MCQMC 2020

Laurent Meunier – Revisiting One-Shot-Optimization
Laurent Meunier – Revisiting One-Shot-Optimization
Aicke Hinrichs – Lower Bounds for the Error of Quadrature Formulas for Hilbert Spaces
Aicke Hinrichs – Lower Bounds for the Error of Quadrature Formulas for Hilbert Spaces
Christian Weiß – An Application of Faulhaber’s Formula to Star-Discrepancy
Christian Weiß – An Application of Faulhaber’s Formula to Star-Discrepancy
Luiz Max Carvalho – Adaptive Markov chain Monte Carlo on the space of time-calibrated trees
Luiz Max Carvalho – Adaptive Markov chain Monte Carlo on the space of time-calibrated trees
Michael Gnewuch – Optimal cubature rules on Haar wavelet spaces and on spaces with fractional ...
Michael Gnewuch – Optimal cubature rules on Haar wavelet spaces and on spaces with fractional ...
Nikolaus Binder – Solving Integral Equations in real-time
Nikolaus Binder – Solving Integral Equations in real-time
Emanouil Atanassov – On the Use of Global Sensitivity Analysis for Optimisation of Numerical ...
Emanouil Atanassov – On the Use of Global Sensitivity Analysis for Optimisation of Numerical ...
Tapio Helin – Consistency of hierarchical parameters in MAP estimation
Tapio Helin – Consistency of hierarchical parameters in MAP estimation
Alexandre Bouchard – Non-Reversible Parallel Tempering
Alexandre Bouchard – Non-Reversible Parallel Tempering
Laura Scarabosio – Model-based multilevel Monte Carlo methods for local quantities of interest in...
Laura Scarabosio – Model-based multilevel Monte Carlo methods for local quantities of interest in...
Aretha Teckentrup – Convergence of Gaussian process regression with estimated hyper-parameters
Aretha Teckentrup – Convergence of Gaussian process regression with estimated hyper-parameters
Jonas Latz – Fast and even faster sampling of parameterised Gaussian random fields
Jonas Latz – Fast and even faster sampling of parameterised Gaussian random fields
Lassi Roininen – Non-Stationary Multi-layered Gaussian Priors via Stochastic Partial Differential...
Lassi Roininen – Non-Stationary Multi-layered Gaussian Priors via Stochastic Partial Differential...
Marcin Wnuk – Reproducing Kernel Banach Spaces and QMC Integration
Marcin Wnuk – Reproducing Kernel Banach Spaces and QMC Integration
Luc Pronzato – Design of Computer Experiments based on Bayesian Quadrature
Luc Pronzato – Design of Computer Experiments based on Bayesian Quadrature
Stefan Grosskinsky – Mean-field Particle Systems and Rare Event Simulation
Stefan Grosskinsky – Mean-field Particle Systems and Rare Event Simulation
Thomas A. Catanach – Multifidelity Sequential Tempered Markov Chain Monte Carlo for Bayesian ...
Thomas A. Catanach – Multifidelity Sequential Tempered Markov Chain Monte Carlo for Bayesian ...
Deborshee Sen – Targeted Stochastic Gradient Markov Chain Monte Carlo for Hidden Markov Models ...
Deborshee Sen – Targeted Stochastic Gradient Markov Chain Monte Carlo for Hidden Markov Models ...
Jon Cockayne – Multivariate Output Analysis for Markov Chain Monte Carlo
Jon Cockayne – Multivariate Output Analysis for Markov Chain Monte Carlo
Adrian Ebert – Construction of QMC Finite Element Methods for Elliptic PDEs with Random ...
Adrian Ebert – Construction of QMC Finite Element Methods for Elliptic PDEs with Random ...
Matthew A. Fisher – Adaptive Algorithms in Bayesian Quadrature
Matthew A. Fisher – Adaptive Algorithms in Bayesian Quadrature
James Flegal – Multivariate Output Analysis for Markov Chain Monte Carlo
James Flegal – Multivariate Output Analysis for Markov Chain Monte Carlo
Andrew Duncan – On the Geometry of Stein Variational Gradient Descent
Andrew Duncan – On the Geometry of Stein Variational Gradient Descent
Robert Nasdala – Multivariate approximation based on transformed rank-1 lattices
Robert Nasdala – Multivariate approximation based on transformed rank-1 lattices
Alexander Keller – Quasi-Monte Carlo and Neural Networks
Alexander Keller – Quasi-Monte Carlo and Neural Networks
Nabil Kahalé – Randomized Dimension Reduction for Monte Carlo Simulations
Nabil Kahalé – Randomized Dimension Reduction for Monte Carlo Simulations
Ad Ridder – Rare-Event Analysis and Simulation of Queues with Time-Varying Rates
Ad Ridder – Rare-Event Analysis and Simulation of Queues with Time-Varying Rates
Marcello Longo – A-posteriori QMC error estimation
Marcello Longo – A-posteriori QMC error estimation
Mark Huber – Improving Perfect Simulation for the Strauss Process Using Stitching
Mark Huber – Improving Perfect Simulation for the Strauss Process Using Stitching
Pierre Marion – Algorithms and Software for Custom Digital Net Constructions
Pierre Marion – Algorithms and Software for Custom Digital Net Constructions