skip to primary navigation skip to content
Loading Events

« All Events

  • This event has passed.

BSU Seminar: ‘Some advances and applications of robust gradient-based Markov chain Monte Carlo’

October 3 @ 3:00 pm - 4:00 pm


Speaker: Sam Livingstone, University College London

Abstract: I will discuss some recent work on gradient-based Markov chain Monte Carlo. At their best gradient-based algorithms are often state-of-the-art, but they can also behave erratically in various ways.  In the first part of the talk I’ll introduce a gradient-based scheme called the Barker proposal that can often match the performance of competitors such as MALA and HMC but is probably more robust. I will in particular highlight the benefits this brings in the context of adaptive MCMC.  If time permits, in the second part of the talk I will talk about ongoing using MCMC for automatic model selection in poly-hazard models.  The first part is joint work with Giacomo Zanella, Jure Vogrinc & Max Hird, the second is joint with Luke Hardcastle and Gianluca Baio.

This will be a free hybrid seminar. To register to attend virtually, please click here: 


October 3
3:00 pm - 4:00 pm
Event Categories:


MRC Biostatistics Unit


MRC Biostatistics Unit
East Forvie Building, Forvie Site, Robinson Way
Cambridge, CB2 0SR United Kingdom
+ Google Map