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• Mike Giles (University of Oxford, UK)
  Multilevel Monte Carlo methods
  
  
• Pierre Del Moral (INRIA & University of Bordeaux 1, France)
  Particle Monte Carlo methods in statistical learning and rare event simulation
  
  
• Andreas Neuenkirch (University of Kaiserslautern, Germany)
  Strong approximation of stochastic differential equations under non-Lipschitz assumptions
  
  
• Michael Lacey (Georgia Institute of Technology, USA)
  Estimates for discrepancy function in L∞ norm
  
  
• Art B. Owen (Stanford University, USA)
  Random projections, reweighting and half-sampling for high-dimensional statistical inference
  
  
• Leszek Plaskota (University of Warsaw, Poland)
  Noisy information: optimality, complexity, and tractability
  
  
• Fred J. Hickernell (Illinois Institute of Technology, USA)
  Monte Carlo algorithms where the integrand size is unknown
  
  
• Aicke Hinrichs (University of Jena, Germany)
  Tractability of multivariate integration - old and new results and open problems
  
  
• Eckhard Platen (University of Technology Sydney, Australia)
  Numerical solution of stochastic differential equations with jumps in finance
  
  
• Kerrie Mengersen (Queensland University of Technology, Australia)
  Addressing the problem: Tailoring Bayesian computation to meet inferential aims

• Art B. Owen (Stanford University, USA)
  Monte Carlo ideas and methods
  
  
• Pierre Del Moral (INRIA & University of Bordeaux 1, France)
  Advanced Monte Carlo integration methods
  
  
• Josef Dick (University of New South Wales, Australia)
  Quasi-Monte Carlo methods
  
  
• Alexander Keller (NVIDIA, Germany)
  Quasi-Monte Carlo methods in photorealistic image synthesis

• Fred J. Hickernell (Illinois Institute of Technology, USA)
  Opportunities and challenges for massively parallel Monte Carlo

1.

Adaptive MCMC: Theory, Algorithms, and Applications

Organized by Scott Schmidler (Duke University, USA)

• Scott Schmidler (Duke University, USA)
  Combining exploration and exploitation strategies in adaptive MCMC
  
  
• Pierre Jacob (Université Paris Dauphine, France)
  Properties of the stochastic approximation schedule in the Wang-Landau algorithm
  
  
• Faming Liang (Texas A&M University, USA)
  Stochastic approximation Monte Carlo for high dimensional generalized linear models and related asymptotics
  
  
• Ido Nevat (CSIRO, Australia)
  Model selection in wireless communications via Contour Monte Carlo and Trans-dimensional MCMC incorporating stochastic approximation
  
  

2.

Advances in MCMC and SMC Methods: Solutions for Complex Ecological Problems

Organized by Keith Hayes and Geoff Hosack (CSIRO Mathematical and Information Sciences, Australia)

• Lawrence Murray (CSIRO Marine and Atmospheric Research, Australia)
  Particle Markov chain Monte Carlo methods in marine biogeochemistry
  
  
• Jonas Knape (University of California, Berkeley, USA)
  Estimation of stage duration distributions from cohort data on arthropods
  
  
• Geoff Hosack (CSIRO Mathematical and Information Sciences, Australia)
  General nonlinear dependence structure for multispecies modelling
  
  
• Ken Newman (United States Fish and Wildlife Service, USA)
  Spatio-temporal modelling of delta smelt in the San Francisco Estuary
  
  

3.

Advances in MCMC Methodology

Organized by Yanan Fan (University of New South Wales, Australia)

• Jonathan Keith (Monash University, Australia)
  Bayesian approaches to the design of Markov chain Monte Carlo samplers
  
  
• Jean-Luc Dortet-Bernadet (Université de Strasbourg, France)
  Quantile regression via auxiliary variables
  
  
• James Flegal (University of California, Riverside, USA)
  Exact sampling for intractable probability distributions via a Bernoulli factory
  
  
• Edward Cripps (University of Western Australia, Australia)
  A time-varying mixture of random effects model for individual’s learning behaviour
  
  

4.

Approximate Bayesian Computation (ABC) and Likelihood-Free Inference

Organized by Scott Sisson (University of New South Wales, Australia)

• Christopher Drovandi (Queensland University of Technology, Australia))
  An SMC ABC algorithm for multivariate quantile distributions
  
  
• Anthony Pettitt (Queensland University of Technology, Australia)
  Approximate Bayesian computation and adaptive sequential Monte Carlo
  
  
• Yanan Fan (University of New South Wales, Australia)
  Posterior inference for ABC: a regression density approach
  
  
• Sarah Filippi (Imperial College, UK)
  Considerate approaches to ABC model selection and model checking
  
  

5.

