MS25A - Advanced multilevel Monte Carlo methods

Organized by: Håkon Hoel, Kody Law, Raul Tempone

Mike Giles
MLMC for reflected diffusions

Alvaro Moraes
An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks

Pedro Vilanova
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks

Christian Bayer
The forward-reverse method for Markov bridges and applications to statistical inference