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Programme

  • *Details of programme and talks are currently provisional*
  • All talks will take place in the Mathematics & Statistics building (sign-posted from the lobby). All other activites will take place in the atrium of the Mathematics & Statistics building and in the Statistics common room, unless otherwise marked. In particular, breakfasts and dinners will be held in the Rootes Restaurant, Rootes Social building. The conference dinner will be held in the Panorama Room, Rootes Social Building.
  • Check-in to accommodation can be made between 3pm-11pm on the day of your arrival at the Conference Reception, Students Union building. *Please ensure you organise directly with conference facility if you intend to arrive outwith this period during booking. Details can be found on your booking confirmation*
  • Check-out of accommodation should be made before 9.30am on the day of your departure at the Conference Reception, Students Union building. *Please organise with conference facility if you intend to leave outwith this period during booking / require luggage storage*

Monday 9th July, 2018

  • 12pm - 2pm - Lunch and Registration I (for those attending Foundational Lectures)
  • 2pm - 3pm - Art Owen (Stanford) - "Foundations 1: Monte Carlo, what, why and how" (1/5)
  • 3pm - 4pm -Art Owen (Stanford) - "Foundations 2: Random vectors" (2/5)
  • 4pm - 4.30pm - Coffee
  • 4.30pm - 5.30pm - Art Owen (Stanford) - "Foundations 3: Variance reduction" (3/5)
  • 5.30pm - LATE - Pub Outing and Dinner

Tuesday 10th July, 2018

  • 8am - 9am - Breakfast (Rootes Restaurant, Rootes Social building)
  • 9.30am - 10.30am - Art Owen (Stanford) - "Foundations 4: Importance sampling" (4/5)
  • 10.30am - 11am - Coffee
  • 11am - 12pm - Art Owen (Stanford) - "Foundations 5: Introduction to MCMC" (5/5)
  • 12pm - 2pm - Lunch and Registration II (for those not attending Foundational Lectures)
  • 2pm - 3pm - Jeff Rosenthal (Toronto) - "MCMC convergence, quantitative bounds, and optimisation" (1/3)
  • 3pm - 4pm - Nicolas Chopin - "SMC: Motivation" (1/4)
  • 4pm - 4.30pm - Coffee
  • 4.30pm - 5.30pm - Short Talk Reception 1
  • 5.30pm - 7pm - LMS Wine and Poster Reception 1
  • 7.30pm - Dinner (Rootes Restaurant, Rootes Social building)

Wednesday 11th July, 2018

  • 8am - 9am - Breakfast (Rootes Restaurant, Rootes Social building)
  • 9.30am - 10.30am - Nicolas Chopin - "SMC: Basics" (2/4)
  • 10.30am - 11am - Coffee
  • 11am - 12pm - Jeff Rosenthal (Toronto) - "Optimal proposal scaling and computational complexity via diffusion limits." (2/3)
  • 12pm - 1pm - Mark Huber - "Perfect Simulation: Fundamentals" (1/4)
  • 1pm - 2pm - Lunch
  • 2pm - 3pm - Art Owen - "QMC 1: Survey of QMC" (1/4)
  • 3pm - 4pm - Mike Giles (Oxford) - "Multi-Level Monte Carlo"
  • 4pm - 4.30pm - Coffee
  • 4.30pm - 5.30pm - Short Talk Reception 2
  • 5.30pm - 7pm - Wine and Poster Reception 2
  • 7.30pm - Dinner (Rootes Restaurant, Rootes Social building)

Thursday 12th July, 2018

  • 8am - 9am - Breakfast (Rootes Restaurant, Rootes Social building)
  • 9.30am - 10.30am - Jeff Rosenthal (Toronto) - "Convergence of adaptive MCMC algorithms" (3/3)
  • 10.30am - 11am - Coffee
  • 11am - 12pm - Art Owen - "QMC 2: QMC for MCMC" (2/4)
  • 12pm - 1pm - Art Owen - "QMC 3: QMC outside the unit cube" (3/4)
  • 1pm - 2pm - Lunch
  • 2pm - 3pm - Nicolas Chopin - "SMC: Estimation of state-space models, PMMC algorithms" (3/4)
  • 3pm - 4pm - Nicolas Chopin - "SMC: Advanced topics" (4/4)
  • 4pm - 4.30pm - Coffee
  • 4.30pm - 5.30pm - Mark Huber - "Perfect Simulation: Advanced Methods" (2/4)
  • 5.30pm - 6.30pm - Mark Huber - "Perfect Simulation: Bernoulli Factories" (3/4)
  • 7.30pm - Conference Dinner (Panorama Room, Rootes Social building)

Friday 13th July, 2018

  • 8am - 9am - Breakfast (Rootes Social building, Rootes Restaurant)
  • 9.30am - 10.30am - Gareth Roberts (Warwick) - "Relaxing reversibility, the Zig-Zag algorithm, and MCMC for big data settingsā€ (1/1)
  • 10.30am - 11am - Coffee
  • 11am - 12pm - Art Owen - "QMC 4: Stolarsky invariance and gene set testing" (4/4)
  • 12pm - 1pm - Mark Huber - "Using perfect simulations for inference" (4/4)
  • 1pm - Lunch and departure