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Programme

Wednesday 6th July, 2016

Thursday 7th July, 2016

  • 7.30am - 9am - Breakfast (Rootes Social building, Rootes Restaurant)
  • 9am - 9.25am - Registration (Mathematics & Statistics building)
  • 9.25am - 9.30am - Gareth Roberts (Warwick) - Welcome and Introduction
  • 9.30am - 10.30am - Sergios Agapiou (Cyprus) - "Unbiased Estimation and Exact Simulation for Bayesian Inverse Problems"
  • 10.30am - 11am - Coffee Break
  • 11am - 12pm - Chang-han Rhee (CWI Amsterdam) - "Unbiased Multilevel Monte Carlo"
  • 12pm - 1.30pm - Lunch Break / Time for individual discussion
  • 1.30pm - 2pm - Coffee Break
  • 2pm - 3pm - Hongsheng Dai (Essex) - "Monte Carlo method for conflation of probability distributions"
  • 3pm - 3.30pm - Coffee Break
  • 3.30pm - 4.30pm - Flávio Gonçalves (UFMG) - "Infinite-dimensional pseudo-marginal MCMC for exact inference in SDE driven models"
  • 4.30pm - 6.30pm - Poster & Wine Session
  • 6.30pm - 7.30pm - Free Time
  • 7.30pm - Dinner (Rootes Social building, Rootes Restaurant)

Friday 8th July, 2016

  • 7.30am - 9am - Breakfast (Rootes Social building, Rootes Restaurant)
  • 9.30am - 10.30am - Gareth Roberts (Warwick) - "The Zig-Zag"
  • 10.30am - 11am - Coffee Break
  • 11am - 12pm - Mark Huber (Claremont McKenna) - "A Bernoulli Factory using the Fundamental Theorem of Perfect Simulation"
  • 12pm - 1.30pm - Lunch Break / Time for individual discussion
  • 1.30pm - 2pm - Coffee Break
  • 2pm - 3pm - Jing Dong (Northwestern) - "\epsilon-strong simulation for multidimensional stochastic differential equations via rough path analysis"
  • 3pm - 3.30pm - Coffee Break
  • 3.30pm - 4.30pm - Jose Blanchet (Columbia) - "Efficient Monte Carlo Methods for Spatial Extremes"
  • 4.30pm - 5pm - Coffee Break
  • 5pm - 6pm - Peter Glynn (Stanford) - "Randomized MLMC for Markov Chains"
  • 6pm - 7.30pm - Free Time
  • 7.30pm - Conference Dinner (Radcliffe, Radcliffe private dining room)

Saturday 9th July, 2016

  • 7.30am - 9am - Breakfast (Rootes Social building, Rootes Restaurant)
  • 7am - 9.30am - Check-out of accommodation (Conference Reception, Students Union building)
    • *Please organise with conference facility if you intend to leave outwith this period during booking / require luggage storage*