Athens Workshop on

MCMC Convergence and Estimation

 

September 14-15, 2009, Athens, Greece

 

Participants

 

Christophe Andrieu

Petros Dellaportas

Persi Diaconis

Susan Holmes

Ioannis Kontoyiannis

Sean Meyn

Eric Moulines

Christian Robert

Zoi Tsourti

 

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 Monte Carlo to solve it's own mysteries

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

 

Photos

 

For further information, contact yiannis@aueb.gr or petros@aueb.gr