Institute for Mathematical Innovation

MCMC Anonymous Group

MCMC Anonymous is an informal, interdisciplinary working group on MCMC methods, trying to establish commonalities and synergies between approaches used around campus for various applications. We aim to discuss in a friendly and inclusive atmosphere common difficulties and highlight approaches that have worked well to overcome them. In the initial phase, we are working towards developing a common language.

The group meets most Wednesdays between 2.15-4.15 in the Wolfson Lecture Theatre (4W1.7). All academics at the University of Bath interested in MCMC are warmly invited join MCMC Anonymous.


Topics covered at previous MCMC meetings

  1. Wed 19 Oct 2016: Introductions
  2. Wed 26 Oct 2016: Introductions (continued)
  3. Wed 2 Nov 2016: Short Presentations on MCMC from Biology, Chemistry, Mathematics, Physics and Statistics
  4. Wed 9 Nov 2016: Consolidation and group discussions
  5. Wed 23 Nov 2016: Continued consolidation and group discussions


MCMC presentation, resources and slides

  1. A Statistician’s Intro to McMC
  2. Alison Walker's presentation
  3. Inference of large-scale network structures
  4. Inference of Population Structure Using Multilocus Genotype Data
  5. Lattice Gas Monte Carlo
  6. MCMC in Uncertainty Quantification
  7. Monte Carlo: A Simple Simulator’s View
  8. Smart MCMC methods for rapid mixing in simulations of soft matter


Academic staff taking part in the MCMC Thematic Semester

Karim Anaya-Izquierdo (Stats) Markus Kaiser (Maths)
Richard Burke (Mechanical Eng.) Thomas Kjeldsen (Architecture & Civil Eng.)
James Cave (Physics)    Ben Morgan (Chemistry)
Stephen Clark (Physics)  Eike Mueller (Maths)
Begona Delgado-Charro (Pharmacy)  Matthew Parkinson (Maths)
Gianluca Detommaso (Maths/Stats) Tiago Peixoto (Maths) 
Sergey Dolgov (Maths) Nick Priest (Biology)
Evangelos Evangelou (Stats) Adwaye Rambojun (Maths/CS)
Daniel Falush (Biology) Rob Scheichl (Maths)
James Fidal (Architecture & Civil Eng.) Hartmut Schwetlick (Maths)
Colin Fox (IMI Global Chair) Paul Secular (Physics)
Silvia Gazzola (Maths) Tony Shardlow (Maths)
Dibyajyoti Ghosh (Physics) Dan Simpson (Stats)
Ivan Graham (Maths) Theresa Smith (Stats)
James Grant (Chemistry) Manuchehr Soleimani (Electronic & Electrical Eng.)
Chris Hallsworth (IMI) Sam Thomas (Maths)
James Hook (IMI) Alison Walker (Physics)
Emma Horton (Stats) Nigel Wilding (Physics)
Rob Jack (Physics) Kit Yates (Maths)
Chris Jennison (Stats)  
Jooyoung Jeon (Management)