Computational Finance (I & II)

Organized by Mark Joshi (University of Melbourne, Australia) and Dirk Nuyens (K.U.Leuven, Belgium)

• Mark Joshi (University of Melbourne, Australia)
  Algorithmic Hessians and the fast computation of cross-gamma risk (cancelled due to illness)
  
  
• Jan Baldeaux (University of Technology Sydney, Australia)
  Exact Simulation of the 3/2 Model
  
  
• Nico Achtsis (K.U.Leuven, Belgium)
  Covariance matrix decompositions
  
  
• Gunther Leobacher (University of Linz, Austria)
  Fast orthogonal transforms and generation of Brownian paths
  
  
• Dale Roberts (Australian National University, Australia)
  QMC for stochastic volatility models
  
  
• Tomáš Tichy (Technical University of Ostrava, Czech Republic)
  Option pricing by simulation of fuzzy-random variables
  
  
• Timothy Ling (University of Technology Sydney, Australia)
  On simulation of some functionals of fractional Brownian motion
  
  
• Kyle Matoba (University of California, Los Angeles, USA)
  Figure of merit efficient QMC pointsets for computational finance
  
  

7.

Computational SPDEs

Organized by Fred Hickernell (Illinois Institute of Technology, USA) and Klaus Ritter (University of Kaiserslautern, Germany)

• James Nichols (University of New South Wales, Australia)
  Fast QMC integration for lognormal random fields
  
  
• Mihály Kovács (Otago, New Zealand)
  Strong convergence of a fully discrete approximation of a class of stochastic Volterra equations
  
  
• Stig Larsson (Chalmers University of Technology, Sweden)
  On wavelet-Galerkin methods for semilinear parabolic equations driven by additive noise
  
  
• Qi Ye (Illinois Institute of Technology, USA)
  Approximation of stochastic partial differential equations by a Kernel-based collocation method
  
  

8.

Explicit Error Bounds for Markov Chain Monte Carlo

Organized by Daniel Rudolf (University of Jena, Germany)

• Wojciech Niemiro (University of Torun and University of Warsaw, Poland)
  Examples and comparisons of rigorous error bounds for MCMC estimates, Part I
  
  
• Błaźej Miasojedow (University of Warsaw, Poland)
  Examples and comparisons of rigorous error bounds for MCMC estimates, Part II
  
  
• Daniel Rudolf (University of Jena, Germany)
  Hit-and-run for numerical integration
  
  
• Mario Ullrich (University of Jena, Germany)
  Tight mixing bounds at the Potts transition point for single-bond dynamics on the torus
  
  

9.

Fast Computational Methods for Large Scale Bayesian Inference

Organized by Kerrie Mengersen (Queensland University of Technology, Australia)

• Christopher Strickland (Queensland University of Technology, Australia)
  Bayesian MCMC analysis using Python
  
  
• Zdravko Botev (University of New South Wales, Australia)
  An importance sampling method for marginal likelihood estimation
  
  
• John Ormerod (University of Sydney, Australia)
  Variational approximations for Bayesian computation
  
  
• Pattarasuda Sudsaen (University of New Souht Wales, Australia)
  Variational Bayesian approximation method for inference in item response models (cancelled due to illness)
  
  

10.

Measures of Pseudorandomness

Organized by Arne Winterhof (Austrian Academy of Sciences, Austria)

• Alina Ostafe (Macquarie University, Australia)
  New trends in pseudorandom number generation
  
  
• Peter Hellekalek (University of Salzburg, Austria)
  Assessing randomness via uniform distribution theory: tools from b-adic analysis
  
  
• Domingo Gomez (University of Cantabria, Spain)
  On the multidimensional distribution of pseudorandom sequences with Dickson polynomials
  
  
• Arne Winterhof (Austrian Academy of Sciences, Austria)
  A survey on recursive nonlinear pseudorandom number generators
  
  

11.

Monte Carlo Based Inference for Diffusions

Organized by Krzysztof Łatuszyński and Gareth Roberts (University of Warwick, UK)

• Yves Atchade (University of Michigan, USA)
  Iterated filtering
  
  
• Osnat Stramer (University of Iowa, USA)
  Bayesian inference for a generalized class of Heston models
  
  
• Andrew Golightly (Newcastle University, UK)
  MCMC schemes for irreducible diffusions using high frequency imputation
  
  
• Gareth Roberts (University of Warwick, UK)
  Sequential importance sampling for irreducible diffusions
  
  

12.

