Monday 26 


10h45 
Minisymposia 


Stochastic Computation and Complexity 1 Amphi 25 
Andreas Neuenkirch 
The robustness of the Euler scheme for scalar SDEs with nonLipschitz diffusion coefficients 
Konstantinos Dareiotis 
Asymptotic error distribution of the Euler method for stochastic differential equations with irregular drifts 
Verena Schwarz 
Randomized Milstein algorithm for approximation of solutions of jumpdiffusion SDEs 
Andre Herzwurm 
On upper and lower bounds for strong approximation of scalar SDEs with reflecting boundary 
On the power of iid information for (nonlinear) approximation 1 2425 S. 101 
Mario Ullrich 
On recent advances in approximation based on iid data 
Matthieu Dolbeault 
Approximation with iid, reduced, or greedy sampling strategies 
Albert Cohen 
Nonlinear approximation spaces for inverse problems 
Sebastian Moraga 
Optimal learning of infinitedimensional holomorphic functions from i.i.d. samples 
Numerics for SPDEs 1525 S. 102 
Guillaume Dujardin 
Numerical methods for the nonlinear stochastic Manakov system 
Ludovic Goudenège 
Tamed Euler scheme for SPDE with distributional drift 
Gabriel Lord 
Adaptive/Tamed methods for SPDEs with additive noise 
Kerstin Schmitz 
Convergence of a finitevolume scheme for a stochastic heat equation with a multiplicative Lipschitz noise 
PDMP and related topics 1525 S.104 
George Deligiannidis 
NonReversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme 
Kengo Kamatani 
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets 
Augustin Chevallier 
Adaptive Metropolized PDMP sampling using the NoUTurn criterion 
Sebastiano Grazzi 
PDMP samplers with boundary conditions 
14h30 
Minisymposia & Contributed talks 


Numerical methods in statistical physics 1 Amphi 25 
Pierre Monmarché 
Quantitative convergence bounds for kinetic Langevin and HMC 
Régis Santet 
Unbiasing HMC Algorithms For General Hamiltonian Functions 
Pierre Illien 
Brownian dynamics simulations of colloids propelled by mesoscale phase separations 
Pierfrancesco Urbani 
Dynamical meanfield theory for stochastic gradient descent in high dimensions 
Variance reduction techniques for rare events 1 2425 S. 101 
Nadhir Ben Rached 
Importance sampling via stochastic optimal control for McKeanVlasov stochastic differential equation 
Shyam Mohan 
Multilevel and Multiindex Monte Carlo methods for rare events associated with McKeanVlasov equation 
Bruno Tuffin 
Bounds, Assessment and Confidence Intervals for Exponential Approximations 
Charly Andral 
The Importance Markov Chain 
Slice sampling and adaptive MCMC 1525 S. 102 
Mareike Hasenpflug 
Slice Sampling on the Sphere 
Philip Schär 
Making Polar Slice Sampling Efficiently Implementable 
Julian Hofstadler 
Adaptive MCMC for doubly intractable distributions 
Andi Wang 
Comparison theorems for Hybrid Slice Sampling 
Contributed talks 1 1525 S.104 
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 




