Invited Speaker Sessions

Scientific Committee

Local Organising Committee 

 

Invited Speaker Sessions - Monday 13th July

Stochastic epidemic modelling

Adrian Roellin (University of Singapore)

Joshua Ross (University of Adelaide)

Pieter Trapman (Stockholm University)

 

Optimal transport and stochastic calculus

Martin Huesmann (Bonn University)

Marcel Nutz (Columbia University) - slides 

Nizar Touzi (Ecole Polytechnique Paris) - slides

 

Computational decision making

Christian Robert (Dauphine, Paris) - slides

Edwin Simpson (University of Oxford)

Stephan Walker (University of Texas, Austin)

 

Stochastic learning

Nicolo Cesa-Bianchi (University of Milan) - slides

Alexandre Proutiere (KTH Royal Institute of Technology) - slides

Rahul Roy (Indian Statistical Institute) - slides

 

Random matrices

Joseph Najnudel (Universite Paul Sabatier - Toulouse III) - slides

Hoi H Nguyen (The Ohio State University)

Jun Yin (University of Wisconsin)

 

Travelling waves and branching processes

Simon Harris (University of Bath) - slides

Pascal Maillard (Paris-Sud University)

Stephane Munier (CPHT Paris) - slides

 

 

Invited Speaker Sessions - Tuesday 14th July

Branching processes and related topics

Jie Xiong (University of Macau)

Leonid Mytnik (Technion, Israel Institute of Technology)

Xiaowen Zhou (Concordia University)

 

Interacting Brownian motions in infinite dimensions related to random matrix theory

Hirofumi Osada (University of Kyushu) - slides

Patrik Ferrari (Bonn University) - slides

Hideki Tanemura (Chiba University) - slides

 

BDSEs

Jean-Francois Chassagneux (Imperial College London) - slides

Francois Delarue (University of Nice) - slides

Nizar Touzi (Ecole Polytechnique, CMAP) - slides

Learning from Data

David Hand (Imperial College London) - slides

Yann LeCun (New York University)

Data Assimilation in Geophysical Applications

Nikolas Kantas (Imperial College London)

Eric Olson (University of Nevada, Reno)

Daniel Sanz Alonso (University of Warwick)

 

 

Invited Speaker Sessions - Wednesday 15th July

Stochastic processes and geometry

Matthias Erbar (Bonn University)

Naotaka Kajino (Kobe University, Japan)

Joseph Neeman (University of Texas)

 

Fluctuations in interacting particle systems

Cedric Bernardin (Universite de Nice)

Frank Redig (Delft University of Technology)

Nikolaos Zygouras (University of Warwick)

 

Dirichlet Forms

Rodrigo Banuelos (Purdue University)

Ben Hambly (University of Oxford)

Takashi Kumagai (Kyoto University)

 

Stochastic models of limit order books

Rama Cont (Imperial College London)

Marvin Mueller (Dresden University of Technology) - slides

Thorsten Rheinlander (Vienna University of Technology) - slides

 

Monte Carlo inference for high dimensional problems

Dan Crisan (Imperial College London)

Sumeetpal Singh (University of Cambridge)

Sebastian Vollmer (University of Oxford)

 

Strategic learning in random structures

Francois Delarue (University of Nice) - slides

Ron Peretz (London School of Economics)

Bary Pradelski (University of Oxford)

 

Stein's Method

Louis Chen (National University of Singapore)

Giovanni Peccati (University of Luxembourg)

Nathan Ross (University of Melbourne)

 

Invited Speaker Sessions - Thursday 16th July

Rough paths and regularity structures

Peter Friz (TU Berlin) - slides

Hendrick Weber (University of Warwick) - slides

Kahil Chouk (TU Berlin)

 

Advanced Monte Carlo methods

Rabdal Douc (Telecom SudParis)

Michael Pitt (University of Warwick)

Matti Vihola (University of Oxford)

 

Compressed Sensing

Giovanni Peccati (University of Luxembourg)

Holger Rauhut (Aachen)

Joel Tropp (Caltech)

 

Random planar maps

Igor Kortchemski (CNRS & CMAP, Ecole polytechnique) - slides

Gourab Ray (University of Cambridge)

Vincent Vargas (DMA, ENS Paris)

 

Percolation and random interlacements

Jiri Cerny (University of Vienna)

Yinshan Chang (Max-Planck Maths Institute) - slides

Balazs Rath (Budapest Uni of Technology)

 

Invited Speaker Sessions - Friday 17th July

Markov loops and free field

Marcin Lis (Chalmers University of Technology) - slides

Titus Lupu (Orsay) - slides

Hao Wu (MIT) - slides

 

Stochastic Models for Energy Markets

Paul Kruhner (Vienna University of Technology)

Alfred Muller (University of Siegen) - slides

Jeanette Woerner (University of Dortmund)

 

Monte Carlo and GPU

Massimiliano Fatica (Nvidia)

Jacques Du Toit (NAG)

Mike Giles (University of Oxford)

 

Stochastic Homogenization

Sebastian Andres (Bonn University) - slides

Andrea Braides (University of Rome Tor Vergata) - slides

Andrey Piatnitski (Narvik Institute of Technology - slides

 

Probability and Computational Biology

Gesine Reinert (University of Oxford)

Steohane Robin (AgroParisTech)

Michael Stumpf (Imperial College)