5th International Workshop on Sequential Monte Carlo Methods (SMC 2020)

Madrid, Spain

May 27-29, 2020

Dear all,

This email is just to inform you about an upcoming event which might be of interest, the Sequential Monte Carlo workshop (SMC2020) in Madrid (Spain). The workshop will cover all topics related to SMC and nearby fields, from theory to applications.

The list of invited speakers confirmed so far includes:

Deniz Akyildiz (University of Warwick)
Christophe Andrieu (University of Bristol)
Nicolas Chopin (ENSAE)
Dan Crisan (Imperial College London)
Jana de Wiljes (University of Potsdam)
Pierre Del Moral (INRIA)
Petar M. Djuric (Stony Brook University)
Randal Douc (TELECOM SudParis)
Arnaud Doucet (University of Oxford)
Ajay Jasra (National University of Singapore)
Nikolas Kantas (Imperial College London)
Simon Maskell (University of Liverpool)
Lawrence Murray (Uber AI)
François Septier (Universite Bretagne Sud)
Sumeetpal Singh (University of Cambridge)
Arno Solin (Aalto University)
Matti Vihola (University of Jyväskylä)
Anna Wigren (Uppsala University)

We invite contributed posters. Please, see our website for the submission procedure: http://smc2020.webs.tsc.uc3m.es/poster-sessions/

Below, we provide a list of key theoretical and methodological topics, as well as application areas, that we expect to be addressed during the workshop.

Theory & Methodology

Particle filtering
Kalman filtering
Data assimilation
State space models
Numerical methods for stochastic partial differential equations (SPDEs)
Adaptive importance sampling
Sequential Markov-chain Monte Carlo (MCMC) methods
Stability of optimal filters
Multi-level Monte Carlo


Multi-target tracking
Radar and sonar signal processing
Localization and tracking with sensor networks
Numerical weather prediction
Climate modeling and prediction
Biomedical signal processing
Astrophysics and cosmology
Smart grids and industrial applications
Quantitative finance

Registration is already open, with a especially reduced fee for Ph.D. students: http://smc2020.webs.tsc.uc3m.es/registration/

We look forward to seeing you in Madrid this May!

Kind regards,

Víctor Elvira, on behalf of the SMC2020 organizing committee:

General co-chairs:

Victor Elvira (University of Edinburgh)
Joaquín Míguez (Universidad Carlos III de Madrid)

Scientific committee:

Nicolas Chopin (ENSAE)
Kody Law (University of Manchester)
Fredrik Lindsten (Linköping University)
Thomas Schön (Uppsala University)
Nick Whiteley (University of Bristol)

Local arrangements:

Javier López-Santiago (Universidad Carlos III de Madrid)
Pablo Martínez-Olmos (Universidad Carlos III de Madrid)
Manuel A. Vázquez (Universidad Carlos III de Madrid)