Passau

MCM 2027

Passau July 26 - July 30

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The biennial International Conference on Monte Carlo Methods and Applications (MCM) (formerly IMACS Seminar on Monte Carlo Methods) is one of the most prominent conference series devoted to research on stochastic simulation and Monte Carlo methods. The 16th edition, MCM 2027, will take place from July 26 to July 30, 2027, at the University of Passau, Passau, Germany.

Topics

MCM 2027 will include active topics of research in Monte Carlo methods—those with a long history as well as those emerging topics. These will include

  • Markov chain Monte Carlo
  • Bayesian inference
  • Sequential Monte Carlo, particle filters
  • Rare event simulation
  • Multi-level Monte Carlo
  • Quasi Monte Carlo
  • Discrepancy theory
  • Simulation of stochastic differential equations
  • Uncertainty quantification
  • Complexity and tractability of multivariate problems
  • Monte Carlo simulation on high-performance architectures
  • Generative models from artificial intelligence
  • Stochastic gradient and other stochastic optimization methods
  • Statistical learning and Monte Carlo sampling
  • Reinforcement learning and control
  • Experimental design
  • Monte Carlo methods for quantum computers
  • Computational statistical physics
  • Economic, engineering, industrial, and scientific applications

Plenary Speakers

TBD

Organizers

  • David Krieg, University of Passau
  • Thomas Müller-Gronbach, University of Passau
  • Joscha Prochno, University of Passau
  • Daniel Rudolf, University of Passau

Scientific Committee

TBD

Steering Committee

  • Ronald Cools, KU Leuven
  • Mike Giles, Oxford University
  • Emmanuel Gobet, Ecole Polytechnique, Palaiseau
  • Frances Kuo, University of New South Wales
  • Christiane Lemieux, University of Waterloo
  • Gunter Leobacher, University of Graz
  • Thomas Müller-Gronbach, Universität Passau
  • Bruno Tuffin, Inria Rennes Bretagne-Atlantique

History of MCM Conferences

  • TBA 2029
  • Passau, Germany, July 2027
  • Chicago, United States, July 2025
  • Paris, France, July 2023
  • Mannheim, Germany, August 2021
  • Sydney, Australia, July 2019
  • Montreal, Canada, July 2017
  • Linz, Austria, July 2015
  • Annecy-le-Vieux, France, July 2013
  • Borovets, Bulgaria, August 2011
  • Brussels, Belgium, September 2009
  • Reading, UK, June 2007
  • Tallahassee, USA, May 2005
  • Berlin, Germany, September 2003
  • Salzburg, Austria, September 2001
  • Varna, Bulgaria, June 1999
  • Brussels, Belgium, April 1997