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 |