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LMS Invited Lecture Series and CRISM Summer School in Computational Statistics 2018 - 9th-13th July 2018

The "LMS Invited Lecture Series and CRISM Summer School on Computational Statistics 2018" will be held at the University of Warwick from the 9th-13th July 2018. The lecture series and summer school are aimed at both those interested in learning more about the area and established researchers in areas of computational statistics. The initial lectures will focus on foundational aspects of simulation (given by Art Owen (Stanford)), and this will be followed by a series of lectures on four more specialist topics going from the fundamentals of the specialist topic to state-of-the-art (lectured by Art Owen (Stanford), Nicolas Chopin (ENSAE), Mark Huber (Claremont-McKenna) and Jeff Rosenthal (Toronto)).

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The lecture series and summer school will be held over 5 full days, comprising 5 short courses by 4 distinguished researchers, 20 hours of lectures, a wine reception and a conference dinner. We will also have a poster session and short talk session where we are keen for participants in the summer school to present their own research. The event is timed to follow on from the 2018 ISBA World Meeting, Edinburgh UK, 24th-29th June 2018 (we are an official satellite conference) , MCQMC, Rennes France, 1st-6th July 2018 (we are a partner), and BAYSM 2018, University of Warwick UK, 2nd-3rd July 2018 (we are a partner), and we hope to get a critical mass of both researchers in computational statistics, and those keen to learn more and apply the techniques. Numerous bursaries (around 30) are available for PhD students and early career researchers to cover registration fees.

We would like to thank both the London Mathematical Society and CRISM for kindly supporting this activity. We would also like to thank Amazon and Google for sponsoring the Summer School and providing financial support for early career researchers. Many thanks to Hidamari Design for kindly designing our poster (feel free to use this for publicity, or contact us to request a printed copy).

Short Course Speakers

  • Art Owen (Stanford) - LMS Invited Lecturer 2018 
    • "Foundations of Simulation" short course (5 lectures)
      • "Monte Carlo: what, why and how"
      • "Random vectors and objects"
      • "Variance reduction"
      • "Importance sampling"
      • "Basic Markov chain Monte Carlo"
    • "Monte Carlo, Markov Chain Monte Carlo, Quasi-Monte Carlo" short course (4 lectures)
      • "Tutorial on quasi-Monte Carlo"
      • "QMC for MCMC"
      • "QMC outside the unit cube"
      • "Stolarsky invariance and gene set testing"
  • Nicolas Chopin (ENSAE)
    • "Sequential Monte Carlo" short course (3-4 lectures)
  • Mark Huber (Claremont-McKenna)
    • "Perfect Simulation" short course (3-4 lectures)
  • Jeff Rosenthal (Toronto)
    • "Optimising and Adapting Metropolis Algorithms" short course (3-4 lectures)

Guest Speakers

Workshop Information

  • Administrative Details
    • Including - Map; Venue Information; Directions; Accommodation; Campus Facilities; Contacts.
  • Programme (provisional)
  • Abstracts (provisional)
  • Registration (final deadline: Sunday 24th June 2018)
    • Including - Participant / Speaker Registration; Bursary Application; Poster / Short Talk Presentation Application.

Organisation Committee


Kindly Supported and Sponsored by: 

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Official Partner of:

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Kindly Hosted by:

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