Contributed talks and posters

Last update: June 21th

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
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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