Tuesday 27 


10h30 
Minisymposia & Contributed talks 


Numerical methods in statistical physics 2 Amphi 25 
Gilles Vilmart 
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations 
Petr Plechac 
Estimating linear response and sensitivity analysis of nonequilibrium steady states 
Dominic Phillips 
Coordinate Transforms for Efficient Brownian Dynamics Simulations 
Shiva Darshan 
Sticky Coupling as a Control Variate for Sensitivity Analysis 
SDEs theory and applications 2425 S. 101 
Mireille Bossy 
Stochastic approach for the simulation of nonspherical particles in turbulence 
Evelyn Buckwar 
Construction and analysis of splitting methods for Chemical Langevin Equations 
Khadija Meddouni 
Numerical methods for stochastic neural field equations 
Conall Kelly 
Adaptive Meshes for Stochastic Jump Differential Equations 
Recent advances in MCM for forward and inverse problems for stochastic reaction networks 1525 S. 102 
Sophia Wiechert 
Markovian Projection for Efficient Importance Sampling of Stochastic Reaction Networks 
Fang Zhou 
A scalable approach for solving chemical master equations based on modularization and filtering 
Ankit Gupta 
Frequency domain methods for analysing stochastic reaction networks 
David Warne 
Multifidelity multilevel approximate Bayesian computation for stochastic biochemical reaction networks 
Contributed talks 2 1525 S.104 
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 
12h30 
Poster Session Patio 1526 


14h30 
MiniSymposia 


Stochastic Computation and Complexity 2 Amphi 25 
Randolf Altmeyer 
Approximation of occupation time functionals and related approximations of Ito processes 
Simon Ellinger 
Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift 
Mate Gerenczer 
Milstein scheme for SDEs with irregular drift 
Larisa Yaroslavtseva 
Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of Sobolev regularity s in (1/2,1) 
MCM for reactor physics 1 2425 S. 101 
Mathias Rousset 
Fluctuations of Rare Event Simulation with Monte Carlo Splitting in the Small Noise Asymptotics 
Davide Mancusi 
Variance Reduction and Noise Source Sampling Techniques for Monte Carlo Simulations of Neutron Noise 
Vince Maes 
Estimating the statistical error of analog particletracing Monte Carlo methods 
Benjamin Dechenaux 
Percolation properties of the neutron population in nuclear reactors 
PDMPs for high dimensional sampling: theory and application 1 1525 S. 102 
Guillaume Chennetier 
Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process 
Joris Bierkens 
A detailed investigation of subsampling regimes for PDMPs 
Matthias Sachs 
Posterior Computation with the Gibbs ZigZag Sampler 
Ritabrata Dutta 
Exact sampling of scoring rule posterior using Gibbs Boomerang 
Monte Carlo Methods for Bayesian inference and optimization 1525 S.104 
Savvas Melidonis 
Efficient Bayesian computation for lowphoton imaging problems 
Emilie Chouzenoux 
PMCnet for Efficient Bayes Inference in Neural Networks 
Mohamed Fakhfakh 
Hamiltonian Monte Carlo Bayesian Optimization for Sparse Neural Networks 
Nadege Polette 
Bayesian Inference for Inverse Problems with Hyperparameters Estimation of the Field Covariance Function 




Wednesday 28 


10h30 
MiniSymposia 


Stochastic Computation and Complexity 3 Amphi 25 
Daniel Rudolf 
Convergence and welldefinedness of ellitpical slice sampling 
Tomasz Bochacik 
On error bounds, optimality and exceptional sets for selected randomized schemes for ODEs 
Sonja Cox 
Infinitedimensional Wishart processes 
Pierre Bras 
Convergence of LangevinSimulated Annealing Algorithms with Multiplicative Noise 
High dimensional integration and approximation 1 2425 S. 101 
James Nichols 
Community detection with entropic regularization 
Alexander Gilbert 
Density estimation in uncertainty quantification using quasiMonte Carlo methods with preintegration 
Michael Feischl 
A quasiMonte Carlo data compression algorithm for machine learning 
Vesa Kaarnioja 
On the Periodic Model of Uncertainty Quantification With Application to Bayesian Inverse Problems 
Variance reduction techniques for rare events 2 1525 S. 102 
Eya Ben Amar 
Statedependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables 
Gerardo Rubino 
Estimating network resilience, a performability metric 
Martin Chak 
Optimal friction in Langevin dynamics 


