Talks
- International Society for Bayesian Analysis
- Hamilton Island, 2008.
- Markov Chain
Monte Carlo for Risk Analysis and Insurance Modelling. - AMRA
meeting CSIRO, Melbourne 2008.
- Adaptive SMC and ABC for alpha-Stable
models.
- MCMSki, Bormio, Milan, Italy 2008. (Young Investigators Award +
Poster)
- Filtering in
Commodities - Hedge Fund: Grinham Managed Funds, Sydney,
Australia, Dec. 2007.
- Efficient
Simulation of an Annual Loss Distribution for Estimation of VaR and ES.
- Spring Bayes, Coolangatta Queensland, Sept 2007.
- Snapshot
Review of Research Directions in Commodity Modelling - CSIRO,
Centre for Mathematics and Information Sciences, Risk Management
Seminar, 14/05/07.
- Adaptive
Monte Carlo and Delayed Rejection in Reversible Jump Monte Carlo
UNSW Mathematics Department, Bayesian Reading Group, 25/8/06
- Sequential
Monte Carlo Samplers, UBC Compter Science, Laboratory for
Computational Intelligence seminar group, 15/02/04
- Support Vector
Machines Applied to Micro Arrays Analysis, UBC Statistics
Department, 2005.
- Trans-Dimensional
Sequential Monte Carlo, QinetiQ, Great Malvern,
31/03/04.
- Theoretical Aspects of SMC :
Convergence, Central Limit Theorem and Bias, Cambridge
University Signal Processing Seminar Part 1, 25/06/04
- Theoretical Aspects of SMC :
Convergence, Central Limit Theorem and Bias, Cambridge
University Signal Processing Seminar Part 2, 29/06/04
- SMC
Samplers and Trans-Dimensional Monte Carlo, Particle and
Monte Carlo Methods, Bernoulli Conference, Barcelona, 24-25/07/04
- SMC Samplers
Overview, Machine
Learning Summer School, Berder Island, France, 12/09/04
Conferences, Workshops Attended
&/^ Presented At...
- International Society for Bayesian Analysis -
Hamilton Island, 2008
- AMRA CSIRO meeting Melbourne, 2008.
- MCMSki + AdapSki, Bormio, Italy, 2008 (Young
Investigator Travel Award)
- Quantitative Methods in Finance, Sydney,
Australia, 2007
- Spring Bayes - Coolangatta, Queensland,
Australia, Sept. 2007
- Austega - Webinar: E-Conference Chair on "Quantifying Operational Risk using Internal
Data, Relevant External Data and Expert Opinions" - Sydney, Sept.
2007
- CSIRO -Techfest Quantifying and Managing Risk -
Melbourne, Monash, 2007
- CSIRO - short course "Statistics of Extremes in
Climate Change" - Melbourne, Monash, 2007
- Statistical Society of Australia SSAI - We are
Young and We Count, ANU Canberra, 2007
- Complex Systems Beyond the Metaphor, Sydney,
UNSW 2007
- Quantitative Methods in Finance, Manly, Sydney,
Australia, 2006
- Alan Brace - UTS Financial Mathematics Invited
Lecture Series (BGM - Interest Rate Models) 2 semesters
- CSIRO - Extreme Risk Modelling workshop (Paul
Embrechts) 2006
- Spring Bayes, Brisbane, Australia, 2006
- Operational Risk Master Class (Sangri la Sydney
2006)
- Conference On Electronic Commerce and Game
Theory, Vancouver, Canada, 2005
- Machine Learning Summer School, Berder Island,
France, 2004
- Bernoulli 67th
Annual Meeting of the Institute of Mathematical Statistics,
Barcelona, 2004