22 – 25 April 2014
Organisers: Rong Chen (Rutgers), Dan Crisan (Imperial College London), Arnaud Doucet (Oxford), Simon Godsill (Cambridge), Ajay Jasra (Singapore) and Sumeetpal Singh (Cambridge)
in association with the Newton Institute programme Advanced Monte Carlo Methods for Complex Inference Problems
(22 April - 16 May 2014)
In recent years the field of Monte Carlo methods for scientific computation has undergone explosive growth largely driven by the demands of real statistical problems, particularly those involving complex high-dimensional models. The challenges of inference for these complex statistical models has led to the development of algorithms of increased technical sophistication, a recent example being the interaction of Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) to give rise to a class of algorithms referred to "exact approximations" of ideal MCMC algorithms.
One of the goals of this programme is to foster interaction and collaborations between researchers at the more technical side of these recent advances and those who wish to apply and develop Monte Carlo for real, high-dimensional, inference. This workshop will initiate the program by bringing together speakers who are contributing to the advancement of Monte Carlo methods and the list of topics covered includes:
The workshop will also have an introductory element to it aimed at acquainting non-specialists with the subject area. It will be comprised of a series of tutorial-style talks and invited talks, covering both the core methodology/principles of ABC, SMC and MCMC and presentations of recent results on the theory and practice of Monte Carlo based inference.
Invited speakers will include:
The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Tuesday – Friday), wine reception and conference dinner, but does not include other meals or accommodation.
Participants on the Registration Package, including organisers and speakers, are automatically included in this event. For all remaining participants who would like to attend, such as Visiting Fellows, programme participants or their guests, the above charge will apply.
Unfortunately we do not have any accommodation to offer so all successful applicants will need to source their own accommodation. Please see the Hotels Combined website for a list of local hotels and guesthouses.
Lunch will be served at Wolfson Court in the Cafeteria from 12:30 to 13:30 on days that lectures take place.
Participants are free to make their own arrangements for dinner.
The Conference Dinner will take place at 19:30 on Wednesday 23 April at Emmanuel College - please see the menu for details. Dress is smart casual. Participants on the Registration Package, including organisers and speakers, are automatically included in this event. All remaining participants are encouraged to attend at a charge of £42 each.
If you are on the dinner list please ensure you arrive by 19:15 at the College.