Recent Progress in Langevin MC 1525 S.104 
Alain Durmus 
On the convergence of the Unadjusted and Metropolis Adjusted Langevin Algorithms 
Tyler Farghly 
Adaptive Langevin Monte Carlo methods for heavytailed sampling via weighted functional inequalities 
Sifan Liu 
Langevin QuasiMonte Carlo 
Konstantinos Zygalakis 
Accelerating MCMC for imaging science by using an implicit Langevin algorithm 
14h 
MiniSymposia & Contributed Talks 


Numerical methods in statistical physics 3 Amphi 25 
Juliane U. Klamser 
Can Monte Carlo methods be used to simulate activematter systems? 
Noé Blassel 
Stochastic Norton Dynamics 
Thomas Pigeon 
Adaptive multilevel splitting used to machine learn committor function 
Gideon Simpson 
Infinite Dimensional Nonlocal Diffusions with Additive Noise 
MLMC techniques for discontinuous functionals 1 2425 S. 101 
Chiheb Ben Hammouda 
MLMC Combined with Numerical Smoothing for Efficient Probabilities Computation, Density Estimation, and Option Pricing 
AbdulLateef HajiAli 
Multilevel Path Branching for Digital Options 
Ahmed Kebaier 
The interpolated drift implicit Euler scheme Multilevel Monte Carlo method for pricing Barrier options and applications to the CIR and CEV models 
Andreas Stein 
An antithetic multilevel Monte Carlo Milstein scheme for SPDEs 
On the power of iid information for (nonlinear) approximation 2 1525 S. 102 
Art Owen 
Mean Dimension of Radial Basis Functions 
Robert J. Kunsch 
Uniform Approximation of Finite Sequences with Randomized Algorithms 
Fabian Taubert 
DimensionIncremental Function Approximation Using MonteCarlo Methods 


Contributed talks 3 1525 S.104 
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 




Thursday 29 


10h30 
MiniSymposia & Contributed Talks 


MCM for reactor physics 2 Amphi 25 
Emma Horton 
A binary branching model with Morantype interactions 
Elod Pazman 
Comparison of Dynamic and Static Flux Estimators and Their Impact on Group Constant Production in the TimeDependent Monte Carlo Reactor Code GUARDYAN 
Alex Cox 
Twisted particle filters for neutron transport 
Andrea Zoia 
Analysis of heterogeneous Markov media for particle transport problems 
Nonreversible processes: theory and applications 2425 S. 101 
Giovanni Conforti 
A probabilistic view of Sinkhorn’s algorithm 
Arnaud Guillin 
Pair of run and tumble processes with interactions: invariant measure, jamming and mixing time 
Carsten Hartmann 
Constraints, strong confinement limits and conditional expectations in nonreversible Langevin dynamics 
Daniel T. Adams 
The Structure of GENERIC, Hypocoercivity, and Variational Schemes 
Sampling Strategies for Bayesian Inference 1525 S. 102 
Konstantinos Zygalakis 
Bayesian Inference with DataDriven Image Priors Encoded by Neural Networks 
Luke Shaw 
Rotationbased Integrators for HMC 
Nicola Branchini 
Generalized SelfNormalized Importance Sampling 
L. Nagar & M. Parga Pazos 
Adaptive Integration Approach for Sampling with Hamiltonian Monte Carlo Based Methods 
Contributed talks 4 1525 S.104 
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 
12h30 
Poster Session Patio 1526 


