Organizing Committee
Abstract

Data-rich investigations need advanced tools for allowing data to inform and interact with models. Bayesian Nonparametrics is a rapidly growing subfield of statistics and machine learning that provides a framework for creating complex statistical models that are both expressive and tractable. Recent, successful applications of nonparametric Bayesian models across a variety of domains suggests that these models have the potential for wide use. The challenge of constructing and using models on very high dimensional or even infinite dimensional spaces creates many opportunities for fruitful interactions between mathematicians, statisticians and computer scientists. Areas of interest include prior construction, posterior inference, posterior asymptotics, algorithmic development, and practical applications.

Image courtesy of Daniel Roy and Yee Whye Teh

Confirmed Speakers & Participants

Workshop Schedule

Monday, September 17, 2012
TimeEventLocationMaterials
8:30 - 8:55Registration & Welcome Coffee11th Floor Collaborative Space 
8:55 - 9:00Welcome - ICERM Director, Jill Pipher11th Floor Lecture Hall 
9:15 - 10:00Using Bayesian Nonparametrics for Practical Optimization of Machine Learning Algorithms - Ryan Adams, Harvard University11th Floor Lecture Hall 
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Computer Emulation with Non-Stationary Gaussian Processes - Surya Tokdar, Duke University11th Floor Lecture Hall
11:15 - 12:00Bayesian nonparametrics for adaptive surveys and tests - Lawrence Carin, Duke University11th Floor Lecture Hall 
12:00 - 2:00Break for Lunch  
2:00 - 2:45Convergence of latent mixing measures in finite and infinite mixture models - Long Nguyen, University of Michigan11th Floor Lecture Hall
2:45 - 3:30Dirichlet process mixtures are inconsistent for the number of components in a finite mixture - Jeffrey Miller, Brown University11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45Bayesian estimation of the discrepancy with misspecified parametric models - Pierpaolo De Blasi, Universita di Torino11th Floor Lecture Hall
5:00 - 6:30Welcome Reception11th Floor Collaborative Space 
Tuesday, September 18, 2012
TimeEventLocationMaterials
9:15 - 10:00Bayesian Nonparametric Approaches for Partially-Observable Reinforcement Learning - Finale Doshi-Velez, Massachusetts Institute of Technology11th Floor Lecture Hall 
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Species sampling priors for the analysis of array CGH data - Michele Guindani, University of Texas, MD Anderson Cancer Center11th Floor Lecture Hall 
11:15 - 12:00On a simple class of Bayesian nonparametric autoregression models - Fernando Quintana, Pontifical Catholic University of Chile11th Floor Lecture Hall
12:00 - 5:00Afternoon Free for Collaborations  
Wednesday, September 19, 2012
TimeEventLocationMaterials
9:15 - 10:00Nonparametric Bayes tensor factorizations for big data - David B. Dunson, Duke University11th Floor Lecture Hall
10:00 - 10:05Group Photo11th Floor Lecture Hall 
10:05 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Bayesian Emulation and Calibration of a Dynamic Model for an H1N1 Influenza Epidemic - Marian Farah, MRC Biostatistics Unit11th Floor Lecture Hall
11:15 - 12:00Discovery and prediction from clinical physiologic data - Suchi Saria, Stanford University11th Floor Lecture Hall 
12:00 - 2:00Break for Lunch  
2:00 - 2:45Nonparametric priors for exchangeable graphs and arrays - Peter Orbanz, Columbia University11th Floor Lecture Hall
2:45 - 3:30Further structure underlying the beta (and Indian buffet) process - Daniel Roy, University of Cambridge11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45Multiresolution Gaussian Processes - Emily Fox, University of Washington11th Floor Lecture Hall
7:00 - 8:30Poster Session & Dessert Reception11th Floor Collaborative Space and Lecture Hall 
Thursday, September 20, 2012
TimeEventLocationMaterials
9:15 - 10:00Clusters and features from combinatorial stochastic processes - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Slice sampling dependent normalized random measures - Sinead Williamson, Carnegie Mellon University11th Floor Lecture Hall 
11:15 - 12:00The tilted Beta process - Nils Lid Hjort, University of Oslo11th Floor Lecture Hall
12:00 - 12:05Survey Distribution  
12:05 - 2:00Break for Lunch  
2:00 - 2:45Nonparametric priors for analyzing censored data and data from repair models - Jayaram Sethuraman, Florida State University11th Floor Lecture Hall
2:45 - 3:30Canonically correlated random measures and an application to survival analysis - Antonio Lijoi, Universita di Pavia11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45A nonparametric regression model for Bayesian survival analysis - Chris Holmes, University of Oxford11th Floor Lecture Hall
Friday, September 21, 2012
TimeEventLocationMaterials
9:15 - 10:00Bayes factors for high and infinite dimensional models - Steve MacEachern, Ohio State University11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15On adaptation for the posterior distribution under local and sup-norm losses - Judith Rousseau, Universite de Paris-Dauphine11th Floor Lecture Hall
11:15 - 12:00Posterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional Models - Andriy Norets, Princeton University11th Floor Lecture Hall 
12:00 - 2:00Break for Lunch  
2:00 - 2:45Modeling exchangeable collections of networks using nonparametric Bayesian mixtures - Abel Rodriguez, University of California, Santa Cruz11th Floor Lecture Hall 
2:45 - 3:30Random Partition Distributions Indexed by Pairwise Information - David Dahl, Brigham Young University11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45On some distributional properties of Gibbs-type priors - Igor Pruenster, University of Torino & Collegio Carlo Alberto11th Floor Lecture Hall
5:00 - 6:00What do rough paths have to do with finance - Terry Lyons, University of Oxford11th Floor Lecture Hall 

