Location
This workshop was held at the Penn Pavilion (Level 2), Duke University, Durham, NC.
Description
This was the second workshop in the SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics focusses on Monte Carlo sampling methods –an important class of computational algorithms for estimating high dimensional distributions. Monte Carlo sampling is widely used in physics, chemistry, mathematics and statistics, and is most useful when other methods fail due to the high dimensionality of the problem. Due to the extensive application of Monte Carlo sampling across disciplines, breakthroughs in one discipline can lead to advances in others.
This SAMSI workshop brought together experts from applied mathematics, statistics and machine learning for the purpose of exchanging ideas and advancing the broad area of sampling algorithms.
Schedule and Supporting Media
Printable Schedule
Printable Map
Participant List
Lecturers
Speakers for this event were:
- Yves Atchade (University of Michigan)
- Tamara Broderick (MIT)
- Lawrence Carin (Duke University)
- Matthew Dunlop (Caltech)
- James Johndrow (Stanford University)
- Omar Ghattas (University of Texas – Austin)
- Fred J. Hickernell (Illinois Institute of Technology)
- James Johndrow (Stanford University)
- Galin Jones (University of Minnesota)
- Shiwei Lan (CalTech)
- Qiang Liu (Dartmouth)
- Yian Ma (University of Washington)
- Lester Mackey (Stanford University)
- Youssef Marzouk (MIT)
- Jonathan Mattingly (Duke University)
- Antonietta Mira (Università della Svizzera Italiana – CHE and University of Insubria, IT)
- Akihiko Nishimura (UCLA)
- Art Owen (Stanford University)
- Paris Perdikaris (MIT)
- Scott Schmidler (Duke University)
- Stefan Steinerberger (Yale University)
- Zhiqiang Tan (Rutgers University)
- Eric Vanden-Eijnden (New York University)
- Jonathan Weare (University of Chicago)
- Clayton Webster (Oak Ridge National Lab)
Monday, December 11, 2017
Penn Pavilion, West Campus, Duke University
Tuesday, December 12, 2017
Penn Pavilion, West Campus, Duke University
Wednesday, December 13, 2017
Penn Pavilion, West Campus, Duke University
Thursday, December 14, 2017
Penn Pavilion, West Campus, Duke University
Friday, December 15, 2017
Penn Pavilion, West Campus, Duke University
Questions: email [email protected]