Theme of Workshop:
Monte Carlo methods, particular Markov Chain Monte Carlo (MCMC), are now the methods of choice for making inferences about complex stochastic systems. Whilst MCMC dates back over 50 years, and there has been extensive research in Monte Carlo methods over the past 20 years, there are still many challenges that face researchers today.
These include attempting to analyse the highly complicated stochastic models and large scientific data sets that are now commonplace; and trying to understand the theoretical properties of some of the novel ideas that are proposed.
Currently, Monte Carlo methods are used by researchers in numerous scientific fields, including statistics, physics, engineering, genetics, econometrics, bioinformatics, and machine learning. This interdisciplinary workshop will bring together researchers from a variety of such fields to discuss current and novel Monte Carlo methodology, and to cross-fertilise ideas across these different disciplines. The workshop will have a broad focus, covering both recent advances in more established methods such as MCMC and sequential Monte Carlo, together with more recent ideas and ideas that have had little exposure within the statistics community, such as Variational methods, Population Monte Carlo, Approximate Bayesian Computing, Quasi Monte Carlo, and Indirect Inference.
Pierre L'Ecuyer (Montreal), Zoubin Ghahramani (Cambridge), Peter Green (Bristol), Yukito Iba (ISM, Tokyo), Omiros Papaspiliopoulos (Lancaster), Tony Pettitt (Queensland), Gareth Roberts (Lancaster) and Darren Wilkinson (Newcastle).
Location and Cost:
The workshop will take place at the Newton Institute and accommodation for participants will be provided in single study bedrooms with en suite bathroom at New Hall. The workshop package, costing £600, includes accommodation, breakfast and dinner from dinner on Sunday 29 October 2006 to breakfast on Saturday 4 November 2006, and lunch and refreshments during the days that lectures take place. Substantial financial support is available for EU research students and post doctoral researchers with fewer than ten years research experience. Participants who wish to attend but do not require the workshop package will be charged a registration fee of £40. Self-supporting participants are very welcome to apply.
The extended closing date for the receipt of applications is 30 June 2006