| CONTRIBUTED TALKS |
|
|
| session # |
speaker name |
talk title |
| |
|
|
| session 1 |
Noufel Frikha |
On the convergence of the
Euler-Maruyama scheme for McKean-Vlasov SDEs |
| Goncalo Dos
Reis |
High order splitting
methods for stochastic differential equations |
| Wei Cai |
An Iterative
Probabilistic Method for Mixed Problems Of Laplace Equations with the
Feynman--Kac Formula of Killed Brownian Motions |
| Stefano
Pagliarani |
Numerical
approximation of McKean-Vlasov SDEs via Stochastic Gradient Descent |
| |
|
|
| session 2 |
Till Massing |
Simulating Continuous-Time
Autoregressive Moving Average Processes Driven By Tempered Stable Lévy
Processes |
| Wei Xu |
Random Willow Tree
with Application in Risk Management |
| Jonathan
Spence |
Efficient Risk
Estimation for the Credit Valuation Adjustment |
| Raaz Dwivedi |
Compress then test:
Powerful Kernel Testing in Near-linear Time |
| |
|
|
| session 3 |
Matti Vihola |
Conditional particle filters with
bridge backward sampling |
| Nabil Kahalé |
Unbiased
time-average estimators for Markov chains |
| Randolf
Altmeyer |
Polynomial time
guarantees for sampling based posterior inference |
| Elena Sofia
D'ambrosio |
A Deep Learning
Method for computing summary statistics of the filtering equation in the
Stochastic Reaction Networks Setting |
| |
|
|
| session 4 |
Paul Dobson |
Accelerating MCMC using interacting
Langevin models |
| Andreas
Eberle |
Asymptotic bias of
inexact Markov Chain Monte Carlo methods in high dimension |
| Irene
Tubikanec |
Network inference in
a stochastic multi-population neural mass model via SMC-ABC |
| Sara
Pérez-Vieites |
Adaptive Gaussian
nested filter for joint parameter and state estimation in state-space models |
| |
|
|
| session 5 |
Emil Loevbak |
Adjoint Monte Carlo particle methods
with reversible random number generators |
| Giorgos
Vasdekis |
Pseudo-marginal
Piecewise Deterministic Monte Carlo |
| Yu Guang Wang |
Applied Harmonic
Analysis and Particle Dynamics for Designing Neural Message Passing on Graphs |
| Josef Leydold |
A Transformed
Density Rejection Based Algorithm for Densities with Poles and Inflection
Points |
| |
|
|
| session 6 |
Nicolas Chopin |
Higher-order stochastic integration
through cubic stratification |
| Pierre
L'Ecuyer |
Improved Versions of
the Lattice Tester and LatMRG Software Tools |
| David
Métivier |
The Robust Quasi
Monte Carlo Method |
| Sergei
Kucherenko |
Active Subspaces for
Problems with Dependent Variables using QMC Sampling |
| |
|
|
|
| POSTER SESSIONS |
|
|
| session # |
Presenter |
Poster title |
| |
|
|
| Tuesday 27 |
Andersson Jennifer |
Simulation-based Inference in
Stellar Magnetic Field Models |
| Badolle Quentin |
Controlling
Stochastic Chemical Reaction Networks using Policy Search |
| Christensen Dennis |
A Symmetry-based
Simulation Method for Bayesian Nonparametric Models with Binary Response Data |
| Deutsch Isabella |
ABC Learning of
Hawkes Processes with Missing Event Times |
| Louzi Azar |
A Multilevel
Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall
Estimation |
| Maama Mohamed |
Antithetic
Multilevel Particle Filters |
| Martinek Frantisek |
The Monte Carlo
Method for Advanced environmental electron microscopy |
| Mastrototaro Alessandro |
Adaptive online
variance estimation in particle filters: the ALVar estimator |
| Meddah Amira |
A stochastic
hierarchical model for low grade glioma evolution |
| Mo Weiwen |
Constructing
Embedded Sequences for Lattice-based Algorithms to Approximate Multivariate
Functions |
| Perchtold Corinna |
Spatio-temporal
modeling with SPDE based GMRF |
| Santiago Rondon Daniel |
Changing the way
personal dosimetry is performed in nuclear medicine: Switching from physical
dosimeters to computational methods |
| Seelinger Linus |
Advanced UQ
algorithms and turn-key HPC via UM-Bridge |
| Souli Youssra |
Analysis of
splitting methods in a hybrid chemical kinetics model |
| |
|
|
| Thursday 29 |
Bitterlich Kevin |
Delayed Acceptance Slice Sampling |
| Crucinio Francesca Romana |
Properties of
Marginal Sequential Monte Carlo Methods |
| Guilmeau Thomas |
Regularized Renyi
divergence minimization through Bregman proximal gradient algorithms |
| Jadebeck Johann F. |
Nested Sampling for
Non-Nested Models: Solving Bayesian Model Averaging for Biological Network
Inference |
| Khurana Devika |
Simulating First
Passage Times for Ito Diffusions |
| Kuhlmann Marie-Luise |
A new particle
source for the calculation of the effective dose in computer tomography |
| Liu Sifan |
Importance Sampling
with Randomized Quasi-Monte Carlo |
| Milinanni Federica |
Large Deviation
Principle for the Metropolis-Hastings algorithm |
| Oberdörster Stefan |
Convergence of
Metropolized Hamiltonian Monte Carlo on Gaussian Targets via Couplings |
| Schuster Michael |
An a posteriori
Probabilistic Robustness Check for Deterministic Optimal Controls |
| Sobieraj Michal |
On multilevel Monte
Carlo algorithm for SDEs driven by countably dimensional Wiener process and
Poisson random measure |
| Suzuki Yuya |
Integration and
function approximation on $\mathbb{R}^d$ using equispaced points and lattice
points |
| Vandecasteele Hannes |
A Micro-Macro Markov
Chain Monte Carlo Method for Molecular Dynamics |
| Zheng Chao |
Optimal
distributions for randomized unbiased estimators in infinite horizon and an
adaptive algorithm |
| |
|
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