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Programme


Programme Workshop Non-reversible Markov Chains for Monte Carlo sampling

All talks will take place in room MS.04, Maths/Stats (Zeeman) Building, University of Warwick, Coventry CV4 7AL.

Monday 21 September 2015

9:00 - 10:00
registration and coffee
10:00 - 10:10

welcome

10:10 - 11:10 Chii-Ruey Hwang, Non-reversibility Accelerates Convergence
11:10 - 11:30 coffee break
11:30 - 12:30 Tony Lelièvre, On the optimality of non-reversible overdamped Langevin dynamics
12:30 - 13:40

lunch break

13:40 - 14:40 Grigoris Pavliotis, Designing Optimal Langevin samplers
14:40 - 15:00 coffee break
15:00 - 16:00 Luc Rey-Bellet, Information theoretic and large deviation tools for the analysis and design of Monte-Carlo algorithms
16:00 - 18:00
welcome reception


Tuesday 22 September 2015

10:00 - 11:00
Michael Betancourt, Exploring Probability Distributions with Measure-Preserving Flows
11:00 - 11:20 coffee break
11:20 - 12:20 Michela Ottobre, A Function Space HMC Algorithm with second order Langevin diffusion limit
12:20 - 13:40

lunch break

13:40 - 14:40 Alexander Beskos, Hamiltonian Monte-Carlo in high-dimensions
14:40 - 15:00

coffee break

15:00 - 16:00

Gareth Roberts, Random and Deterministic Scans for Gibbs Samplers

16:00

end of lectures for today

19:00

workshop dinner


Wednesday 23 September 2015

10:00 - 11:00
Ravi Montenegro, Tools for studying convergence of finite non-reversible Markov chains
11:00 - 11:20 coffee
11:20 - 12:20 Marija Vucelja, Application of lifted non-reversible MCMC methods to spin systems
12:20 - 13:20 Joris Bierkens, Piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model
13:20
lunch


Workshop Home