THEMATIC PROGRAMS

April 26, 2024

Program in Probability and Its Applications

Workshop on Monte Carlo Methods
Sunday October 25 to Thursday October 29, 1998

SCHEDULE

Sunday, October 25, 1998
10:00 Workshop Registration
10:45-11:15 Refreshments
11:15-12:15 Radford Neal (University of Toronto)
"Tutorial on Monte Carlo Applications in Statistics"
12:15-2:00 Lunch
2:00-3:00 Alistair Sinclair (University of California, Berkeley)
"Polynomial Time Algorithms Via Markov Chain Monte Carlo"
3:00-4:00 Xiao-Li Meng (University of Chicago)
"The Art of Data Augmentation"
4:00-4:30 Afternoon Tea
4:30-5:30 Stuart Whittington (University of Toronto)
"Tutorial on Monte Carlo Applications in Statistical Physics"
Monday, October 26, 1998
9:45-10:45 David Ceperley (University of Illinois)
"Random Walks with Uncertain Probabilities"
10:45-11:15 Coffee Break
11:15-12:15 Gareth Roberts (University of Cambridge)
"Slice Sampler Markov Chains"
12:15--2:00 Lunch
2:00-3:00 Radford Neal (University of Toronto)
"Review of Exact Sampling Methods"
3:00-4:00 Jesper Moller (Aalborg University)
"A Review on Perfect Simulation for Spatial Processes"
4:00-4:30 Afternoon Tea
4:30-5:30 Duncan Murdoch (University of Western Ontario)
"Exact Sampling for Bayesian Inference: Dominated CFTP"
5:30-6:30 Reception
Tuesday, October 27, 1998
9:45-10:45 Antonietta Mira (University of Minnesota / Insubria University, Italy)
"Ordering Monte Carlo Markov Chains"
10:45-11:15 Coffee Break
11:15-12:15 Jim Fill (The Johns Hopkins University)
"Perfect Sampling Algorithms and Two Notions of Monotonicity"
12:15-2:00 Lunch

12:15- Afternoon is Free Time
Wednesday, October 28, 1998
9:45-10:45 Julian Besag (University of Washington, Seattle)
"Exact Markov Chain Monte Carlo p-values"
10:45-11:45 Coffee Break and Poster Session (Posters may remain posted all day)
11:45-12:30 Anthony Kennedy (University of Edinburgh)
"Tutorial on Lattice Field Theory Monte Carlo"
12:30-2:00 Lunch
1:30-2:30 Karl Jansen (CERN)
"The Polynomial Hybrid Monte Carlo Algorithm"
3:00-4:00 Anthony Kennedy (University of Edinburgh)
"Monte Carlo Algorithms and Non-Local Actions"
4:00-4:30 Afternoon Tea
Thursday, October 29, 1998
9:45-10:45 David Wilson (Microsoft)
"Mixing Times of Tiling and Card Shuffling Markov Chains"
10:45-11:15 Coffee Break
11:15-12:15 Stuart Whittington (University of Toronto)
"Speeding up Convergence in MCMC - Some Case Studies From Statistical Mechanics"
12:14-2:00 Lunch
2:00-3:00 Bernd Berg (Florida State University)
"Recent Devlopments in Multicanonical and Related Methods"
3:00-4:00 Problem Session
4:00-4:30 Afternoon Tea and End of Conference