The goal of this workshop will be to bring together people working on the simulation of Langevin, Hamiltonian dynamics and their variants,  and the applications of such methods to Markov Chain Monte Carlo, including MALA, HMC, etc 

Organisers :  Andrew Duncan & Enrico Scalas, School of Mathematical and Physical Sciences, University of Sussex

When : Friday, June 23. The workshop will start at 10pm (Registration & Coffee from 9:30am) and end at 4pm.

Where :  At the University of Sussex, in Pevensey 1 Room 1A6 

Programme

    9:30am - 10:00am:  Registration

  10:00am - 10:45am:  Tijana Radivojevic: Modified Hamiltonian Monte Carlo methods in practice

  10:45am - 11:15am:  Coffee Break 

  11:15am - 12:00pm:  Elena Akhmatskaya: Sampling with modified Hamiltonians in statistical inference

  12:00pm - 12:45pm:  Mikhail Tretyakov: Stochastic rigid body dynamics with hydrodynamic interactions

 

  12:45pm - 2:30pm:    Lunch (Fish and Chips)

    2:30pm - 3:15pm:    Konstantinos Zygalakis: Ergodic Stochastic Differential Equations and Sampling: A numerical analysis perspective 

    3:15pm - 4:00pm:    Sam Livingstone: Kinetic energy choice in Hamiltonian/Hybrid Monte Carlo

Participation is free.

A dinner will be organised with the speakers on the evening of Thursday 22nd June.  Please contact the organisers if you wish to attend.