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The Scientific
Committee is pleased to award the Young Author Best Paper Award to [ex-aequo]
Dobrin
MARCHEV
Baruch College, CUNY, USA
A
Theoretical Comparison of the Data Augmentation, marginal Augmentation
and PX-DA Algorithms
Adeline
SAMSON
Université Paris 5, France,
Maximum
Likelihood estimation in non-linear mixed models via the SAEM-MCMC
algorithm
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The slides
of the courses and of the talks, and some pictures
are available.
The Workshop New directions in Monte Carlo
Methods will be held in Fleurance, France, June 25 - 29,
2007.
Monte Carlo algorithms
are widely used methods for
solving problems that are otherwise intractable. These methods have had
a profund impact in Statistics, Statistical Physics, Computer Science,
Finance, Engineering, Reliability and Defense surveillance systems (for
example, particle filters are relevant for tracking). This
methodology is fairly
universal in that it formally applies to almost every settings.
The Workshop will cover both methodologies
and
applications.
It will focus on adaptive Markov Chain Monte Carlo
methods, population Monte Carlo algorithms, and on machine learning
strategies on which the on-line optimisation of Monte Carlo
algorithms heavily rely. Applications cover Mathematical Finance,
Bayesian Statistics and Quantum Physics.
The Workshop will gather
together graduate
students
and researchers interested in Monte Carlo methodology and its
applications. It will emphasize new methods and mathematical problems
that are motivated by contemporary developments in Monte Carlo methods.
There will be 5 short courses, contributed sessions, and plenty
of time in the interstices for informal discussion.
The number of participants is limited to
50 persons.
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