BAYESIAN SIGNAL PROCESSING

[W J Fitzgerald]

Dear Friends,

I hope this might be of interest to some of you.

regards
Bill Fitzgerald 

             Isaac Newton Institute for Mathematical Sciences

                             EC SUMMER SCHOOL

                        BAYESIAN SIGNAL PROCESSING

                             19 - 31 July 1998

Organisers: WJ Fitzgerald (Cambridge), RL Smith (North Carolina),
AT Walden (Imperial), PC Young (Lancaster)

The main focus and thrust of this workshop will be that Bayesian methods
provide a unifying methodology whereby different kinds of mathematical
models may  be examined within a common statistical framework. The workshop
will bring together the statistical and computational expertise of leading
statisticians and the modelling expertise of mathematicians and subject
matter
specialists, with the broad objective of developing new signal processing
tools which make efficient use of modern computational resources while
combining the most up-to-date research of both groups of specialists.

Specific topics to be covered include:

- Bayesian methods in general and numerical methods in particular;
- Nonlinear and nonstationary time series estimation;
- Forecasting and changepoint modelling;
- Nonlinear signal processing in econometrics and financial time series;
- Dynamical systems and statistics;
- Environmental applications and spatial data analysis.

The workshop will take place at the start of a six month programme on
Nonlinear and Nonstationary Signal Processing to be held at the Isaac Newton
Institute in Cambridge (July - Dec 1998), where it is hoped that many of the
problems identified during the workshop will be studied in detail by the
participants.

Grants:  The conference is supported by a grant from the European Community
which will provide funding towards the registration, travel and subsistence
costs of selected young (under 35 years) participants.  Applications from
women and anyone living in Greece, Ireland and Portugal and other less
favoured regions of the European Community are particularly encouraged.

Other limited funds exist for participants from outside the EC.
Self-supporting applications of any age and nationality are welcome.

Applications: The workshop will take place at the Newton Institute and
accommodation for participants will be provided at Christ's College. The
conference package costs £650, which includes registration fees,
accommodation, breakfast and evening meals plus lunch and refreshments
during the days that lectures take place.

Further Information and Application Forms: are available from the WWW at
http://www.newton.cam.ac.uk/programs/nspw01.html Completed application
forms should be sent to Heather Hughes at the Newton Institute, or via email
to h.hughes at newton.cam.ac.uk The programme home page is at
              http://www.newton.cam.ac.uk/programs/nsp.html

     **Closing Date for the receipt of applications is 24 April 1998**


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*  Dr. W.J.Fitzgerald,   http://www-sigproc.eng.cam.ac.uk/~wjf     *
*  Signal Processing Group, Cambridge University Engineering Dept. *
*  Cambridge CB2 1PZ, U.K.					   *
*  and/or                                                          *
*  Christ's College,                                               *
*  Cambridge CB2 3BU                                               *
*                                                                  *
*    tel: +44-(1223)-332719, fax: +44-(1223)-332662		   *
*    email: wjf at eng.cam.ac.uk                                      *
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