SECOND WORKSHOP

Wellington, 5 - 8 December, 2005

The emphasis of the second workshop will be on furthering a network of HMM practitioners within New Zealand, and it will include post-graduate level tutorials, invited speakers and some contributed talks. There may be some sessions on software, and possibly some panel discussions. If interest is sufficient, there will be a poster session. A major aim of the second workshop is to allow speakers from the first workshop to describe advances made on the problem described since the workshop.

Final Programme for the Second Workshop in pdf format

Abstracts for the Second Workshop in pdf format

Draft Programme for the Second Workshop in pdf format

Photo Gallery from Second Workshop

Programme and Presentation Notes for the Second Workshop

Presentations referenced below have now been taken offline, and can be obtained by emailing Roger Littlejohn.

Monday 5 December

10.20 - 11.20

David Harte

An Introduction to Discrete Time Hidden Markov Models

11.20 - 12.20

Junko Murakami

Three different approaches to parameter estimation for simple HMMs

14.20 - 15.00

David Vere-Jones

Filters versus HMMs: two approaches to point process HMMs - text

Transparencies from talk

15.00 - 15.20

Marcus Frean

Using HMMs to control dynamical systems

16.00 - 17.00

Peter Clifford

On-line inference for data streams

Dance movie
Leaf movie

Tuesday 6 December

9.00 - 9.40

Peter Thomson

Hidden Markov models : Some examples of their application and reflections on their use

9.40 - 10.20

Pierre Ailliot

A hidden Markov model to describe the space-time evolution of the wind

10.40 - 11.00

Peter Smith

Modelling the condition of power transformers over time

11.00 - 11.40

Dominic Lee

Analysing physiological signals from preterm babies

11.40 - 12.20

Roger Littlejohn

EDA of Rhythms in Deer Data: Feeding, Biting and Growth

14.00 - 14.40

David Harte

An HMM with Observations Dependent on the Current and Previous Markov States

14.40 - 15.00

Mark Bebbington

HMMs for volcanic hazard

15.20 - 16.00

Satish Iyengar

Inference for the Ornstein-Uhlenbeck process

16.00 - 17.00

Peter Clifford

Exact likelihood calculation for a class of Cox processes

Wednesday 7 December

9.00 - 10.00

Hal White

Estimating the Effects of Hidden Policy Regimes

10.00 - 10.20

Jin Seo Cho

Testing for Regime Switching with Mis-specified Exponential Family Distributions

10.40 - 11.20

Robert Davies/ Jin Seo Cho 

Testing for Markov switching

11.20 - 12.00

Roger Bowden

Knowing a bit but not too much: Incomplete directional models and their use in forecasting and hedging

12.00 - 12.20

Mark Robinson

HMMs in Quantitative Proteomics

Thursday 8 December

9.00 - 9.20

Stefanka Chukova

The Batch Markovian Arrival Process (BMAP): An overview

9.20 - 9.50

Jan Bulla

A Semi-Markovian Generalization of Ryden’s Hidden Markov Model

9.50 - 10.20

John Sansom

On Modelling Seasonality within a Hidden Semi-Markov Rainfall Model

10.40 - 11.20

Ba-Ngu Vo

Finite set-valued HMM in multiple target tracking

11.20 - 11.40

Will Probert

Performance of a neural particle filter for motion tracking using a biomimetic sensor array

11.40 - 12.20

David Bryant

Hidden Markov Models in Phylogenetics

14.00 - 14.40

Richard Arnold

Bayesian Disease Mapping Models

14.40 - 15.20

Xiaogu Zheng

Simulation of Precipitation in the Upper Waitaki Catchment, New Zealand, and its Relation with IPO: Temporal Variability

15.40 - 16.00

Rifan Ardianto

Study On The Hidden Markov Model For El Nino

16.00 - 16.40

Peter Thomson

A multisite daily rainfall generation model applied to New Zealand data

Proposed Programme for the Second Workshop

Monday 5 December

10 am Registration

11 am - 5 pm Tutorial sessions and software demonstrations. Contributions from David Harte, Junko Murakami, etc, concluding with an invited contribution by Peter Clifford.

5 pm - 8 pm Workshop Reception

Tuesday 6 December

9 am - 5 pm Introductory talk by Peter Thomson. Other talks on numerical  methods and algorithms, including particle filters, updating procedures, matrix algorithms, estimation approaches for point process models, etc.

7 pm Workshop Dinner at the Skyline Restaurant

Wednesday 7 December

9 am - 1 pm (half-day) Invited paper by Hal White. Other talks by Robert Davies and others on underlying problems involved in identifying the order of underlying chains and estimating their parameters.

The afternoon is unscheduled. The choice of excursions and visits is detailed below.
 

Thursday 8 December

9 am - 5 pm Focus on multivariate models, spatial models and networks. Invited paper by Peter Clifford. Other papers by Pierre Ailliot, Mark Bebbington, Roger Littlejohn.

Visiting Fellows

Peter Clifford (Oxford University)

Peter's home page
Publications and Biographical note

 

 

Hal White (University of California San Diego)

Hal's home page

 

 

 

 

Wednesday Afternoon Excursions

Some options for activities for the afternoon off on Wednesday, 7 December, 2005 are listed below:

1. Ferry trip to Eastbourne, a walk while there, dinner back in Wellington.
   http://www.eastbourneonline.co.nz/gettinghere.html

2. Walk to the wind turbine through the bush, 2 hours return, dinner in Brooklyn (close to the bus route for return).
   Brooklyn Wind Turbine website

3. Walking tour Wellington: Te Papa, museum of Wellington City and Sea, dinner in Wellington.
   http://www.tepapa.govt.nz/Tepapa/

4. Walking tour Wellington: Parliament, Botanic Gardens, dinner in Wellington.
   Wellington Botanic Gardens

5. Trip to Wairarapa for wine tasting, visits to Te Kairanga (entrance fee $3) winery and Palliser (entrance fee $4) winery, transportation and dinner can be arranged.
   http://www.fourcorners.co.nz/new-zealand/wairarapa-wine/

6. Walk in the Karori Sanctuary, bus route close to the Sanctuary available, entrance fee $8, dinner in Wellington.
   http://www.sanctuary.org.nz/

7. None of the above (own choice)

For the walks (2, 3, 4, 6) appropriate maps will be provided. If we collect the necessary information on time, dinners in Wellington and Brooklyn will be booked in advance.

Bibliography

Bibliography of Wanaka Workshop

Please send electronic lists to Roger Littlejohn

Software and Web Links

Emery Brown's Homepage (including OpenGL videos)

Open GL Homepage

Robert Davies' S-Plus and C++ matrix libraries

David Harte's Statistical Seismology / Point Process / Discrete Time HMM Library
This package is still under development and may often change. It is recommended to use the pdf version of the manual.

Please send further links to Roger Littlejohn

Lunchtimes

There will be extended opportunities to discuss ideas and develop collaborations over lunch.

You may be also interested in a waterfront walk.

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