This is a final schedule for our technical program. Please DOUBLE CHECK if your name and paper are listed in this schedule. If you have questions please contact us.

Oral presentations: 30-minute slot for each [I]nvited paper and 20-minute slot for other [C]ontribute papers.
Poster presentations: Click here for details.

DAY 1 (September 13, 9:00 − 18:00)

SESSIONS: Finance / Algorithms | Bio / Vision | Algorithms / Evaluation

Speakers include R. E. Kalman, and invited speakers: Andrew Blake, Andrew Harvey, and Paul Fearnhead. For more details about the schedule of day 1, please click the tab above.


DAY 2 (September 14, 9:00 − 18:00)

SESSIONS: Algorithms | Tracking | Signal Processing / Control

Speakers include Neil Gordon, and invited speakers: Thomas Schön, Al Hero III, Christophe Andrieu, Petar M. Djuric, and Eric A. Wan. For more details about the schedule of day 2, please click the tab above.


DAY 3 (September 15, 9:00 − 18:00)

SESSIONS: Continuous Time | Oceans / Tracking | Large Scale Algorithms

Speakers include Jun Liu, and invited speakers: Chris Rogers, Hans R. Künsch, Dan Crisan, Richard B. Vinter, and Mark Briers. For more details about the schedule of day 3, please click the tab above.


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Poster (September 13, evening after dinner ~ 19:30 - 21:30)

The poster session areas will be set with poster boards. Your poster size is A0 (H x W: 841mm x 1189 mm / 33" x 47") LANDSCAPE. All the poster papers will be provided by the author(s). The poster must be up before the start of the listed poster session times and an author must be present during a designated period. All material has to be removed just after the end of the session.

The heading should list the paper title, author(s) name(s) and affiliation(s). It should be in bold face type and readable from a distance of 2 m.

The abstract should summarize the pertinent results and conclusions. The introduction should state the purpose of the work in relation to previous work in the field. The results section should indicate the most important findings. The conclusions should give the interpretation and the significance of the results. The references to previous work may be appropriate.

The font size for the headings of the abstract, introduction, results, conclusions, references, and any other sections, and the text and the captions for figures and graphs should be readable from a distance of one meter.

Authors are encouraged to check their poster's correctness via a trial run with their colleagues at their home institutions rather than seeing it for the first time at the conference.

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Time (Preliminary) Speakers, Sessions & Titles    [I] − invited / [C] − contribute papers
8:00 - 9:00 BREAKFAST AT HALL / REGISTRATION AT COLLEGE MAIN ENTRANCE
9:00 - 9:15 Opening remarks: Jim Candy (University of California) and Simon Godsill (University of Cambridge)
9:15 - 10:15 Keynote speech: Rudolf Kalman
10:15 - 11:00 BREAK AT MCCRUM FOYER
11:00 - 12:30

Finance / Algorithms

Invited paper
Time-varying quantiles [6] − G. De Rossi and A. Harvey*

Contribute papers
Exact and approximate Bayesian smoothing algorithms in partially observed Markov chains [51] − B. Ait-el-Fquih* and F. Desbouvries
Entropy based adaptive particle filters [31] − S. Liverani and A. Papavasiliou*
Irreducible Markov Chain Monte Carlo schemes for partially observed diffusions [80] − K. Kalogeropoulos*, G. Roberts, and P. Dellaportas

12:30 - 14:00 LUNCH AT HALL
14:00 - 15:30

Bio / Vision

Invited paper
Seeing through clutter with particle filters [50] − Andrew Blake

Contribute papers
Filtering of Neural Signals for Mental Control of Robotic Prosthetic Devices [32] − A.E. Brockwell
Particle Filtering for Multiple Object Tracking in Molecular Cell Biology [44] − I. Smal*, W. Niessen, and E. Meijering
Towards Automatic Reconstruction of Dendritic Trees Using Particle Filters [73] − D.R. Myatt*, S.J. Nasuto, and S.J. Maybank

15:30 - 16:00 BREAK AT MCCRUM FOYER
16:00 - 17:30

Algorithms / Evaluation

Invited paper
Online Inference for Multiple Changepoint Problem [3] P. Fearnhead* and Z. Liu

Contribute papers
Algorithm PP for particle filtering within ellipsoidal regions [17] − A. Balestrino, A. Caiti and E. Crisostomi*
Performance Issues in Non-Gaussian Filtering Problems [24] − G. Hendeby*, R. Karlsson, F. Gustafsson, and N. Gordon
Using exponential mixture densities for suboptimal distributed data fusion [57] − S.J. Julier*, T. Bailey, and J.K. Uhlmann