Monte Carlo Methods for Spatial Stochastic Modeling (I & II)

Organized by Dirk Kroese (University of Queensland, Australia) and Volker Schmidt (Ulm University, Germany)

• Volker Schmidt (Ulm University, Germany)
  Model-based 3D simulation of tomographic image data, with applications to virtual materials design
  
  
• Gary Delaney (CSIRO, Australia)
  Modelling and quantifying spatially stochastic granular systems
  
  
• Bjoern Baumeier (Max Planck Institute for Polymer Research in Mainz, Germany)
  Multiscale bottom-up simulations of charge and energy transport in disordered organic semiconductors
  
  
• Jesper Møller (Aalborg University, Denmark)
  Transforming spatial point processes into Poisson processes using random superposition
  
  
• Richard Wilson (University of Queensland, Australia)
  Prediction of catastrophes in spatio-temporal settings
  
  
• Georgy Sofronov (Macquarie University, Australia)
  Spatial modelling in small area estimation via the cross-entropy method
  
  
• Dirk Kroese (University of Queensland, Australia)
  Greedy servers on a torus
  
  
• Maurizio Manuguerra (Macquarie University, Australia)
  Monte Carlo methods in spatio-temporal regression modelling of migration in the EU
  
  

14.

Multilevel Monte Carlo Methods (I, II & III)

Organized by Mike Giles (University of Oxford, UK)

• Mike Giles (University of Oxford, UK)
  Numerical analysis of the multilevel Milstein discretisation
  
  
• Lukas Szpruch (University of Oxford, UK)
  Efficient multilevel Monte Carlo simulations of non-linear financial SDEs without a need of simulating levy areas
  
  
• Andreas Rößler (TU Darmstadt, Germany)
  Multi-level Monte Carlo simulation based on approximation schemes with reduced variance
  
  
• Erik von Schwerin (KAUST, Saudi Arabia)
  Adaptive multilevel Monte Carlo simulation of Ito SDEs(cancelled due to illness)
  
  
• Aretha Teckentrup (University of Bath, UK)
  Multilevel Monte Carlo for highly heterogeneous media
  
  
• Elisabeth Ullmann (University of Bath, UK)
  Towards efficient simulations of groundwater flow problems in random media
  
  
• Jonas Šukys (ETH Zurich, Switzerland)
  Multi-level Monte Carlo finite volume methods for nonlinear systems of stochastic conservation laws in multi-dimensions
  
  
• Christoph Schwab (ETH Zurich, Switzerland)
  QMC convergence analysis for stochastic and parametric operator equations in infinite dimension
  
  
• Stefan Heinrich (University of Kaiserslautern, Germany)
  Randomized complexity of parametric problems
  
  
• David Anderson (University of Wisconsin, USA)
  Multilevel Monte Carlo for the continuous time Markov chain models arising in biology
  
  
• Nan Chen (Chinese University of Hong Kong, Hong Kong)
  Estimating expectations of functionals of conditional expectations via multilevel nested simulation
  
  
• Francisco Bernal (Lisbon Technical University, Portugal)
  Application of variance reduction techniques in the numerical solution of partial differential equations
  
  

17.

Numerics for SDEs

Organized by Andreas Neuenkirch (TU Kaiserslautern, Germany)

• Paweł Przybyłowicz (AGH University of Science and Technology, Poland)
  Randomized Euler algorithm for the approximation of stochastic differential equations with time-irregular coefficients
  
  
• Martin Altmayer (TU Kaiserslautern, Germany)
  Quadrature of discontinuous functionals in the Heston model
  
  
• Larisa Yaroslavtseva (University of Passau, Germany)
  On the complexity of computing quadrature formulas for marginal distributions of SDEs
  
  
• Quoc Thong Le Gia (University of New South Wales, Australia)
  A QMC-spectral method for elliptic PDEs with random coefficients on the unit sphere
  
  

18.

