Statistical and Applied Mathematical Sciences Institute
19 T. W. Alexander Drive
P.O. Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350 FAX: 919.685.9360
[email protected]

STOCHASTIC COMPUTATION
October 2002 - September 2003

The inaugural SAMSI program on Stochastic Computation focussed on synthesis and developmental research in the four inter-related areas:

• 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.

Summary of Program Activities & Outcomes (April 2004)

Including written report on the program and details of personnel, outcomes, manuscripts, software, etc