CHALLENGES IN STOCHASTIC COMPUTATION WORKSHOP

September 25 to October 4, 2002

The initial Workshop of the SAMSI Stochastic Computation Program (see www.samsi.info for a description of the entire program) involves tutorials, research presentations and group research meetings on topics including: numerical computing via simulation, importance sampling, sequential sampling and sequential computational methods, Monte Carlo Markov chain methods (MCMC), auxiliary variables, data augmentation, hybrid MCMC, perfect simulation methods, applications and case studies, and new challenges in simulation-based computation.

Tutorials: September 25-27, 2002
The Tutorial Schedule & Program provides full details of the 2.5 day series of tutorials given by leading experts on theory, methods and applications of stochastic computation.


Research Workshop: September 28-October 1, 2002
The Research Workshop Schedule & Program provides full details of the 4 day research meeting, featuring presentations by workshop participants, with working sessions for discussion and research interactions. The formal oral presentations will be complemented by a Poster Session on the evening of Saturday, September 28th, and social activities including a closing conference banquet on Tuesday, October 1.


Working Group Meetings: October 2-4, 2002
The workshop ends with these `formation meetings' of a smaller number of long-term participants in the Stochastic Computation program, aiming to will finalize the specific topics and plans for the research activities of the program, to be conducted from October, 2002 to May, 2003.


Local Arrangements
The Workshop is help in the Radisson Governor's Inn in Research triangle Park, with activities, including social and working group meetings, at SAMSI. Go to the SAMSI Web page for housing and transportation information, where you can find links to the hotel and local car rental companies. Many participants will choose to rent a car while attending the meeting. Transportation to SAMSI related events will also be provided.


Program Committee:
Jim Berger, Merlise Clyde, Alan Gelfand, Jean-Pierre Fouque, David Heckerman, Mark Huber, Jun Liu, John Monahan, Mike West


Local Information (Housing, ...)

Stochastic Computation Program Home Page

SAMSI Home Page

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