Non-reversible Markovian Monte Carlo 2020
27 - 31 July 2020
Venue: Lorentz Center@Oort
If you are invited or already registered for this workshop, you have received login details by email.This workshop has been rescheduled to 2 - 6 August 2021
This workshop will bring together the many groups working on non-reversible Markov chain/process Monte Carlo across the fields of physics, applied probability and statistics. This exciting research area is currently thriving due to the significant gains in computational efficiency for non-reversible Monte Carlo methods. A mixture of research talks, tutorials, and discussions will accelerate cross-discipline communication, foster the development of the research community, and explore future research priorities and approaches.
Monday 27 July 2020
| 09:30 | 10:00 | Arrival, registration | |
| 10:00 | 10:20 | Introduction by Lorentz Center and organizers | |
| 10:20 | 11:00 | Invited talk (keynote): History of Non-reversible MCMC | |
| 11:00 | 11:40 | Tutorial: a statisticians perspective on NRMCMC | |
| 11:40 | 12:00 | Break-out session | |
| 12:30 | 14:00 | Lunch | |
| 14:00 | 14:40 | Break-out session | |
| 14:40 | 15:20 | Invited talk : simulation in models from statistical physics | |
| 15:20 | 16:00 | Coffee/tea break | |
| 16:00 | 17:00 | Lightning talk (20x3 min) | |
| 17:00 | 19:00 | Wine&cheese party + poster session |
Tuesday 28 July 2020
| 09:00 | 10:00 | Invited talk: non-reversible diffusions | |
| 10:00 | 10:20 | Impromptu discussion, break-out session | |
| 10:20 | 11:00 | Coffee/tea break | |
| 11:00 | 12:00 | Turtorial: a physicist's perspective on NRMCMC | |
| 12:00 | 12:30 | Break-out session | |
| 12:30 | 14:00 | Lunch | |
| 14:00 | 14:40 | Break-out session | |
| 14:40 | 15:20 | Invited talk: Ergodicity of piecewise deterministic samplers | |
| 15:20 | 16:00 | Coffee/tea break | |
| 16:00 | 16:40 | Guided paper dicsussion | |
| 16:40 | 17:20 | Invited talk: Phase transitions in hard sphere systems |
Wednesday 29 July 2020
| 09:00 | 10:00 | Invited talk: Hamiltonian Monte Carlo as non-rev MCMC | |
| 10:00 | 10:20 | Impromptu discussion, break-out session | |
| 10:20 | 11:00 | Coffee/tea break | |
| 11:00 | 12:00 | Tutoria:functional analysis tools for Markov chains | |
| 12:00 | 12:30 | Break-out session | |
| 12:30 | 14:00 | Lunch | |
| 14:00 | 14:40 | Break-out session | |
| 14:40 | 15:20 | Invited talk: Discrete time lifted samplers in physics | |
| 15:20 | 16:00 | Coffee/tea break | |
| 16:00 | 16:40 | Guided paper discussion | |
| 16:40 | 17:00 | Invited talk: Hypocoercivity of PDMPs |
Thursday 30 July 2020
| 09:00 | 10:00 | Invited talkScaling of PDMPs for high dimension | |
| 10:00 | 10:20 | Impromptu discussion, break-out session | |
| 10:20 | 11:00 | Coffee/tea break | |
| 11:00 | 12:00 | Crazy questions and ideas | |
| 12:00 | 12:30 | Break-out session | |
| 12:30 | 14:00 | Lunch | |
| 14:00 | 14:40 | Break-out session | |
| 14:40 | 15:20 | Invited talk: PDMPs for optimization | |
| 15:20 | 16:00 | Coffee/tea break | |
| 16:00 | 16:40 | Guided paper discussion | |
| 16:40 | 17:00 | Invited talk: concentration inequalities for hypocoercive systems |
Friday 31 July 2020
| 09:00 | 10:00 | Invited talk: Non-reversible MCMC without lifting | |
| 10:00 | 10:20 | Imprompty discussion, break-out session | |
| 10:20 | 11:00 | Coffee/tea break | |
| 11:00 | 10:40 | Interactive wrap-up of progres during the workshop | |
| 11:40 | 12:30 | Invited talk(keynote): Future directions in NRMCMC + closing | |
| 12:30 | 14:00 | Lunch |
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