The schedule is available here and a preliminary list of titles and abstracts is available here.

Aim:

Sequential Monte Carlo Methods (also known as particle filtering or particle methods) have been a very successful topic in the field of Probability and Statistics that has attracted great popularity from the applied communities in Engineering, Econometrics and Medical or Life Sciences. The aim of this workshop is to bring together researchers working on Monte Carlo methods, in order to discuss challenges in the methodology arising due to modern applications as well as recent and possible future developments in the supporting theory.

List of speakers:

  • Alex Beskos (UCL)
  • Joris Bierkens (Warwick)
  • Carles Breto (Michigan)
  • Jochen Broecker (Reading)
  • Nicolas Chopin (ENSAE & HEC)
  • Randall Douc (Telecom SudParis)
  • Axel Finke (Cambridge)
  • Axel Gandy (Imperial)
  • George Deligiannidis (Oxford)
  • Kari Heine (UCL)
  • Ajay Jasra (NUS)
  • Adam Johansen (Warwick)
  • Kostas Kalogeropoulos (LSE)
  • Eric Moulines (Télécom Paristech)
  • Omiros Papaspiliopoulos (Universitat Pompeu Fabra)
  • Yvo Pokern (UCL)
  • Joaquin Miguez (Queen Mary)
  • Aleksandar Mijatovic (Imperial College)
  • Sebastian Reich (Potsdam)
  • Sylvain Rubenthaler (Nice)
  • Sumeetpal S. Singh (Cambridge)
  • Rodrigo Targino (UCL)
  • Nick Whiteley (Bristol)

List of registered participants:

  • Deniz (Omer) Akyildiz (Univ. Carlos III de Madrid)
  • Raj Bhansali (Imperial & Liverpool)
  • Nick Bingham (Imperial)
  • Christos Bouganis (Imperial)
  • Hinesh Chotai (Imperial)
  • Mauricio Castro (Univ. de Concepcion in Chile)
  • Victor Elvira Arregui (Univ. Carlos III de Madrid)
  • Han (Helen) Fu (Imperial)
  • Alastair Gregory (Imperial)
  • Jim Griffin (Kent)
  • Alan Heavens (Imperial)
  • Arman Khaledian (Imperial)
  • Maria Kalli
  • Maciej Marowka (Imperial)
  • Mohammad Mani (City University)
  • Matt Moores (Warwick)
  • Din-Houn Lau (Imperial)
  • Francesc Pons Llopis (Imperial)
  • Suchen (Tom) Jin (Warwick)
  • Mehmet Suezen
  • Andria Stylianou (Imperial)
  • Tasmin Symons (Imperial)
  • Onur Teymur (Imperial)
  • Erik Volz (Imperial)

Organisers:

Leonardo Bottolo, Dan Crisan and Nikolas Kantas.

Timetable & Registration:

  • - The workshop will start at 10:00am on Monday 21 December 2015 and finish at 2.00pm on Wednesday 23 December 2015.
  • - The programme is available here.
  • - A preliminary list of titles and abstracts is available here.
  • - The workshop dinner will take place in MK bar and grill restaurant (formerly known as Med Kitchen) at 6pm on Monday the 21st of December. The address is 25-35 Gloucester Rd, London SW7 4PL or here. Registered participants are welcome, but the workshop will cover the cost of the dinner only for the speakers and organisers.
  • - Registration is free but compulsary. Please contact Rosie Hart by email (r.hart AT imperial DOT ac DOT uk) to register.

Information:

  • The workshop will take place in Lecture Theatre 1 (LT1), Blackett Building of the South Kensington campus of Imperial College London. Blackett Building is number 6 on the campus map. To reach the room, enter the Building via the Prince Consort Road entrance, and LT1 is up the stairs on your right.
  • For further queries, please contact the organisers via email.

This workshop is funded by a platform grant from the Mathematics Department of Imperial College.