This workshop will highlight recent developments and research opportunities in topics related to Sequential Monte Carlo methods, broadly interpreted, with an emphasis on novel methodology and recent theoretical developments. It will be hosted by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick.

Information

Travel and Visiting Info

Important Dates

Registration

Abstract Submission (to be completed in addition to registration form if you wish to present)

Young Academic Awards

Invited Participants

Keynote Speakers:

• Nicolas Chopin (ENSAE, ParisTech and CREST)
• Pierre Del Moral (Bordeaux Mathematical Institute, Université Bordeaux I)
• Peter Jan van Leeuwen (Meteorology Department, University of Reading)

Preliminary List of Invited Participants:

• Christophe Andrieu (School of Mathematics, University of Bristol)
• Alexandre Bouchard-Côté (Department of Statistics, University of British Columbia)
• Dan Crisan (Department of Mathematics, Imperial College London)
• Andreas Eberle (Hausdorff Center for Mathematics, Universität Bonn)
• Paul Fearnhead (Department of Mathematics and Statistics, Lancaster University)
• Simon Godsill (Signal Processing and Communications Laboratory, University of Cambridge)
• Andrew Golightly (School of Mathematics and Statistics, Newcastle University)
• Pierre Jacob (CEREMADE, Université Paris-Dauphine)
• Ajay Jasra (Department of Statistics and Applied Probability, National University of Singapore)
• Éric Moulines (Signal Processing Department, Télécom ParisTech)
• Omiros Papaspiliopoulos (Department of Economics and Business, Universitat Pompeu Fabra)
• Sylvain Rubenthaler (Probability and Statistics, Université Nice Sophia Antipolis)
• Thomas Schön (Automatic Control, Linköping University)
• Sumeet Singh (Signal Processing and Communications Laboratory, University of Cambridge)
• Nick Whiteley (School of Mathematics, University of Bristol)
• Darren Wilkinson (School of Mathematics and Statistics, Newcastle University)

Applications are encouraged from PhD students and Postdoctoral fellows working in the area. CRiSM has a number of bursaries available to help support attendance. See Young Academic Awards for more information.

Programme and Organisation Committee

Arnaud Doucet (University of Oxford), Adam Johansen, Anthony Lee and Murray Pollock.