14th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing

10 – 14 August 2020

MCQMC 2020 will be held online due to the covid-19 pandemic. Participating in the conference will be free. 

Plenary talks and tutorials will be hosted live by the University of Oxford, while special sessions and contributed talks will be recorded and streamed via YoutubeTutorials and plenaries will be hosted as live talks with questions afterwards on Zoom with live-streaming and recorded copies being made available also.  


 

To register for this event, please complete this form.

  

Monday 10th August 

Chair: Mike Giles 

2:00 - 3:30 
Tutorial 1 

Aretha Teckentrup, University of Edinburgh 

Markov chain Monte Carlo methods 

 Recording available here

3:45 - 5:15 
Tutorial 2 

Fred Hickernell, Illinois Institute of Technology 

Quasi-Monte Carlo Software 

Recording available here

 

Tuesday 11th August 

2:00-2:15 

Welcome by Mike Giles  

Recording available here 

Chair: Aicke Hinrichs 

2:15-3:15 
Plenary 1 

Mario Ullrich, JKU Linz 


Random vs. optimal information for L_2-approx imation  

Recording available here 

3:15-4:00 

Break 

Chair: Pierre L'Ecuyer 

4:00-5:00 
Plenary 2 

Jing Dong, Columbia University

Can Algorithms Collaborate? The Replica Exchange Method

Recording available here 

 

Wednesday 12th August  

Chair: Matti Vihola, University of Jyvaskyla 

2:00-3:00  
Plenary 3 

Mark Jerrum, Queen Mary University London  


A complexity-theoretic perspective on MCMC 

Recording available here 

Chair: Geoff Nicholls, Oxford University 

3:15-4:15  
Plenary 4 

David Pfau, Google Deepmind 


Quantum Monte Carlo and Solving the Many-Electron Schroedinger Equation with Deep Neural Networks 

Recording available here 

Chair: Christophe Andrieu, Bristol University 

4:30-5:30  
Plenary 5 

Yves Atchade, Boston University 


Approximate spectral gap for MCMC mixing times in high-dimensions

Recording available here 

 

Thursday 13th August 

Chair: Fred Hickernell 

2:00-3:00  
Plenary 6 

Peter Kritzer, RICAM Linz 


Exponential tractability 

Recording available here 

3:00-3:45 

Break 

Chair: Alex Keller 

3:45-4:45 
Plenary 7 

Thomas Muller, NVIDIA 


Variance Reduction using Neural Networks 

Recording available here 

4:45-5:00 

MCQMC 2022 announcement by Alex Keller 

Recording available here 

 

Friday 14th August 

Chair: Aretha Teckentrup 

2:00-3:00  
Plenary 8 

Claudia Schillings, University of Mannheim 

Optimization approaches for Bayesian inverse problems: Preconditioning integration methods in the small noise or large data limit 

Recording available here 

3:00-3:30 

Break 

Chair: Art Owen 

3:30-4:30  
Plenary 9 

Pierre L'Ecuyer 


Quasi-Monte Carlo for Density Estimation 

Recording available here 

4:30-4:45 

Close of conference by Mike Giles 

Recording available here  

 

 All recordings available here

 

 

 

Zoom is the online platform being used to deliver this event. Any questions relating to the seminar, please contact Liam.Holligan@icms.org.uk