This is Bob.

There’s a new weekly online seminar on all aspects of Monte Carlo (including adjacent topics like generative modeling and uncertainty quantification). Here’s the home page for the seminar.

• MC seminar home page (Google site)

The website includes the schedule, and links for Zoom, the Google mailing list, and the YouTube channel. Their site states that seminars take place on

• Tuesdays at 8:30 am PT / 11:30 am ET / 4:30 pm London / 5:30 pm Paris / 11:30 pm Beijing

Presumably they’ll announce new times to cope with asynchronous daylight time changeovers.

They’re starting with an A-list of speakers:

• Persi Diaconis – 10/01/2024
• Mike Giles – 10/08/2024
• Art Owen – 10/15/2024
• Gareth Roberts – 10/29/2024

Mike Giles wrote the fundamental matrix autodiff results we used for Stan—I didn’t know he worked on sampling. Art Owen gave a practice version of his talk at Flatiron Institute yesterday and it included crystal clear introductions to several ideas I’d never seen before including multiple ways to generate quasi Monte Carlo points, Brownian bridges (which I’d never seen introduced in a way I could understand), etc.

The seminars are being organized by Valentin De Bortoli (DeepMind), Yang Chen (Michigan), Nianqiao Ju (Purdue), Sifan Liu (Flatiron/Duke), Sam Power (Bristol), Qian Qin (Minnesota), and Guanyang Wang (Rutgers).