CONTRIBUTED TALKS 


session # 
speaker name 
talk title 



session 1 
Noufel Frikha 
On the convergence of the
EulerMaruyama scheme for McKeanVlasov 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
FeynmanKac Formula of Killed Brownian Motions 
Stefano
Pagliarani 
Numerical
approximation of McKeanVlasov SDEs via Stochastic Gradient Descent 



session 2 
Till Massing 
Simulating ContinuousTime
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 Nearlinear Time 



session 3 
Matti Vihola 
Conditional particle filters with
bridge backward sampling 
Nabil Kahalé 
Unbiased
timeaverage 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 multipopulation neural mass model via SMCABC 
Sara
PérezVieites 
Adaptive Gaussian
nested filter for joint parameter and state estimation in statespace models 



session 5 
Emil Loevbak 
Adjoint Monte Carlo particle methods
with reversible random number generators 
Giorgos
Vasdekis 
Pseudomarginal
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 
Higherorder 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 
Simulationbased Inference in
Stellar Magnetic Field Models 
Badolle Quentin 
Controlling
Stochastic Chemical Reaction Networks using Policy Search 
Christensen Dennis 
A Symmetrybased
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 ValueatRisk 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 Latticebased Algorithms to Approximate Multivariate
Functions 
Perchtold Corinna 
Spatiotemporal
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 turnkey HPC via UMBridge 
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
NonNested Models: Solving Bayesian Model Averaging for Biological Network
Inference 
Khurana Devika 
Simulating First
Passage Times for Ito Diffusions 
Kuhlmann MarieLuise 
A new particle
source for the calculation of the effective dose in computer tomography 
Liu Sifan 
Importance Sampling
with Randomized QuasiMonte Carlo 
Milinanni Federica 
Large Deviation
Principle for the MetropolisHastings 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 MicroMacro Markov
Chain Monte Carlo Method for Molecular Dynamics 
Zheng Chao 
Optimal
distributions for randomized unbiased estimators in infinite horizon and an
adaptive algorithm 


