Markov Chains and Monte Carlo Methods

Organizers

Krzysztof Łatuszyński (Warwick)
Andreas Eberle (Bonn)

Invited Speakers

Wojciech Niemiro (Toruń, Warszawa): Asymptotics and adaptation of Maximum Likelihood Monte Carlo algorithms.
Klaus Ritter (Kaiserslautern): Multi-level Monte Carlo for approximation of
distribution functions and an application to $AF^4$
Benjamin Jourdain (Paris): Optimal scaling of the transient phase of Metropolis Hastings algorithms
Nikolaus Schweizer (Saarbrücken): Error bounds for sequential MCMC