14h30 
MiniSymposia 


Stochastic Computation and Complexity 4 Amphi 25 
Michaela Szölgyenyi 
A higher order approximation method for jumpdiffusion SDEs with discontinuous drift coefficient 
Tim Johnston 
Nonasymptotic Bounds for EM via Interacting Particle Systems 
Gunther Leobacher 
McKean–Vlasov equations with discontinuous drift 
Oleg Butkovsky 
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise 
Convergence results for kinetic samplers 2425 S. 101 
Lionel RiouDurand 
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo 
Katharina Schuh 
Convergence of unadjusted Hamiltonian Monte Carlo and Langevin dynamics via couplings 
Lucas Journel 
Sampling of singular Gibbs measure 
Lihan Wang 
Convergence Rates of Kinetic Sampling Dynamics via Spacetime Poincarétype Inequality 
Sampling Schemes: Quality Measures, Point Generation, and Applications 1525 S. 102 
François Clement 
Subset Sampling for Low Discrepancy Point Sets 
Jasmin Fiedler 
Maximal inequalities in Discrepancy theory 
Nathan Kirk 
Stratified Sampling of the Unit Cube 
Zexin Pan 
Superpolynomial Accuracy of Medianofmeans 
(Quasi)MC Software 1525 S.104 
Aleksei Sorokin 
Collaborative Integrations with the QMCPy Framework 
Anne Reinarz 
UMBridge 
Mikkel Lykkegaard 
TinyDA: Multilevel Delayed Acceptance MCMC for Human Beings 
Pieterjan Robbe 
Multilevel Delayed Acceptance MCMC for the prediction of xenon diffusion in UO2 nuclear fuel 




Friday 30th 


10h30 
MiniSymposia & Contributed Talks 


Stochastic Computation and Complexity 5 Amphi 25 
Lukasz Stepien 
Adaptive stepsize control for global approximation of SDEs driven by countably dimensional Wiener process 
Monika Eisenmann 
Domain decomposition methods for SPDEs 
Sotirios Sabanis 
Adaptive stochastic optimizers, EulerKrylov’s polygonal approximations and the training of neural nets 
Stefan Heinrich 
Randomized Complexity of VectorValued Approximation 
PDMPs for high dimensional sampling: theory and application 2 2425 S. 101 
Alexandre BouchardCote 
PDMPs as Monte Carlo algorithms models 
Nawaf BouRabee 
Randomized Time Integrator for Unadjusted Hamiltonian MCMC 
Peter A. Whalley 
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics 
Torben Sell 
GradientBased Markov Chain Monte Carlo for Bayesian Inference With NonDifferentiable Priors 
Exploring the intersections of importance sampling, MCMC, and optimization 1525 S. 102 
Juan Kuntz 
ParticleBased Algorithms for Maximum Likelihood Estimation of Latent Variable Models 
Jimmy Olsson 
PaRISian particle Gibbs samplers for state and parameter learning in nonlinear statespace models 
Víctor Elvira 
MCMCdriven adaptive importance samplers 
Dootika Vats 
Comparing apples to oranges: a universal effective sample size 
Contributed talk 5 1525 S.104 
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 
13h30 
MiniSymposia & Contributed Talks 


Numerical methods in statistical physics 4 Amphi 25 
Michela Ottobre 
Uniform in time approximations of stochastic dynamics 
Matthew Dobson 
SteadyState Solutions for Nonequilibrium Langevin Dynamics 
Renato Spacek 
Extending the regime of linear response with synthetic forcings 
Grigorios Pavliotis 
On the DiffusiveMean Field Limit for Weakly Interacting Diffusions
Exhibiting Phase Transitions 
High dimensional integration and approximation 2 2425 S. 101 
Abirami Srikumar 
Multilevel quasiMonte Carlo methods for kernel interpolation in uncertainty quantification 
Dirk Nuyens 
Higher order lattice rules on Rd 
Yoshihito Kazashi 
Density estimation in RKHS with application to Korobov spaces in high dimensions 
Ian Sloan 
Periodic kernelbased highdimensional approximation 
MLMC techniques for discontinuous functionals 2 1525 S. 102 
Sebastian Krumscheid 
Multilevel Monte Carlo methods for parametric expectations: distribution and robustness measures 
Fabio Nobile 
MLMC for the computation of CVaR and its sensitivities in PDEconstrained riskaverse optimization 
Cedric Beschle 
CLMC techniques for elliptic PDEs with random discontinuities 
Daniel Roth 
Multilevel Monte Carlo Learning 
Contributed Talks 6 1525 S.104 
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 



