Program

10:15 - 11:00: "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models" - Andras Fulop, ESSEC Business School

11:00 - 11:45: "On the Complexity of Backward Smoothing Algorithms" - Hai-Dang Dau, Institut Polytechnique de Paris

Lunch - PATIO 3rd floor

13:15-14:00: "Inequality and the Zero Lower Bound" - Galo Nuno, Banco de Espana

14:00 - 14:45: "Deep Uncertainty Quantification in a Stochastic Dynamic Integrated Climate-economy Model" - Simon Scheidegger, HEC, University of Lausanne

Coffee break

15:15 - 16:00: "Learning SMC Twisting Functions via Density Ratio Estimation" - Dieterich Lawson, Stanford University

16:00 - 16:45: "Monte Carlo and Variational Methods: Bridging the Gap" - Christian Andersson Naesseth, University of Amsterdam

10:00 - 10:45: "Deep Learning Methods for Stochastic Optimization" - Huyen Pham, LPSM

Coffee Break

11:15 - 12:00: "Stein Optimal Transport for Bayesian Inference" - Nikolas Nusken, King's College London

Lunch - ATRIUM RDC