Programme

All talks will take place in MS.04 in the Mathematics & Statistics building (sign-posted from the lobby). Lunches and coffee breaks will take place in C0.08 of the Mathematics & Statistics building and in the Statistics common room. Breakfasts and dinners will be held in the Rootes Social building. The conference dinner will be held in the Radcliffe private dining room.

Wednesday 6th July, 2016

3pm - 11pm - Check-in to accommodation (Conference Reception, Students Union building)
- *Please organise with conference facility if you intend to arrive outwith this period during booking*
7.30pm - Dinner (Rootes Social building, Rootes Restaurant)

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)

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)

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*