2002-03 Program on Stochastic Computation

Research Foci
Description of Activities
Further Information

Research Foci

• Stochastic computation in problems of model and variable selection
• Stochastic computation in problems of inference and imputation in contingency tables analysis
• Stochastic computation in analysis of large-scale graphical models
• Stochastic computation in financial mathematics, especially in options pricing models

Description of Activities

Challenges in Stochastic Computation: Opening Workshop
September 25-October 4, 2002

Mid-Term Workdays January & February, 2003

Challenges in Stochastic Computation: Closing Workshop
June 26-28, 2003

Further Information

Original Program Description

Final Program Report, March 2, 2004 (pdf)

Summary of Program Activities & Outcomes, April 2004

Announcement Poster (pdf)

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