MCQMC 2012

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Special Sessions

1.

Adaptive MCMC: Theory, Algorithms, and Applications

Organized by Scott Schmidler (Duke University, USA)

  • Pierre Jacob (Université Paris Dauphine, France)
  • Faming Liang (Texas A&M University, USA)
  • Ido Nevat (CSIRO, Australia)
  • Scott Schmidler (Duke University, USA)

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)

  • Geoff Hosack (CSIRO Mathematical and Information Sciences, Australia)
  • Jonas Knape (University of California, Berkeley, USA)
  • Lawrence Murray (CSIRO Marine and Atmospheric Research, Australia)
  • Ken Newman (United States Fish and Wildlife Service, USA)

3.

Advances in MCMC Methodology

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

  • Edward Cripps (University of Western Australia, Australia)
  • Jean-Luc Dortet-Bernadet (Université de Strasbourg, France)
  • James Flegal (University of California, Riverside, USA)
  • Jonathan Keith (Monash University, Australia)

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))
  • Yanan Fan (University of New South Wales, Australia)
  • Sarah Filippi (Imperial College, UK)
  • Anthony Pettitt (Queensland University of Technology, Australia)

5.

Computational Finance (I & II)

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

  • Nico Achtsis (K.U.Leuven, Belgium)
  • Jan Baldeaux (University of Technology Sydney, Australia)
  • Mark Joshi (University of Melbourne, Australia)
  • Gunther Leobacher (University of Linz, Austria)
  • Timothy Ling (University of Technology Sydney, Australia)
  • Kyle Matoba (University of California, Los Angeles, USA)
  • Dale Roberts (Australian National University, Australia)
  • Tomáš Tichy (Technical University of Ostrava, Czech Republic)

7.

Computational SPDEs

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

  • Mihály Kovács (Otago, New Zealand)
  • Stig Larsson (Chalmers University of Technology, Sweden)
  • James Nichols (University of New South Wales, Australia)
  • Qi Ye (Illinois Institute of Technology, USA)

8.

Explicit Error Bounds for Markov Chain Monte Carlo

Organized by Daniel Rudolf (University of Jena, Germany)

  • Błaźej Miasojedow (University of Warsaw, Poland)
  • Wojciech Niemiro (University of Torun and University of Warsaw, Poland)
  • Daniel Rudolf (University of Jena, Germany)
  • Mario Ullrich (University of Jena, Germany)

9.

Fast Computational Methods for Large Scale Bayesian Inference

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

  • Zdravko Botev (University of New South Wales, Australia)
  • John Ormerod (University of Sydney, Australia)
  • Christopher Strickland (Queensland University of Technology, Australia)
  • Pattarasuda Sudsaen (University of New Souht Wales, Australia)

10.

Measures of Pseudorandomness

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

  • Domingo Gomez (University of Cantabria, Spain)
  • Peter Hellekalek (University of Salzburg, Austria)
  • Alina Ostafe (Macquarie University, Australia)
  • Arne Winterhof (Austrian Academy of Sciences, Austria)

11.

Monte Carlo Based Inference for Diffusions

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

  • Yves Atchade (University of Michigan, USA)
  • Andrew Golightly (Newcastle University, UK)
  • Gareth Roberts (University of Warwick, UK)
  • Osnat Stramer (University of Iowa, USA)

12.

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

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

  • Bjoern Baumeier (Max Planck Institute for Polymer Research in Mainz, Germany)
  • Gary Delaney (CSIRO, Australia)
  • Dirk Kroese (University of Queensland, Australia)
  • Maurizio Manuguerra (Macquarie University, Australia)
  • Jesper Møller (Aalborg University, Denmark)
  • Volker Schmidt (Ulm University, Germany)
  • Georgy Sofronov (Macquarie University, Australia)
  • Richard Wilson (University of Queensland, Australia)

14.

