Scientific computation has been an important topic in many disciplines. This
workshop focuses on the recent advances in efficient computational methods
and their applications to applied sciences. Specifically, the topics of the
workshop include analyses of Markov chain Monte Carlo, sequential Monte
Carlo, particle methods, asymptotic theory and approximations. A list of
applications includes astronomy, biology, chemistry, engineering, finance,
and social sciences.
Friday and Saturday (Sep 23 and 24):
Garden rooms 1 and 2 (1st floor) of
Columbia University Faculty House.
Sunday (Sep 25):
Department of Statistics, Columbia University.