Non-reversible Markovian Monte Carlo

- This workshop is cancelled -

27 - 31 July 2020

Venue: Lorentz Center@Oort

If you are registered for this workshop, you have received login details by email.

This workshop has been rescheduled to 2 - 6 August 2021

This workshop will bring together the many groups working on non-reversible Markov chain/process Monte Carlo across the fields of physics, applied probability and statistics.  This exciting research area is currently thriving due to the significant gains in computational efficiency for non-reversible Monte Carlo methods. A mixture of research talks, tutorials, and discussions will accelerate cross-discipline communication, foster the development of the research community, and explore future research priorities and approaches. 

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    Monday 27 July 2020

    09:3010:00 Arrival, registration
    10:0010:20 Introduction by Lorentz Center and organizers
    10:2011:00 Invited talk (keynote): History of Non-reversible MCMC
    11:0011:40 Tutorial: a statisticians perspective on NRMCMC
    11:4012:00 Break-out session
    12:3014:00 Lunch
    14:0014:40 Break-out session
    14:4015:20 Invited talk : simulation in models from statistical physics
    15:2016:00 Coffee/tea break
    16:0017:00 Lightning talk (20x3 min)
    17:0019:00 Wine&cheese party + poster session

    Tuesday 28 July 2020

    09:0010:00 Invited talk: non-reversible diffusions
    10:0010:20 Impromptu discussion, break-out session
    10:2011:00 Coffee/tea break
    11:0012:00 Turtorial: a physicist's perspective on NRMCMC
    12:0012:30 Break-out session
    12:3014:00 Lunch
    14:0014:40 Break-out session
    14:4015:20 Invited talk: Ergodicity of piecewise deterministic samplers
    15:2016:00 Coffee/tea break
    16:0016:40 Guided paper dicsussion
    16:4017:20 Invited talk: Phase transitions in hard sphere systems

    Wednesday 29 July 2020

    09:0010:00 Invited talk: Hamiltonian Monte Carlo as non-rev MCMC
    10:0010:20 Impromptu discussion, break-out session
    10:2011:00 Coffee/tea break
    11:0012:00 Tutoria:functional analysis tools for Markov chains
    12:0012:30 Break-out session
    12:3014:00 Lunch
    14:0014:40 Break-out session
    14:4015:20 Invited talk: Discrete time lifted samplers in physics
    15:2016:00 Coffee/tea break
    16:0016:40 Guided paper discussion
    16:4017:00 Invited talk: Hypocoercivity of PDMPs

    Thursday 30 July 2020

    09:0010:00 Invited talkScaling of PDMPs for high dimension
    10:0010:20 Impromptu discussion, break-out session
    10:2011:00 Coffee/tea break
    11:0012:00 Crazy questions and ideas
    12:0012:30 Break-out session
    12:3014:00 Lunch
    14:0014:40 Break-out session
    14:4015:20 Invited talk: PDMPs for optimization
    15:2016:00 Coffee/tea break
    16:0016:40 Guided paper discussion
    16:4017:00 Invited talk: concentration inequalities for hypocoercive systems

    Friday 31 July 2020

    09:0010:00 Invited talk: Non-reversible MCMC without lifting
    10:0010:20 Imprompty discussion, break-out session
    10:2011:00 Coffee/tea break
    11:0010:40 Interactive wrap-up of progres during the workshop
    11:4012:30 Invited talk(keynote): Future directions in NRMCMC + closing
    12:3014:00 Lunch
    Please log in to view the participants information...

    Marija Vucelja, University of Virginia  

    Chris Sherlock, Lancaster University  

    Matthew Ludkin, Lancaster University  

    Christophe Andrieu, University of Bristol  

    Joris Bierkens, Delft Institute of Applied Mathematics  


Michelle Grandia

+31 71-5275579

grandia@lorentzcenter.nl

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