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 


Welcome by Mike Giles  

Recording available here 

Chair: Aicke Hinrichs 

Plenary 1 

Mario Ullrich, JKU Linz 

Random vs. optimal information for L_2-approx imation  

Recording available here 



Chair: Pierre L'Ecuyer 

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 

Plenary 3 

Mark Jerrum, Queen Mary University London  

A complexity-theoretic perspective on MCMC 

Recording available here 

Chair: Geoff Nicholls, Oxford University 

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 

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 

Plenary 6 

Peter Kritzer, RICAM Linz 

Exponential tractability 

Recording available here 



Chair: Alex Keller 

Plenary 7 

Thomas Muller, NVIDIA 

Variance Reduction using Neural Networks 

Recording available here 


MCQMC 2022 announcement by Alex Keller 

Recording available here 


Friday 14th August 

Chair: Aretha Teckentrup 

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 



Chair: Art Owen 

Plenary 9 

Pierre L'Ecuyer 

Quasi-Monte Carlo for Density Estimation 

Recording available here 


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