Tutorial Week Schedule

Thursday, September 13, 2012
TimeEventLocationMaterials
9:00 - 10:30Gaussian Processes I - Ryan Adams, Harvard University11th Floor Lecture Hall 
10:30 - 10:50Coffee/Tea Break11th Floor Collaborative Space 
10:50 - 12:20Gaussian Processes II - Ryan Adams, Harvard University11th Floor Lecture Hall 
12:20 - 1:40Break for Lunch  
1:40 - 3:10Combinatorial Stochastic Processes I - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall 
3:10 - 3:30Coffee/Tea Break11th Floor Collaborative Space  
3:30 - 5:00Combinatorial Stochastic Processes II - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall 
Friday, September 14, 2012
TimeEventLocationMaterials
9:30 - 10:30Matlab Practical: Gaussian Processes - Dilan Görür, University of California, Irvine11th Floor Lecture Hall 
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00Matlab Practical: Dirichlet Processes - Dilan Görür, University of California, Irvine11th Floor Lecture Hall 
12:00 - 1:30Break for Lunch  
1:30 - 3:30Theoretical Foundations I - Peter Orbanz, University of Cambridge11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 

Associated Semester Workshops

Computational Challenges in Probability
Uncertainty Quantification
Performance Analysis of Monte Carlo Methods

Lecture Videos

On some distributional properties of Gibbs-type priors

Igor Pruenster
University of Torino & Collegio Carlo Alberto
September 21, 2012

Bayes factors for high and infinite dimensional models

Steve MacEachern
Ohio State University
September 21, 2012

The tilted Beta process

Nils Lid Hjort
University of Oslo
September 20, 2012

Slice sampling dependent normalized random measures

Sinead Williamson
Carnegie Mellon University
September 20, 2012

Clusters and features from combinatorial stochastic processes

Tamara Broderick
University of California, Berkeley
September 20, 2012

Multiresolution Gaussian Processes

Emily Fox
University of Washington
September 19, 2012

On a simple class of Bayesian nonparametric autoregression models

Fernando Quintana
Pontifical Catholic University of Chile
September 18, 2012

Bayesian Nonparametric Approaches for Partially-Observable Reinforcement Learning

Finale Doshi-Velez
Massachusetts Institute of Technology
September 18, 2012