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The Workshop will consist of five short courses (3h30 per courses) and contributed sessions. Coupling and Convergence for MCMC  (I) Speaker : Gareth O. Roberts, Professor, University of Lancaster (UK). Coupling and Convergence for MCMC (II) Speaker : Jeffrey S. Rosenthal, Professor, University of Toronto (Canada). Some recent methodological advances in Monte Carlo methods Speaker : Christophe Andrieu, Lecturer, University of Bristol (UK). Particle Methods for Stochastic Engineering and Physics Speaker : Pierre Del Moral, Professor, University of Nice (France). Monte Carlo methods for molecular simulation Speaker : Benjamin Jourdain, Professor, ENPC (France). Download the slides of the courses Gareth ROBERTS    File1      File2       File3 Jeffrey ROSENTHAL   (updated, June 29). Christophe ANDRIEU    (available by Friday July 20) Pierre DEL MORAL Benjamin JOURDAIN    (updated, June 29). Talks Abstract : Download the pdf file PHOTOS  :   (thanks to J. Cornebise)         pictures gallery SLIDES : F. Le Gland SMC with adaptive resampling P.A. Coquelin Analysis in Feynman-Kac models J. Tressou Simulation Estimators in a dynamic model for food contaminant J. Cornebise Adaptive refueling in particle filter algorithms P. Mathe Efficiency of Metropolis Markov Chains D. Marchev A Theoretical Comparison of the Data Augmentation, marginal Augmentation and PX-DA Algorithms F. Leisen An extension of Peskun an Tierney ordering to continuous time Markov Chain R. Douc Forgetting of the initial distribution for the filter in Hidden Markov Models D. Raggi Sequential Monte Carlo methods for Stochastic Volatility Models with Jumps O. Papaspiliopoulos Exact Retrospective Simulation of diffusion processes and optimal filtering N. Oudjane Option pricing : a new adaptive Monte Carlo method M. Sbai Exact Retrospective Monte Carlo computation of arithmetic average Asian options K. Mengersen Optimising Population Monte Carlo A. El Abed ENNIM : Energetic Normalized Mutual Information Model for Online Multiple Object Tracking with Unlearned Motions .avi file N. Frigo Particle filtering approximations for a Gaussian-generalized inverse Gaussian model L. Rojas Nandayapa Efficient simulation of finite horizon problems C. Pamminger Bayesian clustering of Categorical Times Series Data Using Markov Chain Monte Carlo methods J.F. Delmas Does waste-recycling really improve Metropolis Hasting Monte Carlo algorithms? A. Beskos MCMC in infinite dimensions A. Korzeniowski Importance Sampling for Quantum Mechanical Systems T. Lelièvre Adaptive methods in molecular dynamics A. Mira Adaptive Multiple Importance Sampling S. Petrone Some issues about Monte Carlo methods for random partitions A. Parisi Application of PMC algorithms to the Von Bertalanffy model M. Lavielle Monolix : a software for the analysis of nonlinear mixed effects models A. Samson Maximum Likelihood estimation in non-linear mixed models via the SAEM-MCMC algorithm R. Holenstein Particle Markov Chain Monte Carlo A. Eberle Stability of sequential Markov chain Monte Carlo methods G. Petris MC-based model selection for Structural Time Series models M. Piccioni Exact Simulation for discrete time spin systems and unilateral fields N. Schweizer Local Spectral gaps on the Mean Field Ising Model and Multilevel MCMC methods E. Moulines Improving the performance of the Two-stage Sampling Particle Filter : a Statistical Perspective Schedule Download the pdf file The schedule will be printed and given to the participants. Delegate Joining Instructions Download the pdf file