• All talks will take place in the MS.02, Mathematics & Statistics building (sign-posted from the atrium). 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 Chancellors Suite, Rootes Social Building.

Monday 9th July, 2018

• 7am - 9am - Breakfast (Rootes Restaurant, Rootes Social building), for those staying Sunday, 8th 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)
• 7pm - Dinner (Rootes Restaurant, Rootes Social building)
• 8pm - Late : Pub Outing at "Bar Fusion"

Tuesday 10th July, 2018

• 7am - 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) (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 (ENSAE) - "SMC: Motivation" (1/4)  
• 4pm - 4.30pm - Coffee
• 4.30pm - 5.30pm - Short Talk Session I
  • Leah South (QUT) - "Advances in zero-variance control variates for SMC"
  • Mathias Cronjager (Oxford) -"Improved importance sampling of phylogenies"
  • Axel Finke (NUS) - "Scaling Analysis of local conditional SMC algorithms in high dimensions"
  • Giulio Morina (Warwick) -"Constructing Bernoulli factories via perfect sampling of Markov chains"
  • Samuel Power (Cambridge) - "Message-Passing Monte Carlo"
  • Alexander Terenin (Imperial) - "Polya Urn Latent Dirichlet Allocation: using sparsity to accelerate MCMC in natural language processing"
  • Bamdad Hosseini (Caltech) - "A Metropolis-Hastings algorithm for posterior measures with self-decomposable priors"
  • Sherman Ip (Warwick) - "Applied MCMC in Fusion Energy"
  • Samuel Wiqvist (Lund) - "Accelerating delayed-acceptance Markov chain Monte Carlo algorithms"
  • Jere Koskela (Warwick) - "Scaling limits of sequential Monte Carlo genealogies"  
• 5.30pm - 5.40pm - Elizabeth Fisher (LMS) - "The London Mathematical Society"
• 5.40pm - 7pm - LMS Wine and Poster Reception
• 6.30pm - 8.30pm - Barbeque (Front of Mathematics / Statistics building)

Wednesday 11th July, 2018

• 7am - 9am - Breakfast (Rootes Restaurant, Rootes Social building)
• 9.30am - 10.30am - Nicolas Chopin (ENSAE) - "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 (Claremont-McKenna) - "Perfect Simulation: What, Why, and How" (1/4)
• 1pm - 2pm - Lunch
• 2pm - 3pm - Art Owen (Stanford) - "QMC 1: Survey of QMC" (1/4)
• 3pm - 4pm - Mike Giles (Oxford) - "Multi-Level Monte Carlo Methods"
• 4pm - 4.20pm - Coffee
• 4.20pm - 4.30pm - Group Photo  
• 4.30pm - 5.30pm - Short Talk Session II
  • Anthony Ebert (QUT) - "Approximate Bayesian Computation: Distance measures for functional datasets"
  • George Vasdekis (Warwick) - "The Zig Zag Process"
  • Andi Wang (Oxford) - "Theoretical Properties of Quasistationary Monte Carlo Methods"  
  • Jorge Gonzalez Cazares (KCL) - "On Exact Simulation of the Supremum of Stable Process"
  • Mateusz Majka (Kings) - "Non-asymptotic bounds for Euler schemes without convexity"
  • Lukasz Rajkowski (Warsaw) - "Analysis of the maximal a posteriori partition in the Gaussian Dirichlet Process Mixture Model"
  • Neil Chada (Warwick) - "Convergence analysis of -stable processes: applications in Bayesian inversion"
  • Rohan Arambepola (Oxford) - "Causal Inference in Spatial Epidemiology"
  • Ewa Grela (Aston) - "Multivariate analysis of alignment-independent protein descriptors"
  • Marcin Mider (Warwick) - "Unbiased simulation of scalar diffusion bridges with distant end-points"
• 5.30pm - 7pm - Wine and Poster Reception, supported by Google
• 7pm - Dinner (Rootes Restaurant, Rootes Social building)

Thursday 12th July, 2018

• 7am - 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 (Stanford) - "QMC 2: QMC for MCMC" (2/4)
• 12pm - 1pm - Art Owen (Stanford) - "QMC 3: QMC outside the unit cube" (3/4)
• 1pm - 2pm - Lunch
• 2pm - 3pm - Nicolas Chopin (ENSAE) - "SMC: Estimation of state-space models, PMMC algorithms" (3/4)
• 3pm - 4pm - Nicolas Chopin (ENSAE) - "SMC: Advanced topics" (4/4)
• 4pm - 4.30pm - Coffee
• 4.30pm - 5.30pm - Mark Huber (Claremont-McKenna) - "Perfect Simulation: Coupling from the past and the Fundamental Theorem" (2/4)
• 5.30pm - 6.30pm - Mark Huber (Claremont-McKenna) - "Perfect Simulation: Slicing and dominating our way to better CFTP" (3/4)
• 7.30pm - Conference Dinner, supported by Amazon (Chancellors Suite, Rootes Social building)

Friday 13th July, 2018

• 7am - 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 settings” (1/1)
• 10.30am - 11am - Coffee
• 11am - 12pm - Art Owen (Stanford) - "QMC 4: Stolarsky invariance and gene set testing" (4/4)
• 12pm - 1pm - Mark Huber (Claremont-McKenna) - "Perfect Integration: More accurate integration with a random number of samples" (4/4)
• 1pm - Lunch and departure