AdapskIII, the satellite meeting to MCMC'ski

The Canyons, Park City, Utah.              2-4 January, 2011

Workshop on Advances in Monte Carlo organised by

• Ch. Andrieu  (Dept. Mathematics., University of Bristol, UK)
• C.P. Robert   (Dept. Applied Math., Universite Paris Dauphine, and CREST, France)

      

Motivation and format

Following an enthustiastic reponse to the earlier editions of the workshop in 2005 and 2008, this workshop is intended to provide an updated snapshot of the methodological and theoretical advances in Monte Carlo methods with an emphasis on adaptive Monte Carlo methods in the broad sense (adaptive MCMC, adaptive population Monte Carlo, and various breeds of adaptive importance sampling amongst others), that is algorithms that attempt to automatically optimise their performance to a given task.

The workshop will consist of 4 half-day sessions on 3^rd and 4^th January and one or two poster sessions and will be held at The Canyons. There will be breaks on both afternoons in order to allow both informal discussions and relaxation (skiing!).

There will be one or two informal poster sessions. If you would like to present a poster, please submit a short abstract to either Christian Robert ( xian(chez)ceremade(dot)dauphine(dot)fr ) or Christophe Andrieu ( c(dot)andrieu(chez)bris(dot)ac(dot)uk ) and we will notify acceptance at a later date. Please note that registration to the workshop is mandatory if you are planning to present a poster.

Invited speakers

The following people have confirmed their participation.

Dawn Woodard

Eric Moulines

Posters

More soon.

Anticipated programme

Practical details