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Workshop on Inference and Estimation in Probabilistic Time-Series Models



Para conhecimento.
 
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Call for Papers

Workshop on Inference and Estimation in Probabilistic Time-Series Models
http://www.newton.cam.ac.uk/programmes/SCH/schw05.html
Isaac Newton Institute for Mathematical Sciences,
Cambridge, UK 18, 19, 20 June 2008

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Organisers:
Dr. David Barber, UCL London
Dr. Silvia Chiappa, MPI Tuebingen
Dr. Taylan Cemgil, University of Cambridge

Theme of Workshop:
Time-series analysis throws up interesting problems which remain
fundamental to several key and as yet unsolved application areas. For
example, Bayesian time-series models typically couple all time-points of
the series, resulting in intractable inference in high-dimensional
latent spaces and therefore requiring approximation.

The workshop will discuss both theories and applications related to
probabilistic approaches to time-series analysis. Viewpoints and
experiences from researchers belonging to different communities,
including machine learning, statistics and statistical physics, are
particularly encouraged. For example, approximate inference in the
machine learning community tends to be more focussed on
deterministic/variational approaches, whilst the statistics community
tends to prefer sampling approaches. Amongst others, discussions related
to this topic would be appreciated.

More generally, advances in practical and theoretical issues related to
probabilistic approaches to time-series modelling, including for example
inference, estimation, prediction, classification, clustering and source
separation, are appreciated. Novel application areas and the challenges
that they bring are also welcome.

Confirmed Invited Speakers:
Prof. Zoubin Ghahramani, University of Cambridge Prof. Simon Godsill,
University of Cambridge Prof. Eric Moulines, ENST Paris Prof. Manfred
Opper, TU Berlin Dr. Omiros Papaspiliopoulos, Universitat Pompeu Fabra
Barcelona Dr. Sumeetpal Singh, University of Cambridge Prof. Chris
Williams, University of Edinburgh

Workshop Book:
We intend to publish a peer reviewed book that will summarise the major
contributions to the workshop. Authors of papers presented at the
workshop will be invited to submit a version to be published in the
book.

Important Dates:
Paper Submission Deadline: 11 April 2008 - 22:00 GMT Paper Notification
of Acceptance: 28 April 2008 Workshop Subscription Deadline: 2 May 2008

Financial Support:
Some funding is available for participants to partially cover the costs
of the workshop.

Sponsors:
Isaac Newton Institute for Mathematical Sciences PASCAL Network of
Excellence

Contact:
For any question about the workshop please send an e-mail to
silvia.chiappa@tuebingen.mpg.de
 
--
Pedro Luis do Nascimento Silva
Southampton Statistical Sciences Research Institute