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.
Local Information (Housing,
...)
Stochastic
Computation Program Home Page
Entire site � 2001-2002, Statistical and Applied Mathematical
Sciences Institute. All Rights Reserved.
Program Committee:
Jim Berger, Merlise Clyde, Alan Gelfand, Jean-Pierre Fouque, David
Heckerman, Mark Huber, Jun Liu, John Monahan, Mike West