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

  • Yuansi Chen, Department of Mathematics, ETH Zürich
  • Ronald Cools, Department of Computer Science, KU Leuven
  • Josef Dick, School of Mathematics and Statistics, UNSW Sydney
  • Alain Durmus, CMAP, École Polytechnique Paris
  • Mike Giles, Mathematical Institute, U Oxford
  • Mark Girolami, Department of Engineering, U Cambridge
  • Michael Gnewuch, Institut of Mathematics, U Osnabrück
  • Emmanuel Gobet, Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne U
  • Stefan Heinrich, Department of Computer Science, RPTU Kaiserslautern
  • Fred Hickernell, Faculty of Applied Mathematics, Illinois Institute of Technology Chicago
  • Arnulf Jentzen, Faculty of Mathematics and Computer Science, U Münster
  • Alexander Keller, NVIDIA
  • Peter Kritzer, Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences
  • Frances Kuo, School of Mathematics and Statistics, UNSW Sydney
  • Pierre L’Ecuyer, Département d’informatique et de recherche opérationnelle, U Montréal
  • Christiane Lemieux, Department of Statistics and Actuarial Science, U Waterloo
  • Youssef Marzouk, Department of Aeronautics and Astronautics, MIT Massachussets
  • Andreas Neuenkirch, Institute of Mathematics, U Mannheim
  • Erich Novak, Institute of Mathematics, U Jena
  • Art Owen, Department of Statistics, Stanford U
  • Klaus Ritter, Department of Mathematics, RPTU Kaiserslautern
  • Gareth Roberts, Department of Statistics, U Warwick
  • Claudia Schillings, Department of Mathematics and Computer Science, FU Berlin
  • Björn Sprungk, Faculty of Mathematics and Computer Science, TU Freiberg
  • Aretha Teckentrup, School of Mathematics, U Edinburgh
  • Bruno Tuffin, INRIA Rennes Bretagne-Atlantique
  • Mario Ullrich, Department of Mathematics, JKU Linz
  • Tino Ullrich, Faculty of Mathematics, U Chemnitz
  • Matti Vihola, Department of Mathematics and Statistics, U Jyväskylä
  • Jan Vybiral, Department of Mathematics, CVUT Prague
  • Larisa Yaroslavtseva, Institute of Mathematics and Scientific Computing, U Graz

Steering Committee

  • Ronald Cools, KU Leuven
  • Mike Giles, Oxford University
  • Emmanuel Gobet, Ecole Polytechnique, Palaiseau
  • Frances Kuo, UNSW Sydney
  • 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