Challenges and Advances in High Dimensional and High Complexity Monte Carlo Computation and Theory (12w5105)

Objectives

Recent advances in the Monte Carlo field require new theoretical developments to either extend the applicability of existing methods or to generate alternative algorithms more suitable for statistical applications. The purpose of this workshop is to help to meet the theoretical challenges and address the increasing demand for more powerful computational tools from the scientific research community. Our objectives have three main components.

First, it is important for researchers who develop powerful Monte Carlo methods to meet scientists whose problems require advanced computational tools. We plan to bring together leading researchers who work at the cutting edge of scientific research in physics, chemistry, computer science, genetics and medicine together with experts in the design and theoretical study of sophisticated Monte Carlo methods such as sequential Monte Carlo, adaptive Monte Carlo, perfect sampling, quantum Monte Carlo, and Markov chain Monte Carlo. We have contacted most of the potential participants (including fourteen female researchers), 1/3 of whom are young researchers at the beginning of a promising career. This workshop will provide overview lectures and short tutorials, and it would be a great training and collaboration opportunity for these new talents.

A second aim of the workshop is to spur the research within the Monte Carlo community through a generous exchange of ideas and as a natural response to the challenges presented by real applications. Such exchanges have been at the origin of several directions in Monte Carlo and their benefit is still reverberating within scientific communities.

Thirdly, the workshop intends to invigorate the collaboration between Canadian research centers along with international collaborations. In addition to daily talks, the workshop will contain discussion sessions that could be conducive to future collaborative projects.