19 T.W. Alexander Drive
P.O. Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
info@samsi.info

2008-09 Program on Sequential Monte Carlo Methods

Kickoff Tutorials & Workshop

September 7-10, 2008

General Information
Application
Tentative Schedule

General Information

The Opening Workshop for the SAMSI program on Sequential Monte Carlo Methods will be held on Sunday-Wednesday, September 7-10, 2008, at the Radisson Hotel RTP in Research Triangle Park, NC. On Sunday, September 7, tutorials will be offered on various aspects of SMC methodology. From Monday to Wednesday, invited speakers will give presentations. We will also have a poster session.

The goals of the Opening Workshop are to take advantage of community input in the formation of the working groups for the program and to promote engagement in person or remotely, via web or teleconference for those not in residence at SAMSI during the program.

The workshop program will focus on open problems in both theory, methodology and applications in areas including tracking/large scale systems, finance, continuous-time models and population Monte Carlo methods. Subsequently formed working groups will take up statistical and mathematical challenges in data processing and modeling involving sequential Monte Carlo methods for the research activities of the program during September 2008-September 2009. Central to this formative discussion will be the open discussion involving all workshop participants in the afternoon of Wednesday 10th September, followed by formation of the working groups and initial discussion within the working groups.

Program Committee: Arnaud Doucet (University of British Columbia), Simon Godsill (University of Cambridge) and Mike West (Duke University).

Application

Interested individuals should apply, using the ON-LINE APPLICATION FORM . This form also includes the application for financial support. You will be notified as soon as possible after your application if your participation will be possible; regrettably, limited seating will preclude acceptance of all applications. New researchers (graduate students, postdocs, and faculty in the early stages of their careers) and members of underrepresented groups are especially encouraged to apply.

The application/registration deadline is August 22, 2008

In order to ensure your application is correct, we ask that you:

refresh/reload the application/registration page to ensure you have all updates
type in your information (cutting and pasting will distort the information we receive)
make any clarifications/corrections, in the Special Requests section
click the submit button only once

Please make reservations at the Radisson as soon as possible. The SAMSI room block and rate ($109) is effective until August 22, 2008. After this date, there is no guarantee a room will be available. If you have a change in plans, individual room reservations must be cancelled 72 hours prior to arrival. Check-in is at 3:00 PM; check-out is 12:00 noon.

Tentative Schedule

Sunday, September 7, 2008
Radisson RTP
Overview Tutorials

8:00-8:55 a.m.	Registration and Continental Breakfast
8:55-9:00	Welcome
9:00-10:30	Pierre Del Moral, INRIA Bordeaux
10:30-11:00	Coffee Break
11:00-12:30	Paul Fearnhead, Lancaster University
12:30-1:45	Lunch
1:45-3:15	Hedibert Lopes, University of Chicago
3:15-3:45	Coffee Break
3:45-5:15	Jun Liu, Harvard University

Monday, September 8, 2008
Radisson RTP

8:15-9:00 a.m.	Registration and Continental Breakfast
9:00-9:15	Welcome
9:15-12:00	Theory of Sequential Monte Carlo Dan Crisan, Imperial College Eric Moulines, Ecole Nationale Supérieure des Télécommunications Coffee Break Discussion Session Leaders Peter Bickel, University of California at Berkeley Sylvain Rubenthaler, Universite de Nice Sophia Antipolis TBD
12:00-1:15	Lunch
1:15-3:30	Tracking and Large Scale Dynamic Systems Namrata Vaswani, Iowa State University TBD Discussion Session Leaders Monica Bugallo, Stony Brook University Ba-Ngu Vo, University of Melbourne TBD
3:30-4:00	Coffee Break
4:00-5:00	New Researcher Session Vandi Verma, NASA Jonathan Weare, Courant Institute TBD
5:00-5:30	Poster Advertisement Session (2 minute ads each)
6:30-8:30	Poster Session and Reception SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches.

Tuesday, September 9, 2008
Radisson RTP

9:00-12:00	Applications in Economics and Decision Making Carlos Carvalho, University of Chicago Jesus Fernandez, University of Pennsylvania Coffee Break Discussion Session Leaders Michael Johannes, Columbia University David de Jong, University of Pittsburgh Juan Rubio-Ramirez, Duke University
12:00-1:15	Lunch
1:15-3:45	Continuous Time and Financial Applications Omiros Papaspiliopoulos, Universitat Pompeu Fabra Chris Rogers, Cambridge University Discussion Session Leaders Ed Ionides, University of Michigan Nick Polson, University of Chicago Jon Stroud, University of Pennsylvania
3:45-4:15	Coffee Break
4:15-5:15	New Researcher Session Sarah Dance, University of Reading Ludmila Mihaylova, University of Lancaster TBD

Wednesday, September 10, 2008
Radisson RTP

9:00-12:00	Population Methods and Other Aspects of Methodology Christian Robert, Ceremade - Université Paris-Dauphine Christophe Andrieu, University of Bristol Coffee Break Discussion Session Leaders Rong Chen, Rutgers University Kerrie Mengersen, Queensland University of Technology Antonietta Mira, University of Insubria
12:00-1:15	Lunch
1:15-2:45	Working Group Formation and Initial Meeting
2:45-3:30	Working Group Reports

Thursday and Friday: Possible working group meetings at SAMSI.

Local Information (Hotels, etc.)

SMC Program Page