MCMC and Diffusion Techniques

MCMC and Diffusion Techniques

Date: 8-10 June 2016

Location: London

Organisers: Terry Lyons (Oxford), Alex Beskos (UCL), Sotirios Sabanis (Edinburgh)

This workshop will draw on the considerable strength within the ATI community, and outside, and the rapid rate of innovation in meeting the challenge of effective simulation of Markov processes and their laws. The main scientific aim of this workshop is to capture some of the enormous progress achieved in the design of such algorithms and facilitate a phase transition in feedback between innovation in algorithms and the integration of those algorithms into larger systems for optimization and data science.

Attendance is by invite only.