Канал: MCQMC 2020 - Смотреть видео c канала или скачать видео c канала в MP4, музыку MP3 на телефон или компьютер.

$Michael Gnewuch – Optimal cubature rules on Haar wavelet spaces and on spaces with fractional ...$

Laurent Meunier – Revisiting One-Shot-Optimization

MCQMC 2020

MCQMC 2020

Laurent Meunier – Revisiting One-Shot-Optimization

Aicke Hinrichs – Lower Bounds for the Error of Quadrature Formulas for Hilbert Spaces

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

Michael Gnewuch – Optimal cubature rules on Haar wavelet spaces and on spaces with fractional ...

Nikolaus Binder – Solving Integral Equations in real-time

Emanouil Atanassov – On the Use of Global Sensitivity Analysis for Optimisation of Numerical ...

Tapio Helin – Consistency of hierarchical parameters in MAP estimation

Alexandre Bouchard – Non-Reversible Parallel Tempering

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

Jonas Latz – Fast and even faster sampling of parameterised Gaussian random fields

Lassi Roininen – Non-Stationary Multi-layered Gaussian Priors via Stochastic Partial Differential...

Marcin Wnuk – Reproducing Kernel Banach Spaces and QMC Integration

Luc Pronzato – Design of Computer Experiments based on Bayesian Quadrature

Stefan Grosskinsky – Mean-field Particle Systems and Rare Event Simulation

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 ...

Jon Cockayne – Multivariate Output Analysis for Markov Chain Monte Carlo

Adrian Ebert – Construction of QMC Finite Element Methods for Elliptic PDEs with Random ...

Matthew A. Fisher – Adaptive Algorithms in Bayesian Quadrature

James Flegal – Multivariate Output Analysis for Markov Chain Monte Carlo

Andrew Duncan – On the Geometry of Stein Variational Gradient Descent

Robert Nasdala – Multivariate approximation based on transformed rank-1 lattices

Alexander Keller – Quasi-Monte Carlo and Neural Networks

Nabil Kahalé – Randomized Dimension Reduction for Monte Carlo Simulations

Ad Ridder – Rare-Event Analysis and Simulation of Queues with Time-Varying Rates

Marcello Longo – A-posteriori QMC error estimation

Mark Huber – Improving Perfect Simulation for the Strauss Process Using Stitching

Pierre Marion – Algorithms and Software for Custom Digital Net Constructions

Grégoire Clarté – Particle swarm sampling

Hiroshi Haramoto – Theoretical Analysis on Visible Flaws of Xorshift128+: a Newly Proposed ...

Enrique Lelo de Larrea – Maximum Entropy Distributions with Applications to Graph Simulation

DanHua ShangGuan – New strategy for dynamical sampling from multi-modal distribution and ...

Amparo Gil – Computation and inversion of cumulative distribution functions

Ryan White – On the Evolution of Minimal-Volume, Sufficient-Probability Sets for Stochastic Paths

Kamélia Daudel – Infinite-Dimensional Alpha-Divergence Minimisation for Variational Inference

Sundar Ganesh – Efficient Multi-Level Monte Carlo Estimators for Risk-Averse Engineering Design

Philippe Blondeel – p-refined Multilevel Quasi-Monte Carlo for Galerkin Finite Element Methods ...

Emil Løvbak – Multilevel Monte Carlo with improved correlation for kinetic equations in the ...

Soumya Roy – Statistical Analysis of Progressive Type-I Interval Censored Data under Competing Risks

Edmund Ryan – Efficient Monte Carlo methods for forecasting returns from large-scale consumer ...

Natalya Tracheva – A new combined kernel-projection statistical estimator with applications to ...

Chao Zheng – Higher-order weak schemes for the Heston stochastic volatility model by extrapolation

Avinash Prasad – Quasi-Monte Carlo for Multivariate Distributions via Generative Neural Networks

Gurprit Singh – How to Train Your Samples?

Art Owen – Mean dimension of ridge functions

Robin J. Ryder – Component-wise approximate Bayesian computation via Gibbs-like steps

Shin Harase – Implementing short-period Tausworthe generators for Markov chain quasi-Monte Carlo

Samuel Livingstone – The Barker Proposal: Robust, Gradient-based MCMC

Tobias Siems – A Note on the Metropolis-Hastings Acceptance Probabilities for Mixture Spaces

Matt Graham – Manifold MCMC Methods for Efficient Inference in a Wide Class of Diffusion Models

Florian Puchhammer – Hamiltonian Monte Carlo Applied to Inverse Problems in Imaging the Earth’s ...

Alexander Dorndorf – A Bayesian Robust Nonlinear Multivariate Time Series Model with ...

Flavius Guiaş – Stochastic Runge–Kutta methods based on Markov jump processes and applications ...

Mario Neumüller – On the asymptotic behaviour of the Sudler product of sines

Chi-Ok Hwang – Infinite Parallel Plates Algorithm

Tomohiko Hironaka – Two Applications of Multilevel Monte Carlo Methods to Bayesian Experimental ...

André Gustavo Carlon – Stochastic Optimization for Bayesian Design of Experiments

Joakim Beck – Multilevel Double-loop Monte Carlo to Simulation-based Bayesian Optimal ...

François-Xavier Briol – Learning to Reduce Variance Using Stochastic Gradient Descent

Leah South – Monte Carlo Variance Reduction Using Stein Operators

Chris Oates – Recasting Sampling as Optimization via Stein’s Method

Paul Dobson – Infinite Dimensional Piecewise Deterministic Markov Processes

Inass Sekkat – Removing the Mini-Batching Error in Bayesian Inference using Adaptive Langevin ...

Gareth Roberts – Bayesian Fusion

Andrea Bertazzi – Adaptive Piecewise Deterministic Monte Carlo Algorithms

Jaspar Wiart – The Dependence Structure of Scrambled (t, m, s)-Nets

Takuo Matsubara – Quadrature of Bayesian Neural Networks

Toni Karvonen – Kernel Methods, Gaussian Processes and Uncertainty Quantification for Bayesian ...

Ken’ichiro Tanaka – Generation of Point Sets by Global Optimization for Kernel-Based Numerical ...

Motonobu Kanagawa – On the Positivity of Bayesian Quadrature Weights

Ayoub Belhadji – Variations around kernel quadrature with DPPs

Pierre Monmarché – Velocity jumps: an alternative to multi-time-step integrators

Manon Michel – Sampling with Piecewise Deterministic Markov Processes: breaking free from ...

George Deligiannidis – Hypocoercivity for Randomized Hamiltonian Monte Carlo

Benedict Leimkuhler – Stochastic models and numerical methods with applications to machine learning