This workshop will focus on Monte Carlo methods which aim to exploit algorithmic design (in particular, the ordering of the steps in Monte Carlo algorithms) to address new (classically intractable) classes of statistical models. We envisage the topics in "Retrospective Monte Carlo” to cover Exact Simulation, Bernoulli Factory, Algorithmic Design for Big Data and Epsilon Strong Simulation.
The workshop will be held over 2 full days, comprising approximately 10 talks of one hour duration with a 30 min coffee break after each, a poster session and a conference dinner.
- Sergios Agapiou (Cyprus)
- Jose Blanchet (Columbia)
- Hongsheng Dai (Essex)
- Jing Dong (Northwestern)
- Peter Glynn (Stanford)
- Flávio Gonçalves (UFMG)
- Mark Huber (Claremont McKenna)
- Chang-han Rhee (CWI Amsterdam)
- Gareth Roberts (Warwick)
- Administrative Details
- Including - Map; Venue Information; Directions; Accommodation; Campus Facilities; Contacts.
- Poster Submission