Topics and Invited Speakers

Topics and Invited Speakers of MCQMC2026

Topics

  • Monte Carlo, variance reduction methods
  • Multilevel Monte Carlo
  • quasi-Monte Carlo, randomised quasi-Monte Carlo
  • Digital nets and lattice rules
  • Discrepancy theory
  • Complexity and tractability of multivariate problems
  • Kernel methods, high-dimensional approximation
  • Markov chain Monte Carlo
  • Sequential Monte Carlo
  • Gradient flows and machine learning for sampling
  • Rare event simulation
  • Software for MC/QMC, probabilistic programming
  • MC/QMC methods in physics, chemistry, finance, computer graphics, machine learning, and other areas

Plenary speakers

  • Pierre Alquier (ESSEC Singapore)
  • Marylou Gabrié (ENS Paris)
  • Fred Hickernell (Illinois Institute of Technology)
  • Annika Lang (Chalmers University of Technology and University of Gothenburg)
  • Kateryna Pozharska (Institute of Mathematics of the NAS of Ukraine and Chemnitz University of Technology)
  • Chang-Han Rhee (Northwestern University)
  • Gareth Roberts (University of Warwick)

Tutorial speakers

  • Tutorial speaker 1 TBA
  • Tutorial speaker 2 TBA

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