Markov Chain Monte Carlo:
innovations and applications in statistics, physics, and bioinformatics
(1 - 28 Mar 2004)

Organizers · Confirmed Visitors · Overview · Membership Application

Schedule of Talks and Tutorials

Week 1 · Week 2 · Week 3 · Week 4

 

Friday, 5 Mar 2004
09:30am - 10:30am	Rugged metropolis sampling for peptides Bernd A. Berg, Florida State University
10:30am ~	--- Tea Break ---

Week 1 · Week 2 · Week 3 · Week 4

 

Tuesday, 9 Mar 2004
09:30am - 10:30am	Introduction to Markov Chain Monte Carlo (MC) simulations and their statistical analysis (with web-based Fortran code) (Tutorial lecture 3) Bernd A. Berg, Florida State University   Presentation slides: PDF
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Introduction to Markov Chain Monte Carlo (MC) simulations and their statistical analysis (with web-based Fortran code) (Tutorial lecture 4) Bernd A. Berg, Florida State University   Presentation slides: PDF
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	An introduction to Monte Carlo methods in statistical physics (Tutorial lecture 1) David P. Landau, University of Georgia   Presentation slides: PDF
03:00pm - 03:30pm	--- Tea Break ---
03:30pm - 04:30pm	An introduction to Monte Carlo methods in statistical physics (Tutorial lecture 2) David P. Landau, University of Georgia   Presentation slides: PDF

 

Wednesday, 10 Mar 2004
09:30am - 10:30am	An introduction to Monte Carlo methods in statistical physics (Tutorial lecture 3) David P. Landau, University of Georgia   Presentation slides: PDF
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	An introduction to Monte Carlo methods in statistical physics (Tutorial lecture 4) David P. Landau, University of Georgia   Presentation slides: PDF
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	Multicanonical chain growth method for folding lattice proteins Wolfhard Janke, Universität Leipzig, Germany
03:00pm ~	--- Tea Break ---

 

Thursday, 11 Mar 2004
09:30am - 10:30am	An introduction to clusters, histograms, optimization, and an adaptive approach in Monte Carlo simulations (Tutorial lecture 1) Robert H. Swendsen, Carnegie Mellon University
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	An introduction to clusters, histograms, optimization, and an adaptive approach in Monte Carlo simulations (Tutorial lecture 2) Robert H. Swendsen, Carnegie Mellon University
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	Time dependent update functions for perfect sampling Mark Huber, Duke University
03:00pm - 03:30pm	--- Tea Break ---
03:30pm - 04:30pm	The entropy of classical systems of distinguishable particles Robert H. Swendsen, Carnegie Mellon University

 

Friday, 12 Mar 2004
09:30am - 10:30am	An introduction to clusters, histograms, optimization, and an adaptive approach in Monte Carlo simulations (Tutorial lecture 3) Robert H. Swendsen, Carnegie Mellon University
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	An introduction to clusters, histograms, optimization, and an adaptive approach in Monte Carlo simulations (Tutorial lecture 4) Robert H. Swendsen, Carnegie Mellon University

Week 1 · Week 2 · Week 3 · Week 4

 

Tuesday, 16 Mar 2004
09:30am - 10:30am	Markov chain Monte Carlo for statistical inference (Tutorial lecture 4) Julian Besag, University of Washington   Lecture notes: PDF
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Strategies for MCMC acceleration David Draper, University of California
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	Sequential Monte Carlo methods and their applications: An overview and recent developments (Tutorial lecture 1) Rong Chen, University of Illinois at Chicago   Presentation slides: PDF
03:00pm - 03:30pm	--- Tea Break ---
03:30pm - 04:30pm	Sequential Monte Carlo methods and their applications: An overview and recent developments (Tutorial lecture 2) Rong Chen, University of Illinois at Chicago   Presentation slides: PDF

 

Wednesday, 17 Mar 2004
09:30am - 10:30am	Sequential Monte Carlo methods and their applications: An overview and recent developments (Tutorial lecture 3) Rong Chen, University of Illinois at Chicago   Presentation slides: PDF
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Sequential Monte Carlo methods and their applications: An overview and recent developments (Tutorial lecture 4) Rong Chen, University of Illinois at Chicago   Presentation slides: PDF

 

Thursday, 18 Mar 2004
09:30am - 10:30am	Perfect simulation (Tutorial lecture 1) Wilfrid Kendall, University of Warwick   Lecture notes: PDF
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Perfect simulation (Tutorial lecture 2) Wilfrid Kendall, University of Warwick   Lecture notes: PDF

 

Friday, 19 Mar 2004
09:30am - 10:30am	Perfect simulation (Tutorial lecture 3) Wilfrid Kendall, University of Warwick   Lecture notes: PDF
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Perfect simulation (Tutorial lecture 4) Wilfrid Kendall, University of Warwick   Lecture notes: PDF

Week 1 · Week 2 · Week 3 · Week 4

 

Tuesday, 23 Mar 2004
09:30am - 10:30am	Numerical simulations of critical dynamics far from equilibrium Bo Zheng, Zhejiang University
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Cluster simulations under a constraint Henk W.J. Blöte, Delft University of Technology, The Netherlands
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	Computer algorithms for percolation processes Robert M. Ziff, University of Michigan
03:00pm - 03:30pm	--- Tea Break ---
03:30pm - 04:30pm	Monte Carlo methods to calculate the density of states and their applications Yutaka Okabe, Tokyo Metropolitan University
04:30pm - 05:00pm	Applications of the geometric cluster algorithm (Contributed talk) Youjin Deng, Delft University of Technology, The Netherlands

 

Wednesday, 24 Mar 2004
09:30am - 10:30am	A survey of Quasi-Monte Carlo methods Harald Niederreiter, National University of Singapore
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Independent particle filters Junni Zhang, University of Beijing
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	Auxiliary variable MCMC methods in Bayesian statistical pattern recognition models, with applications in functional genomics Chris Holmes, University of Oxford
03:00pm - 03:30pm	--- Tea Break ---
03:30pm - 05:00pm	Poster Sessions 1) A decision support system for winner determination in multi-objective combinatorial auctions Kannan Balaji, Singapore MIT Alliance, National University of Singapore 2) Bayesian color image segmentation through MRF labeling with multivariate reversible jump Markov Chain Monte Carlo Kap Luk Chan Nanyang Technological University, Singapore 3) Cluster simulation of the quantum transverse Potts model Youjin Deng, Delft University of Technology, The Netherlands 4) Cluster simulation of the antiferromagnetic triangular Ising model in a field Xiaofeng Qian, Leiden University, The Netherlands

 

Thursday, 25 Mar 2004
09:30am - 10:30am	New sequential Monte Carlo methods Armand Doucet, University of Cambridge
10:30am - 11:00am	--- Tea Break ---
11:00am - 12:00nn	Pseudo-Bayes MCMC for the estimation of multipoint linkage likelihoods Elizabeth Thompson, University of Washington   Presentation slides: PDF
12:00nn - 02:00pm	--- Lunch break ---
02:00pm - 03:00pm	Simulation algorithms for Potts models Jian-Sheng Wang, National University of Singapore
03:00pm - 03:15pm	Closing Remarks
03:15pm ~	--- Tea Break ---

Organizers · Confirmed Visitors · Overview · Membership Application