17:30 - 19:00 Dinner At Hall
19:30 - 21:30 Poster Session with Reception At New Combination Room
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Time (Preliminary) Speakers, Sessions & Titles    [I] − invited / [C] − contribute papers
8:00 - 9:00 BREAKFAST AT HALL / REGISTRATION AT COLLEGE MAIN ENTRANCE
8:45 - 9:00 Opening remarks: John Fay (ONR Global)
9:00 - 10:00 Plenary Address: Neil Gordon - Particle filters for tracking applications
10:00 - 11:00

Invited papers
State-of-the-Art for the Marginalized Particle Filter [61] − F. Gustafsson, T.B. Schön*, R. Karlsson, and P.J. Nordlund
Monte Carlo methods for sensor management in target tracking [85] − C.M. Kreucher and A.O. Hero III*

11:00 - 11:30 BREAK AT MCCRUM FOYER
11:30 - 13:00

Algorithms

Invited paper
On the automated design of the importance distribution of particle filters [54] − C. Andrieu

Contribute papers
Exact Moment Matching for Efficient Importance Functions in SMC Methods [14] − S. Saha, P.K. Mandal*, Y. Boers, and H. Driessen
SMC Samplers for Bayesian Optimal Nonlinear Design [34] − H. Kück*, N. de Freitas and A. Doucet
The Restricted variational Bayes approximation in Bayesian filtering [83] − V. Šmídl and A. Quinn*

13:00 - 14:30 LUNCH AT HALL
14:30 - 16:00

Tracking

Invited paper
Cost-reference particle filtering for dynamic systems with nonlinear and conditionally linear states [66] − P.M. Djuric* and M.F. Bugallos

Contribute papers
On tracking applications using variable rate particle filters [38] − W. Ng, J. Li, S.K. Pang, and S. Godsill
Using noisy georeferenced information sources for navigation and tracking [55] − J. Guillet and F. Le Gland*
Ground target tracking using acoustic sensors [79] − M. Ekman* and N. Bergman

16:00 - 16:30 BREAK AT MCCRUM FOYER
16:30 - 18:00

Signal Processing / Control

Invited paper
Sigma-Point filters: An overview with applications to integrated navigation and vision assisted control [75] − E.A. Wan

Contribute papers
Time-frequency analysis using particle filtering: closed-form optimal importance function and sampling procedure for a single time-varying harmonic [7] − E.E. Tsakonas, N.D. Sidiropoulos*, and A. Swami
Predictive control of complex stochastic systems using Markov Chain Monte Carlo with application to air traffic control [62] − A. Lecchini*, W. Glover, J. Lygeros, and J. Maciejowski
Sequential inference for factorial changepoint models [76] − A.T. Cemgil

19:00 - 19:30 Tour of Parker Library with Dr. Christopher De Hamel
19:30 - 20:00 Pre-Banquet Reception At New Combination Room
20:00 - 22:00 Banquet At Hall
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Time (Preliminary) Speakers, Sessions & Titles    [I] − invited / [C] − contribute papers
8:00 - 9:00 BREAKFAST AT HALL
9:00 - 10:00 Plenary Address: Jun Liu − Monte Carlo strategies (both MCMC and SMC) for simulating and optimizing molecular structures

Abtract − I will describe some of our recent efforts in the development of Monte Carlo strategies (both MCMC and SMC) for simulating and optimizing molecular structures. I will illustrate these ideas using examples from Hydrophobic-Hydrophilic (HP) protein model (both 2-D and 3-D) optimization and near-native structure (NNS) simulations.

By applying the new SMC and MCMC schemes, we were able to achieve the best results for all the 2-D and 3-D HP structural optimization examples we can find in the literature. In particular, the new approach achieved better results for these HP models than a modified PERM algorithm and the equi-energy Sampler (Kou et al. 2006). For the NNS problem, we can characterize accurately many important ensemble properties of NNS, including the size of NNS set, the probability of randomly sampling one NNS structure, and the occurrence of native contacts in NNS. We also found that widely used pairwise potential functions behaved surprisingly badly for stabilizing near native protein structures. Based on the joint work with Junni Zhang, Jinfeng Zhang, and Sam Kou.