Point Sets and Sequences for Quasi-Monte Carlo (I, II & III)

Organized by Friedrich Pillichshammer (University of Linz, Austria) and Ronald Cools (K.U.Leuven, Belgium)

• Peter Kritzer (University of Linz, Austria)
  Finite mixed quasi-Monte Carlo point sets
  
  
• Christoph Aistleitner (University of Graz, Austria)
  Probabilistic methods in quasi-Monte Carlo theory
  
  
• Michael Gnewuch (University of Kiel, Germany)
  New multilevel algorithms based on polynomial lattice rules and digital nets of higher order
  
  
• Benjamin Doerr (Max-Planck-Institut für Informatik, Germany)
  Randomized and derandomized construction of low-discrepancy point sets
  
  
• Tor Sørevik (University of Bergen, Norway)
  Good, low degree, rank-1 lattice rules in high dimensions
  
  
• Dirk Nuyens (K.U. Leuven, Belgium)
  Lattice rules for nonperiodic smooth integrands
  
  
• Lutz Kämmerer (TU Chemnitz, Germany)
  Generated sets as sampling schemes for hyperbolic cross trigonometric polynomials
  
  
• David Munger (Université de Montréal, Canada)
  A general software tool for constructing rank-1 lattice rules
  
  
• Aicke Hinrichs (University of Jena, Germany)
  Discrepancy of structured sets
  
  
• Lev Markhasin (University of Jena, Germany)
  Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness
  
  
• Johann Brauchart (University of New South Wales, Australia)
  Low-discrepancy point sets lifted to the unit sphere
  
  
• Robert Womersley (University of New South Wales, Australia)
  Spherical designs and quasi-Monte Carlo methods for the sphere
  
  

21.

Random Number and Random Variate Generation

Organized by Pierre L'Ecuyer (Université de Montréal, Canada)

• Josef Leydold (University of Vienna, Austria)
  Generating generalized inverse Gaussian distributed random variates
  
  
• Makoto Matsumoto (University of Tokyo, Japan)
  A deviation of CURAND standard pseudorandom number generator in CUDA for GPGPU
  
  
• Hiroshi Haramoto (Ehime University, Japan)
  A nonempirical test on the second and the third lowest bits of pseudorandom
  
  
• Pierre L'Ecuyer (Université de Montréal, Canada)
  On the lattice structure of a special class of multiple recursive generators
  
  

22.

Recent Advances in MCMC

Organized by James Flegal (University of California, Riverside, USA)

• Radu Herbei (The Ohio State University, USA)
  Bayesian computation and diffusion processes
  
  
• Colin Fox (University of Otago, New Zealand)
  Monte Carlo simulation inspired by computational optimization
  
  
• Krzysztof Łatuszyński (University of Warwick, UK)
  Why does the Gibbs sampler work on hierarchical models?
  
  
• Hidemaro Suwa (University of Tokyo, Japan)
  General construction of irreversible kernel in Markov chain Monte Carlo
  
  

23.

Small Ball Problems, Discrepancy, and Metric Entropy

Organized by Aicke Hinrichs (Friedrich-Schiller-Universität Jena) and Thomas Kühn (Universität Leipzig)

• Michael Lacey (Georgia Institute of Technology, USA)
  On the small ball inequality in dimensions 3 and higher
  
  
• Heidi Weyhausen (Friedrich-Schiller-Universität Jena, Germany)
  Asymptotic behavior of average Lp discrepancies
  
  
• Thomas Kühn (Universität Leipzig, Germany)
  Applications of metric entropy in analysis and probability
  
  
• Frank Aurzada (Technische Universität Berlin, Germany)
  Small ball probabilities and metric entropy
  
  

24.

Theoretical and Computational Aspects of Discrepancy (I & II)

Organized by Michael Gnewuch (Christian-Albrechts-Universität Kiel, Germany) and Peter Kritzer (University of Linz, Austria)

• William Chen (Macquarie University, Australia)
  Davenport's theorem in classical discrepancy theory
  
  
• Henri Faure (Institut de Mathmatiques de Luminy, France)
  Improvements on the star discrepancy of (t,s)-sequences
  
  
• Roswitha Hofer (University of Linz, Austria)
  On the properties and the construction of finite row (t,s)-sequences
  
  
• Harald Niederreiter (Johann Radon Institute for Computational and Applied Mathematics, Austria, and King Fahd University of Petroleum and Minerals, Saudi Arabia)
  Improved discrepancy bounds for hybrid sequences
  
  
• Dmitriy Bilyk (University of South Carolina, USA)
  L2 discrepancy and symmetrization
  
  
• Friedrich Pillichshammer (University of Linz, Austria)
  L2 discrepancy of digit scrambled two-dimensional Hammersley point sets
  
  
• Stephen Joe (University of Waikato, New Zealand)
  Calculation of the intermediate bound on the star discrepancy
  
  
• Carola Winzen (Max-Planck-Institut für Informatik, Germany)
  Computing star discrepancies via a refined threshold accepting heuristic
  
  

26.

