Mathematics Research Institute

Congresos
Congresos IMUva

New Perspectives in Markov Chain Monte Carlo

Fechas: 08/06/2015 - 12/06/2015
Lugar: Valladolid

Comentarios:
Markov Chain Monte Carlo (MCMC) methods are undoubtedly among the most important algorithms in science. The school New Perspectives in Markov Chain Monte Carlo is aimed at providing a survey of several recent developments in MCMC. There will be three courses of lectures taught by leading researchers; additionally, some participants will be given the opportunity of presenting their own results. The school is addressed to mathematicians, statisticians, and scientists interested in MCMC. PhD students and postdoctoral researchers attending the school may be financially supported by the organization. The school will take place at the University of Valladolid (Spain), June 8-12, 2015. It is organized by Jesús María Sanz-Serna and Mari Paz Calvo. Courses Exact approximations of MCMC algorithms, by Christophe Andrieu, University of Bristol (United Kingdom) MCMC-based integrators for SDEs, by Nawaf Bou-Rabee, Rutgers - The State University of New Jersey (USA) MCMC in High Dimensions, by Andrew Stuart, University of Warwick (United Kingdom)