Programme
Programme of the II International Workshop on Bayesian Statistics, CUNEF Universidad, Madrid, 4–5 June 2026.
2026 Workshop · Scientific programme
Workshop programme
II International Workshop on Bayesian Statistics, CUNEF Universidad, Madrid, 4–5 June 2026. All sessions took place in Aula F1.2 at the LPC Campus unless otherwise noted.
Keynote talks: 60 minutes, including 10 minutes for questions.
Contributed talks: 20 minutes, including 5 minutes for questions.
Day 1
Thursday, 4 June 2026
Registration
Opening remarks
Keynote 1Peter Müller: A semi-parametric Bayesian GLM and applications to outcome dependent sampling
Keynote 2David Rossell: High-dimensional model selection: transfer learning and projected computation
Coffee break
Contributed Session I: Time Series & Financial Econometrics
Eoghan O'Neill — Nonlinear Autoregressive Models for Functional Time Series with Bayesian Additive Regression Trees
Igor F. B. Martins — State-dependent realized stochastic covariance model
María F. Pintado — Bayesian Markov-Switching Partial Reduced-Rank Regression
Juan Ballesteros-Gómez — Bayesian Extreme Value Theory with Hawkes-AR-Gumbel Dependence for Extreme CVaR Estimation in Operational Risk
Lunch
Contributed Session II: Model Selection
Lorenzo Capello — Bayesian Model Checks and Improvements for Discrete Data
Gonzalo García-Donato — Objective Model Prior Probabilities in Variable Selection
Carlos García Meixide — Shrinkage through multiple identifiability
Keynote 3Stefano Cabras: Objective Bayesian Model Uncertainty Quantification under Missing Data
Coffee break
Contributed Session III: Applied Bayesian Methods
Yago Aguado-Carrillo-de-Albornoz — Information-based Bayesian Optimization with Expert Human Feedback
Adam Olivares — Applied Bayesian nonparametric modeling under likelihood ratio order constraints
Miguel Franco Pérez — Latent advertising stock and saturation for Marketing Mix Modeling: a field for Bayesian methods' expansion
Keynote 4Sylvia Frühwirth-Schnatter: Sparse Bayesian Factor Analysis for Gaussian and non-Gaussian Data
Group photoEntrance of the ALMANSA campus
Conference dinnerSal Gorda, C. de Beatriz de Bobadilla 9
Day 2
Friday, 5 June 2026
Keynote 5María Dolores Ugarte: On smoothing risk patterns in areal data
Contributed Session IV: Adversarial Learning & Robust ML
Pablo G. Arce — A Unified Bayesian Framework for Adversarial Robustness
Daniel Corrales — Bayesian Online Test Time Adaptation: A General Framework
Miguel Santos — Adversarial observations in Probabilistic State-Space Models for Robust Reinforcement Learning
Mario Chacón-Falcón — Tracking Latent Goals for Robust Reinforcement Learning
José Manuel Camacho — A Bayesian computational framework for general security games
Coffee break
Keynote 6José Miguel Hernández-Lobato: Advances in Scalable Gaussian Processes
Lunch
Contributed Session V: Spatial & Temporal Modeling
Pepa Ramírez-Cobo — Fair spatial predictions in urban analytics: a Bayesian approach
Dominik Wielath — A Bayesian Spatiotemporal Varying-Coefficient Model for Multi-Patient Intracranial Recordings
Juan Marcén-Gutiérrez — A Bayesian spatio-temporal model for precipitation with two sources of zeros
Keynote 7Daniel Hernández-Lobato: Joint entropy search for multi-objective Bayesian optimization with constraints and multiple fidelities
Closing remarksAnnouncement of the winner of the María Eugenia Castellanos Award
Downloads
Workshop documents
The book of abstracts and the workshop brochure are available as PDFs.