Workshop A7 - Stochastic Computation

Organizers: Tony Lelièvre (École Nationale des Ponts et Chaussées, France) - Arnulf Jentzen (ETH Zürich, Switzerland)

 

Full conference schedule
Workshop A7 program
Workshop A7 abstracts PDF

Schedule

 

Morning     (general activities for all workshops)

July 10, Monday
Venue: Paraninf
July 11, Tuesday
Venue: Aula Magna
July 12, Wednesday
Venue: Aula Magna
8:30 Registration
From 8:30
9:00 Registration
From 9:00
Registration
From 9:00
9:30 Opening ceremony
9:30 ~ 10:00
Large Graph Limits of Learning Algorithms
Andrew Stuart
9:30 ~ 10:30
Variational discretizations of gauge field theories using group-equivariant interpolation spaces
Melvin Leok
9:30 ~ 10:30
10:00 Stochastic PDEs and their approximations
Martin Hairer
10:00 ~ 11:00
10:30 Coffee break & Poster session
10:30 ~ 11:30
Coffee break & Poster session
10:30 ~ 11:30
11:00 Coffee break
11:00 ~ 11:30
11:30 Interpolation, rudimentary geometry of spaces of Lipschitz functions and complexity.
Shmuel Weinberger
11:30 ~ 12:30
T < 4E
Karim Adiprasito
11:30 ~ 12:30
Dynamic formulation of Optimal Transportation and variational relaxation of Euler equations
Jean-David Benamou
11:30 ~ 12:30
12:00

 

Afternoon     (workshop specific activities)

July 10, Monday
Room B2
July 11, Tuesday
Room B2
July 12, Wednesday
Room B2
14:30 Weak order analysis for SPDEs
Arnaud Debussche
14:30 ~ 15:20
Beyond Well-Tempered Metadynamics algorithms for sampling multimodal target densities
Gersende Fort
14:30 ~ 14:55
Multilevel Monte Carlo for SDEs with Random Bits
Klaus Ritter
14:30 ~ 14:55
15:00 Self-repelling processes and metadynamics
Pierre-André Zitt
15:00 ~ 15:25
Strong convergence properties of the Ninomiya Victoir scheme and applications to multilevel Monte Carlo
Benjamin Jourdain
15:00 ~ 15:25
15:30 Weak convergence rates for stochastic partial differential equations with nonlinear diffusion coefficients
Ryan Kurniawan
15:30 ~ 15:55
Competing sources of variance reduction in parallel replica Monte Carlo, and optimization in the low temperature limit
Paul Dupuis
15:30 ~ 16:20
On the approximation of pathdependent BSDEs driven by the Brownian motion
Stefan Geiss
15:30 ~ 15:55
16:00 Weak error analysis via functional Itô calculus
Felix Lindner
16:00 ~ 16:25
Existence, uniqueness, and numerical approximation for stochastic Burgers equations
Sara Mazzonetto
16:00 ~ 16:25
16:30 Coffee break
16:30 ~ 17:00
17:00 On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions
Diyora Salimova
17:00 ~ 17:25
Modeling aggregation processes of Lennard-Jones particles via stochastic networks
Maria Cameron
17:00 ~ 17:25
Recent advances on stochastic methods in data science
Sotirios Sabanis
17:00 ~ 17:25
17:30 Approximation of BSDEs using random walk
Christel Geiss
17:30 ~ 17:55
A coupling approach to the kinetic Langevin equation
Andreas Eberle
17:30 ~ 17:55
The stability of stochastic gradient descent
Benjamin Recht
17:30 ~ 17:55
18:00 Lower Error Bounds for Strong Approximation of Scalar SDEs with Non-Lipschitzian Coefficients
Thomas Mueller-Gronbach
18:00 ~ 18:25
The Complexity of Best-Arm Identification
Aurélien Garivier
18:00 ~ 18:25
Stochastic Composite Least-Squares Regression with convergence rate $O(1/n)$
Francis Bach
18:00 ~ 18:25
18:30 Fluctuation Analysis of Fleming-Viot Particle Systems
Arnaud Guyader
18:30 ~ 18:55

 

Evening

July 11, Tuesday
20.30 ~ 23.00 Social dinner at Restaurant 1881 at the terrace of the Palau del Mar

FoCM 2017, based on a nodethirtythree design.