Marcelo Pereyra | Welcome

Maxwell Insitute for Mathematical Sciences
School of Mathematical and Computer Sciences, Heriot-Watt University

News

Winter School The slides for my 6-hour course on "Bayesian inference and mathematical imaging" at the CIRM school on "The Mathematics of Imaging" are available here:
Part I: Bayesian analysis and decision theory,
Part II: Markov chain Monte Carlo,
Part III: probability & convex optimisation,
Part VI: mixture, random fields, and hierarchical models.

New paper I am glad to report that the paper "Revisiting maximum-a-posteriori estimation in log-concave models" has been accepted for publication in SIAM J. Imaging Sciences. Pre-print avialable at https://arxiv.org/abs/1612.06149

Plenary talk I will have the honour of being a plenary speaker at SMAI 2019 (Biennalle Française des Mathématiques Appliquées et Industrielles), which will take place on 13-17 May 2019 in Guidel, Morbihan, France. More details soon.

Invited Position I will have the honour to hold an Invited Professor position at the Institut Henri Poincaré in Paris during the "Mathematics of Imaging" trimester (Jan. to April 2019). Please see the programme webpage for details and to register for the fantastic workshops and activities proposed.

Workshop I am co-organising a workshop on "Bayesian inverse problems" with Marta Betcke, Natalia Bochkina, and Sean Holman. The workshop will take place in Edinburgh on Nov 23 2018 and will focus on new theory, methodology, and algorithms, with special attention to high-dimensional and infinite dimensional problems. Please see the workshop webpage for details.

New paper I am glad to report that the paper "Scalable Bayesian uncertainty quantification in imaging inverse problems via convex optimization" with Audrey Repetti, Yves Wiaux has been accepted for publication in SIAM J. Imaging Sciences. Pre-print avialable at https://arxiv.org/abs/1803.00889

Workshop I am helping organise the upcomming International BASP Frontiers workshop 2019, which will bring together 100 theoretical, astronomical, and biomedical imaging scientits for 5 days in Switzerland. Please see the workshop webpage for more details.

Conference tutorial Jean-Yves Tourneret and I will be delivering a tutorial on ``High-dimensional Monte Carlo methods for image processing applications" at the ENBIS'2018 conference on 2 Sep. 2018, Nancy, France. Please see the conference webpage for details and to register for the tutorial.

New paper My two-part paper "Uncertainty quantification for radio interferometric imaging" with Xiaohao Cai and Jason D. McEwen has been published in Monthly Notices of the Royal Astronomical Society. See Part I: Proximal MCMC methods, and Part II: MAP Estimation.

New paper I am glad to report that the paper "Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau" with Alain Durmus and Eric Moulines has been published in SIAM J. Imaging Sciences, https://epubs.siam.org/doi/10.1137/16M1108340

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