Multilevel Monte Carlo Methods (I, II & III)

Organized by Mike Giles (University of Oxford, UK)

  • David Anderson (University of Wisconsin, USA)
  • Francisco Bernal (Lisbon Technical University, Portugal)
  • Nan Chen (Chinese University of Hong Kong, Hong Kong)
  • Mike Giles (University of Oxford, UK)
  • Stefan Heinrich (University of Kaiserslautern, Germany)
  • Andreas Rößler (TU Darmstadt, Germany)
  • Christoph Schwab (ETH Zurich, Switzerland)
  • Jonas Šukys (ETH Zurich, Switzerland)
  • Lukas Szpruch (University of Oxford, UK)
  • Aretha Teckentrup (University of Bath, UK)
  • Elisabeth Ullmann (University of Bath, UK)
  • Erik von Schwerin (KAUST, Saudi Arabia)

17.

Numerics for SDEs

Organized by Andreas Neuenkirch (TU Kaiserslautern, Germany)

  • Martin Altmayer (TU Kaiserslautern, Germany)
  • Quoc Thong Le Gia (University of New South Wales, Australia)
  • Paweł Przybyłowicz (AGH University of Science and Technology, Poland)
  • Larisa Yaroslavtseva (University of Passau, Germany)

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)

  • Christoph Aistleitner (University of Graz, Austria)
  • Johann Brauchart (University of New South Wales, Australia)
  • Benjamin Doerr (Max-Planck-Institut für Informatik, Germany)
  • Michael Gnewuch (University of Kiel, Germany)
  • Aicke Hinrichs (University of Jena, Germany)
  • Lutz Kämmerer (TU Chemnitz, Germany)
  • Peter Kritzer (University of Linz, Austria)
  • David Munger (Université de Montréal, Canada)
  • Lev Markhasin (University of Jena, Germany)
  • Dirk Nuyens (K.U. Leuven, Belgium)
  • Tor Sørevik (University of Bergen, Norway)
  • Robert Womersley (University of New South Wales, Australia)

21.

Random Number and Random Variate Generation

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

  • Hiroshi Haramoto (Ehime University, Japan)
  • Pierre L'Ecuyer (Université de Montréal, Canada)
  • Josef Leydold (University of Vienna, Austria)
  • Makoto Matsumoto (University of Tokyo, Japan)

22.

Recent Advances in MCMC

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

  • Colin Fox (University of Otago, New Zealand)
  • Radu Herbei (The Ohio State University, USA)
  • Krzysztof Łatuszyński (University of Warwick, UK)
  • Hidemaro Suwa (University of Tokyo, Japan)

23.

Small Ball Problems, Discrepancy, and Metric Entropy

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

  • Frank Aurzada (Technische Universität Berlin, Germany)
  • Thomas Kühn (Universität Leipzig, Germany)
  • Michael Lacey (Georgia Institute of Technology, USA)
  • Heidi Weyhausen (Friedrich-Schiller-Universität Jena, Germany)

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)

  • Dmitriy Bilyk (University of South Carolina, USA)
  • William Chen (Macquarie University, Australia)
  • Henri Faure (Institut de Mathmatiques de Luminy, France)
  • Roswitha Hofer (University of Linz, Austria)
  • Stephen Joe (University of Waikato, New Zealand)
  • Harald Niederreiter (Johann Radon Institute for Computational and Applied Mathematics, Austria, and King Fahd University of Petroleum and Minerals, Saudi Arabia)
  • Friedrich Pillichshammer (University of Linz, Austria)
  • Carola Winzen (Max-Planck-Institut für Informatik, Germany)

26.

Tractability of Multivariate Problems

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

  • Erich Novak (University of Jena, Germany)
  • Klaus Ritter (University of Kaiserslautern, Germany)
  • Markus Weimar (University of Jena, Germany)
  • Henryk Woźniakowski (University of Warsaw, Poland, and Columbia University, USA)