VENUE: Piazza Sraffa 13, Velodromo Building, Room N07


(Bisp booklet)

Tuesday, June 13
  8:45 -   9:15 Registration
  9:15 -   9:30 Welcome address
  9:30 - 11:00 Bayesian inference and prediction in dynamic systems
Chair: Fabrizio Ruggeri (CNR-IMATI, Milano)

Mark Steel
(University of Warwick, UK)
Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach
Annalisa Cadonna (University of California at Santa Cruz, USA)
Bayesian spectral modeling for multiple time series
Sarah Heaps (Newcastle University, UK)
Generalising rate heterogeneity across sites in statistical
11:00 - 11:30 coffee break
11:30 - 13:30 Stochastic processes and applications (contributed session)
Chair: Sandra Fortini (Bocconi University, Milano)

Stefano Favaro (University of Torino and Collegio Carlo Alberto)
Bayesian nonparametric analysis of Kingmans coalescent
Mario Peruggia (The Ohio State University)
Hierarchical Hidden Markov Models for Response Time Data
Roi Naverio Flores (Instituto de Ciencias Matematicas  - ICMAT)
Monitoring for anomalous behaviour in massive traffic time series
Henrique ter Horst (Colegio de Estudios Superiores de Administracion - CESA)
Timing Foreign Exchange
Elisa Varini (CNR-IMATI Milano)
Failure processes driven by a self-correcting model. Application to earthquake sequences
Yasaman Maleki
(Alzahra University)
A Nonparametric Estimator of Covariance Function for Parameterized
13:30 - 15:00 lunch
15:00 - 16:30 Methods and computations for complex data structures
Chair: Dennis Prangle (University of Newcastle, UK)

Rebecca Steorts (Duke University, USA)
Smoothing, Clustering, and Benchmarking for Small Area Estimation: An Application to Household Rental Prices in Berlin
Katherine Heller (Duke University, USA)
Machine Learning for Healthcare Data
Giacomo Zanella (Università Bocconi, Italy)
Analysis of the Gibbs Sampler for hierarchical and crossed-effect Gaussian models via multigrid decomposition
17:00 - 19:00 Poster session and welcome reception
Wednesday, June 14
  9:30 - 11:00 Stochastic Programming
Chair: Antonio Lijoi (Bocconi University, Milano)

Nicholas Polson (University of Chicago Booth School of Business, USA)
Optimisation Simulation for Stochastic Programming
David Ginsbourger  (IDIAP, Martigny, Switzerland)
Quantifying and reducing uncertainties on sets under Gaussian Process priors
Frank Wood (University of Oxford, UK)
Probabilistic Programming, Bayesian Nonparametrics, and Inference Compilation
11:00 - 11:30 coffee break
11:30 - 13:10 Methods and computations (contributed session)
Chair: Antonio Pievatolo (CNR-IMATI, Milano)

Tevfik Aktekin (University of New Hampshire)
General Class of Multivariate Exponential Family of State Space Models
Andrew Golightly (Bayesian Analysis of A School of Mathematics & Statistics, Newcastle University, Newcastle Upon Tyne, UK)
Correlated pseudo marginal schemes for partially observed diffusion processes
Freddy Palma
(Institiute of Research in Applied Mathematics and Systems (IIMAS) - National Autonomous University of Mexico (UNAM)
A dual Markov construction for filtering problems
Frank van der Meulen (Delft University of Technology)
Towards unified Bayesian estimation of diffusions
13:10 - 14:30 lunch
14:30 - 16:00 Stochastic Processes in Paleo Climate Science (invited special session sponsored by the Past Earth Network)
Chair: Stefano Tonellato (University of Venice, Italy)

Jochen Voss (University of Leeds)
Gaussian process emulators with applications to Paleo-climate simulations
Andrew Parnell (University College Dublin)
How fast is sea level rising?
Jake Carson (Imperial College, London)
Quantifying uncertainties in paleoclimate reconstruction: a case study over the past 800 kyr
16:00 - 16:30 coffee break
16:30 - 18:10 Bayesian methods for network data
Chair: Isadora Antoniano Villalobos (Bocconi University, Milano)

Nial Friel (University College, Dublin, Ireland)
Interlocking directorates in Irish companies using a latent space model for bipartite networks
Daniele Durante (University of Padova, Italy)
Bayesian Nonparametric Modeling of Dynamic Networks
Victor Veitch (University of Toronto, Canada)
Sampling and Estimation for (Sparse) Exchangeable Graphs
20:00 social dinner
Thursday, June 15
  9:30 - 11:00 Industrial methods
Chair: Refik Soyer (George Washington University, USA)

Ananda Sen (University of Michigan, Ann Arbor, USA)
Bayesian approaches to analyzing competing and
semi-competing risks data
Didem Egemen (George Washington University, USA)
Bayesian Modelling of Virtual Age in Repairable Systems
Matteo Borrotti (Energia Crescente and IMATI-CNR, Italy)
Sequential design of experiments and multi-objective optimization for the solutions of complex problems
11:00 - 11:30 coffee break
11:30 - 13:00 Genomics and biostatistics
Chair: Sonia Petrone (Bocconi University, Milano)

Peter Mueller (University of Texas at Austin, USA)
Bayesian Inference for Latent Biologic Structure with Determinantal Point Processes (DPP)
Lorenzo Trippa (Harvard University, School of Public Health, USA)
Bayesian response-adaptive designs for basket trials
Julia Palacios (Stanford University, USA)
Different coalescent modeling resolutions for posterior inference of evolutionary parameters
13:00 Conclusion