MCMC Convergence and Estimation
September
14-15, 2009, Athens, Greece
Participants
Location
Athens U of Economics & Business
Program
Monday
Persi Diaconis Bayesian analysis for Markov chains
Christian Robert On ABC methods
Petros Dellaportas Control
variates for reversible samplers
Tuesday
Susan Holmes Using
Eric Moulines Adaptive and
non-linear MCMC algorithms
Sean Meyn Why are random
walks hard to simulate?
Ioannis Kontoyiannis
Which
spectrum?
Christophe Andrieu On the stability of some stochastic
approximation schemes with Markovian dynamics
For further
information, contact yiannis@aueb.gr or petros@aueb.gr