10:00 - 11:00

Invited papers
A Bayesian solution to the equity premium puzzle [4] − A. Jobert, A. Platania, and L.C.G. Rogers*
Particle filters for continuous time state processes [68] − Hans R. Künsch

11:00 - 11:30 BREAK AT MCCRUM FOYER
11:30 - 13:00

Continuous Time

Invited paper
Particle filters in a continuous time framework [27] − D. Crisan

Contribute papers
Particle filters for partially observed diffusions [48] − P. Fearnhead, O. Papaspiliopoulos*, and G.O. Roberts
On Sequential Monte Carlo sampling of discretely observed stochastic differential equations [11] − S. Särkka
Online parameter estimation for partially observed diffusions [74] − G. Poyiadjis*, S.S. Singh, and A. Doucet

13:00 - 14:30 LUNCH AT HALL
14:30 - 16:00

Oceans / Tracking

Invited paper
A New Class of Moment Matching Filters for Nonlinear Tracking and Estimation Problems [36] − M. Clark and R.B. Vinter*

Contribute papers
Model-based processing for a short towed array [18] − E.J. Sullivan, J.D. Holmes*, and W.M. Carey
Application of the ensemble Kalman filter to atmosphere-ocean coupled model [43] − G. Ueno*, T. Higuchi, T. Kagimoto, and N. Hirose
Networks of maritime radar systems: Sensor selection algorithm for Pd<1 based on the modified Riccati equation [53] − U.D. Ramdaras* and F.G.J. Absil

16:00 - 16:30 BREAK AT MCCRUM FOYER
16:30 - 17:40

Large Scale Algorithms

Invited paper
Particle filters for graphical models [23] − M. Briers*, A. Doucet, S.S. Singh, and K. Weekes

Contribute papers
Sequential Monte Carlo approach to dynamic data-driven event reconstruction for atmospheric releases [49] − G. Johannesson*, K.M. Dyer, W.G. Hanley, B. Kosovic, S.C. Larsen, G.A. Loosmore, J.K. Lundquist, and A.A. Mirin
A SIMD particle filter [21] − S. Maskell*, B. Alun-Jones, and M. Macleod

17:40 - 18:00 CLOSING REMARKS
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Poster session will be held on Day 1, starting from 19:30 to 21:30. Please check all requirements and details for the session.

Algorithms / Evaluations / Theories

[2] A risk sensitive estimator for nonlinear problems using the adaptive grid method, S. Bhaumik, M. Srinivasan, S. Sadhu, and T.K. Ghoshal
[15] The IGMARP data fusion algorithm, A.R. Runnalls
[20] Towards Bayesian filtering on restricted support, L. Pavelkov, Š. Václav
[35] Quantization based filtering method using first order approximation, A. Sellami
[84] Deterministic and stochastic Gaussian particle smoothing, O. Zoeter, A. Ypma, and T. Heskes
[12] Benchmarking nonlinear filters, N. Sirola, S. Ali-Loytty, R. Piché
[29] On resampling algorithms for particle filters, J.D. Hol, T.B. Schön, F. Gustafsson
[45] Exploiting signal nongaussianity and nonlinearity for performance assessment of adaptive filtering algorithms: Qualitative performance of Kalman filter, M. Chen, T. Gautama, D. Obradovic, J. Chambers, and D. Mandic
[30] Expectation propagation for inference in non-linear dynamical models with Poisson observations, B.M. Yu, K.V. Shenoy, and M. Sahani
[40] Efficient parametric non-Gaussian dynamical filtering, J. Loxam and T. Drummond
[70] Sequential learning methods on RBF with novel approach of minimal weight update, V.S. Asirvadam and S.F. McLoone
[81] A sequential Monte Carlo EM solution to the transcription factor binding site identification problem, E.S. Jackson and W.J. Fitzgerald
[63] Particle filtering applied to robust multivariate likelihood optimization in the absence of a closed-form solution, P. Closas, J.A. Fernandez–Rubio, and C.F. Prades

Signal Processing and Communications

[8] Performance analysis of a suprathreshold stochastic resonance based non-linear detector, V.M. Roy and G.V. Anand
[9] Estimation of signals in colored non Gaussian noise based on Gaussian mixture models, R. Pradeepa and G.V. Anand
[26] MIMO propagation parameter tracking using EKF, J. Salmi, A. Richter, V. Koivunen
[47] Blind sequential extraction of post-nonlinearly mixed sources using Kalman filtering, W.Y. Leong and D.P. Mandic
[77] High-order multiple model channel and sequence estimation, H. Kulatunga and V. Kadirkamanathan

Tracking

[22] Online target tracking and sensor registration using Sequential Monte Carlo Methods, J. Li, W. Ng, and S. Godsill
[33] Joint driver intention classification and tracking of vehicles, J. Gunnarsson, L. Svensson, F. Bengtsson, and L. Danielsson
[37] Distributed tracking with sequential Monte Carlo methods for manoeuvrable sensors, M.H. Jaward, D. Bull, and N. Canagarajah
[59] Distributed self localisation of sensor networks using particle methods, N. Kantas, S.S. Singh, and A. Doucet
[60] Mixture tracking of multiple fingers image in omnidirection camera for human friendly interface, N. Ikoma, M. Sakata, and M. Doi
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