Welcome to MCM 2025

The biennial International Conference on Monte Carlo Methods and Applications (MCM) (formerly IMACS Seminar on Monte Carlo Methods) is one of the most prominent conference series devoted to research on stochastic simulation and Monte Carlo methods.

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Topics

MCM 2025 will include active topics of research in Monte Carlo methods—those with a long history as well as those emerging topics. These will include

• Markov chain Monte Carlo
• Hamiltonian Monte Carlo
• Sequential Monte Carlo, particle filters
• Non-equilibrium candidate Monte Carlo
• Bridge sampling
• Rare event simulation
• Multi-level Monte Carlo
• (Randomized) quasi-Monte Carlo
• Digital nets and lattice rules
• Discrepancy theory
• Complexity and tractability of multivariate problems
• Variance reduction
• Monte Carlo simulation on high-performance architectures
• Uncertainty quantification
• Experimental design
• Generative models from artificial intelligence
• Variational inference
• Probabilistic numerics
• Monte Carlo methods for quantum computers
• Stochastic gradient and other stochastic optimization methods
• Statistical learning and Monte Carlo sampling
• Reinforcement learning and control
• Bayesian inference
• Computational statistical physics
• Economic, engineering, industrial, and scientific applications

Plenary Speakers

• Nicolas Chopin, ENSAE, Institut Polytechnique de Paris
• Peter W Glynn, Stanford U
• Roshan Joseph, Georgia Institute of Technology
• Christiane Lemieux, University of Waterloo
• Veronika Rockova, University of Chicago
• Uros Seljak, U California, Berkeley
• Michaela Szölgyenyi, University of Klagenfurt (AAU)
• Matt Pharr, NVIDIA

Scientific Committee

• Miguel Arratia, Department of Physics and Astronomy, U California, Riverside
• Ronald Cools, Department of Computer Science, KU Leuven
• Xinwei Deng, Department of Statistics, Virginia Polytechnic and State U
• Jing Dong, Graduate School of Business, Columbia
• Mike Giles, Mathematical Institute, Oxford U
• Emmanuel Gobet, Centre de Mathématiques Appliquées, École Polytechnique
• Shane Henderson, School of Operations Research and Information Engineering, Cornell U
• Xuhui Huang, Department of Chemistry, UW Madison
• Joshua Isaacson, Fermilab
• Peter Kritzer, Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences
• Frances Kuo, School of Mathematics and Statistics, U New South Wales
• Pierre L’Ecuyer, Département d’informatique et de recherche opérationnelle, U Montréal
• Christiane Lemieux, Department of Statistics and Actuarial Science, U Waterloo
• Gunther Leobacher, Institute of Mathematics and Scientific Computing, U Graz
• Chunfang Devon Lin, Department of Mathematics and Statistics, Queens U
• Simon Mak, Department of Statistical Science, Duke U
• Michael Mascagni, Department of Computer Science, Florida State U
• Thomas Müller-Gronbach, Faculty of Computer Science and Mathematics, U Passau
• Ben Nachman, Lawrence Berkeley National Lab
• Chris Oates, School of Mathematics, Statistics, and Physics, U Newcastle Upon Tyne
• Art Owen, Department of Statistics, Stanford U
• Raghu Pasupathy, Department of Statistics, Purdue U
• Natesh Pillai, Department of Statistics, Harvard U
• Pieterjan Robbe, Sandia National Labs
• Veronika Rockova, Chicago Booth School of Business, U Chicago
• Jeffrey Rosenthal, Department of Statistics, U Toronto
• Aretha Teckentrup, School of Mathematics, U Edinburgh
• Bruno Tuffin, INRIA Rennes Bretagne-Atlantique
• Jonathan Weare, Courant Institute of Mathematical Sciences, New York U

Organizers

• Sou-Cheng Choi, Principal Data Scientist, SAS Institute and Applied Mathematics, Illinois Institute of Technology
• Yuhan Ding, Applied Mathematics, Illinois Institute of Technology
• Gloria Hernandez, Illinois Institute of Technology
• Fred Hickernell, Applied Mathematics, Illinois Institute of Technology
• Tim Hobbs, Physics, Argonne National Laboratory
• Lulu Kang, Mathematics and Statistics, U Massachusetts Amherst
• Yiou Li, Mathematical Sciences, DePaul U
• David Minh, Chemistry, Illinois Institute of Technology
• Chang-Han Rhee, Industrial Engineering and Management Sciences, Northwestern U
• Daniel Sanz-Alonso, Statistics, U Chicago

History of conferences

• Paris, France, July 2023
• Mannheim, Germany, August 2021
• Sydney, Australia, July 2019
• Montreal, Canada, July 2017
• Linz, Austria, July 2015
• Annecy-le-Vieux, France, July 2013
• Borovets, Bulgaria, August 2011
• Brussels, Belgium, September 2009
• Reading, UK, June 2007
• Tallahassee, USA, May 2005
• Berlin, Germany, September 2003
• Salzburg, Austria, September 2001
• Varna, Bulgaria, June 1999
• Brussels, Belgium, April 1997