-- apologies for cross-posting --
Registration is open until 14 September for the CRiSM workshop
*Non-Reversible Markov Chains for Monte-Carlo Sampling*
to be held 21-23 September 2015 at the University of Warwick, Department
of Statistics, UK. Everybody who is interested is welcome to
participate; please register soon.
Workshop website: http://www2.warwick.ac.uk/nonrevmcmc
Those wishing to present a poster of their research, are welcome to
submit a poster abstract.
Keynote speakers:
- Alexandros Beskos, University College London
- Michael Betancourt, University of Warwick
- Chii-Ruey Hwang, Academia Sinica, Taiwan
- Tony Lelièvre, Ecole des Ponts ParisTech
- Ravi Montenegro, UML, USA
- Michela Ottobre, Heriot-Watt University, Edinburgh
- Grigoris Pavliotis, Imperial College London
- Luc Rey-Bellet, University of Massachusetts
- Gareth Roberts, University of Warwick
- Marija Vucelja, University of Virgina
Workshop description:
Markov Chain Monte Carlo (MCMC) methods are of fundamental importance to
various scientific fields, such as statistics, statistical physics,
molecular dynamics and machine learning. The usefulness of these MCMC
methods depends for a large part on their computational efficiency.
Non-reversible Markov chains may have significant benefits in terms of
computational efficiency over their reversible counterparts. It will be
the aim of this workshop to explore:
- theoretical properties of non-reversible Markov chains that are
important in determining their usefulness for MCMC;
- aspects of augmented state space algorithms such as Hamiltonian Monte
Carlo and their relations to non-reversible Markov processes;
- theory and practice of design and implementation of efficient
non-reversible Markov chains.
CRiSM is the Centre for Research in Statistical Methodology, which is
based at the Department of Statistics of the University of Warwick.
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