential importance sampling
• Slides

This lecture relies on

• his article [13] Cornebise, Moulines, Olsson (2008),

• [14] Douc, Moulines (2008),
• [15] Douc, Moulines, Olsson (2008).

• Tree based functional expansions for particle models
• Slides (first part of the talk) and whiteboard displays (second part of the talk)

This is a much extended version of the talk Sylvain gave in Duke last week (now including the sktech of the proof and the applications).

This lecture relies on his article [12] Del Moral, Patras, Rubenthaler (2006), soon to be published.

• Ancestral inference on coalescent histories
• Slides of the talk, including a rich list of references

When asked for a short list of references, Bob advises:

• [9] Griffiths (2002) for a review of the topic,
• [6] Griffiths and Tavaré (1994), [8] Stephens and Donnelly (2000), [10] De Iorio and Griffiths (2004), and [11] De Iorio et al. (2005) as articles on the topic, and
• [7] Harding et al. (1997) for an application on real dataset.

• Particle approximations for Boltzmann equation (mollified)
• Whiteboard displays of Sylvain's lecture

For potential applications of SMC as alternative to MCMC, Cajo (who could not make it today) points to

• [4] Bink et al. (2008) as an introduction to QTL analysis, and
• [5] Jain et al. (2007) about haplotype reconstruction.

We will talk about these in a future meeting.

• A Crash Course on SMC Methods
• Slides of Arnaud's presentation

Group introduction and organizational meeting.

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