Programme:

10:45-11:00 Opening

11:00-12:00 Peter Glynn (Stanford University)

Biased Monte Carlo Estimators: Challenges and Solutions

12:00-13:00 Lunch

13:00-13:45 Samuel Cohen (University of Oxford)

Markov Chain BSDEs and Uniform Ergodicity

13:45-14:30 James Cruise (Heriot-Watt University)

Value Electricity Storage: Mathematical Challenges

14:30-15:00 Coffee/tea break

15:00-15:45 Gareth Roberts (University of Warwick)

MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster

15:45-16:30 Tibor Antal (University of Edinburgh)

Modeling Cancer as a Stochastic Process

16:30-17:00 Closing