Tractability of Multivariate Problems

Organized by Erich Novak (University of Jena, Germany) and Henryk Woźniakowski (University of Warsaw, Poland, and Columbia University, USA)

• Klaus Ritter (University of Kaiserslautern, Germany)
  Quadrature on the sequence space
  
  
• Markus Weimar (University of Jena, Germany)
  Linear tensor product problems in (anti-) symmetric Hilbert spaces
  
  
• Erich Novak (University of Jena, Germany)
  (In) tractability results for integration
  
  
• Henryk Woźniakowski (University of Warsaw, Poland, and Columbia University, USA)
  Rates of convergence and tractability for the approximation problem in various settings
  
  

• Hamza Alkhatib (Leibniz University Hanover, Germany)
  Nonlinear sequential Monte Carlo filtering for state and adaptive parameter estimation in direct geo-referencing tasks
  
  
• Tim Brereton (University of Queensland, Australia)
  Efficient quantile estimation
  
  
• Daniela Calvetti (Case Western Reserve University, USA)
  Time integrator dependent variance reduction for sequential Monte Carlo
  
  
• Bernie Daigle, Jr. (University of California, Santa Barbara, USA)
  Efficient estimation of rare event probabilities in biochemical systems
  
  
• Fred Daum (Raytheon, USA)
  Exact particle flow for nonlinear filters
  
  
• François Giraud (Bordeaux 1, France)
  Settings of SMC parameters by Dobrushin analysis
  
  
• Venkiteswaran Gopalakrishnan (Birla Institute of Technology and Science, India)
  Stratified Monte Carlo integration and applications
  
  
• Shin Harase (University of Tokyo, Japan)
  On the F2-linear relations of Mersenne Twister
  
  
• Samuel Herrmann (University of Burgundi, France)
  A random walk on moving spheres approach for the simulation of Bessel hitting times
  
  
• Chaitanya Joshi (University of Waikato, New Zealand)
  On computationally efficient estimation of the variance of the randomised quasi Monte Carlo estimate
  
  
• Alexander Keller (NVIDIA, Germany)
  Deterministic consistent light transport simulation
  
  
• Sergei Kucherenko (Imperial College London, UK)
  Metamodelling and sensitivity analysis of models with dependent variables
  
  
• Sebastien Lemaire (CEA, France)
  Neutron and photon next-event estimator benchmarks for intercode comparisons
  
  
• Hernan Leovey (Humboldt University, Germany)
  Fast evaluation of mixed derivatives and calculation of optimal weights for integration
  
  
• Ian Marschner (Macquarie University, Australia)
  The stochastic EM algorithm for censored mixed models
  
  
• Hermann Matthies (TU Braunschweig, Germany)
  Sampling and low rank tensor approximations
  
  
• Gottlieb Pirsic (University of Linz, Austria)
  A linear-operator point-of-view on digital sequences
  
  
• Koen Poppe (University of Leuven, Belgium)
  Gaussian distributed quasi-random samples
  
  
• James Propp (University of Massachusetts - Lowell and University of California - Berkeley, USA)
  Reducing variance with averaging kernels: general theory and an application to quasirandom simulation of Markov chains
  
  
• Leonardo Rojas-Nandayapa (University of Queensland, Australia)
  Efficient rare-event simulation for sums of dependent random variables
  
  
• Werner Römisch (Humboldt University, Germany)
  QMC methods for stochastic programs: ANOVA decomposition of integrands
  
  
• Alla Shymanska (Auckland University of Technology, New Zealand)
  Application of Monte Carlo methods in charged particle optics
  
  
• Vasile Sinescu (University of New South Wales, Australia)
  Quasi-Monte Carlo methods for applications in statistics
  
  
• Erkki Somersalo (Case Western Reserve University, USA)
  Bayesian methods for analyzing metabolic models
  
  
• Alexandre Thiery (University of Warwick, UK)
  Scaling analysis of MCMC methods
  
  
• Henghsiu Tsai (Academia Sinica, Taiwan)
  Inference of seasonal long-memory time series with measurement error
  
  
• Sebastian Vollmer (University of Warwick, UK)
  On a dimension independent lower bound of the Wasserstein spectral gap for Metropolis-Hastings algorithms with Ornstein-Uhlenbeck proposal