Organizing Committee
Abstract

Monte Carlo methods have become increasingly important in Engineering and the Sciences. These application areas have posed challenges and opportunities in the analysis of modern Monte Carlo algorithms. The workshop's main focus is on: a) the mathematical techniques and aspects that have been key in the analysis of these algorithms, and b) the identification of techniques that are likely to play a role in future analysis.

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Confirmed Speakers & Participants

  • Speaker
  • Poster Presenter
  • Attendee
  • Virtual Attendee

Workshop Schedule

Wednesday, November 28, 2012
TimeEventLocationMaterials
9:00 - 9:25am ESTRegistration and Welcome Coffee11th Floor Collaborative Space 
9:25 - 9:30am ESTICERM Director's Welcome11th Floor Lecture Hall 
9:30 - 10:30am ESTImportance sampling in the neighborhood of a stable equilibrium point - Paul Dupuis, Brown University11th Floor Lecture Hall
10:30 - 11:00am ESTCoffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00pm ESTContinuous Sequential Importance Sampling for Irreducible Diffusions - Krzysztof Latuszynski, University of Warwick11th Floor Lecture Hall
12:00 - 2:30pm ESTBreak for Lunch and Free Time  
2:30 - 3:30pm ESTABC and empirical likelihood - Christian Robert, Universite de Paris-Dauphine11th Floor Lecture Hall
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTSome Recent Advances in Optimal Scaling for MCMC - Gareth Roberts, University of Warwick11th Floor Lecture Hall
5:15 - 6:45pm ESTWelcome Reception11th Floor Collaborative Space 
Thursday, November 29, 2012
TimeEventLocationMaterials
9:00 - 10:00am ESTFeedback Particle Filter - Sean Meyn, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
10:00 - 10:30am ESTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:30am ESTCan local particle filters beat the curse of dimensionality - Ramon van Handel, Princeton University11th Floor Lecture Hall
11:30 - 11:40am ESTGroup Photo11th Floor Lecture Hall 
11:40 - 2:30pm ESTBreak for Lunch and Free Time  
2:30 - 3:30pm ESTSlow Mixing for the Hard-Core Model on Z^2 - Dana Randall, Georgia Institute of Technology11th Floor Lecture Hall
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTComparison Inequalities and Fastest-Mixing Markov Chains - Jim Fill, Johns Hopkins University11th Floor Lecture Hall
7:00 - 8:30pm ESTPoster Session11th Floor Lecture Hall and Collaborative Space 
Friday, November 30, 2012
TimeEventLocationMaterials
9:30 - 10:30am ESTAdaptive and Interacting MCMC algorithms - Eric Moulines, Centre National de la Recherche Scientifique (CNRS)11th Floor Lecture Hall 
10:30 - 11:00am ESTCoffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00pm ESTOn the empirical efficiency of local MCMC algorithms with auxiliary variables - Mylene Bedard, University of Montreal11th Floor Lecture Hall
12:00 - 2:30pm ESTBreak for Lunch and Free Time  
2:30 - 3:30pm ESTThe Best Performing Monte Carlo Estimator A likelihood Framework for Compromising between Statistical Efficiency and Computational Efficiency - Xiao-Li Meng, Harvard University11th Floor Lecture Hall
3:30 - 3:35pm ESTPlease don't forget to fill out your survey, thanks!11th Floor Lecture Hall 
3:35 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 

Associated Semester Workshops

Computational Challenges in Probability
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Bayesian Nonparametrics
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Uncertainty Quantification
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Lecture Videos