Programme

The full programme, including abstracts and details of all contributed talks, is now available online and from this website which includes tips on recording talks.

 

Monday, August 10

2:00 – 3:30 Tutorial 1 -- Aretha Teckentrup, University of Edinburgh (Chair: Mike Giles)

Title: Markov chain Monte Carlo methods

 

3:45 – 5:15 Tutorial 2 -- Fred Hickernell, Illinois Institute of Technology (Chair: Mike Giles)

Title: Quasi-Monte Carlo Software

 

Tuesday, August 11

2:00 – 2:15 Welcome -- Mike Giles

 

2:15 – 3:15 Plenary 1 -- Mario Ullrich, JKU Linz (Chair: Aicke Hinrichs)

Title: Random vs. optimal information for L_2-approximation

 

3:15 – 4:00 Breakout sessions

 

4:00 – 5:00 Plenary 2 --  Jing Dong, Columbia University (Chair: Pierre L'Ecuyer)

Title: Can Algorithms Collaborate? The Replica Exchange Method

 

5:00 – 5:30 Breakout sessions

 

Wednesday, August 12

2:00 – 3:00 Plenary 3 -- Mark Jerrum, Queen Mary University London (Chair: Matti Vihola)

Title: A complexity-theoretic perspective on MCMC

 

3:15 – 4:15 Plenary 4 -- David Pfau, Google Deepmind (Chair: Geoff Nicholls)

Title: Quantum Monte Carlo and Solving the Many-Electron Schroedinger Equation with Deep Neural Networks

 

4:30 – 5:30 Plenary 5 -- Yves Atchade, Boston University (Chair: Christophe Andrieu)

Title: Approximate spectral gap for MCMC mixing times in high-dimensions

 

Thursday, August 13

2:00 – 3:00 Plenary 6 -- Peter Kritzer, RICAM Linz (Chair: Fred Hickernell)

Title: Exponential tractability

 

3:00 – 3:45 Breakout sessions

 

3:45 – 4:45 Plenary 7 -- Thomas Muller, NVIDIA (Chair: Alex Keller)

Title: Variance Reduction using Neural Networks

 

4:45 – 5:15 MCQMC 2022 announcement -- Alex Keller (Chair: Mike Giles)

 

Friday, August 14

2:00 – 3:00 Plenary 8 -- Claudia Schillings, University of Mannheim (Chair: Aretha Teckentrup)

Title: Optimization approaches for Bayesian inverse problems: Preconditioning integration methods in the small
noise or large data limit

 

3:00 – 3:30 Breakout sessions

 

3:30 – 4:30 Plenary 9 -- Pierre L'Ecuyer (Chair: Art Owen)

Title: Quasi-Monte Carlo for Density Estimation

 

4:30 – 4:45 Goodbyes -- Mike Giles