- Prof. Hashem Pesaran's tribute (22.Jan.2025)
- Committees (Under construction) (18.Jan.2025)
- Keynote talks (18.Jan.2025)
- Website launching (8.Jan.2025)
Tutorials will take place 10th to 12th December 2025.
The tutorials are organized by the COST Action HiTEc (see HiTEc Winter Course 2025). The conference participants can register for each one of the tutorials separately. For further information send an email to info@CMStatistics.org.
Dates: 10-12 December 2025.
Venue: Birkbeck, University of London, UK.
Further details will be provided in due course.
Probabilistic programming for statistical analysis in Julia
Presenters: Mattias Villani, Stockholm University, Sweden and TBA, University of Cambridge, UK.
Email: Contact
Dates: 10th December 2025.
Julia has emerged as an important language for statistical data analysis and machine learning. It is a high-level language that is easy to learn, but with a speed close to C/C++ from its just-in-time compilation. Despite its relatively young age, Julia already has an impressive set of libraries for statistics, and can be easily integrated with a workflow in R or Python.
This first half of this tutorial introduces the Julia programming language with a focus on statistical analysis. The second half focuses on likelihood and Bayesian inference using the Turing.jl probabilistic programming ecosystem in Julia. Participants are encouraged to install Julia and some statistical packages before the tutorial, to follow along on their own laptops. More details with installation instructions will be posted as we approach the conference.
The following topics will be covered:
Bayesian variable selection
Presenter: Jim Griffin, UCL, UK.
Email: Contact
Dates: 11th December 2025.
The routine availability of large numbers of covariates for many data sets has led to interest in variable selection methods which find a subset of the covariates that explain the variation in the response. I will review Bayesian approaches to variable selection. These automatically provide a measure of model uncertainty through the posterior distribution, which is attractive as an alternative to choosing a best model according to some criterion. I will look at the basic ideas, the choice of prior distributions (which is key for effective variable selection), applications to linear, generalized linear, and nonlinear models, computational approaches, and methods to summarise the posterior distribution. The methods will be illustrated on a range of applications including biology, chemometrics, economics and finance, and a range of data set sizes from tens to thousands of covariates.
TBA.
Presenter: Sophie Dabo,University of Lille, France.
Email: Contact
Dates: 12th December 2025 (morning).
TBA.
Measure transportation, statistical inference, and time Series
Presenter: Marc Hallin,Universite libre de Bruxelles, Belgium.
Email: Contact
Dates: 12th December 2025 (afternoon).
TBA.
Wednesday, 10 December 2023
Thursday, 11 December 2025
Friday, 12 December 2025
PhD students and young researchers, according to the COST definition (under 40 years), from eligible COST countries* can apply for a limited number of grants. The granted participants will be reimbursed a daily allowance of 190 euros per day plus travel expenses of up to 350 euros.
Organized by the HiTEc COST Action CA21163 with the collaboration of CFE-CMStatistics.
Sponsored by COST.