| Mon 13 Sept | | |
| 8.30-9.30 | Registration... | ...and coffee |
| 9.30-10.30 | Boris Polyak | Uniform sampling by random walks in convex sets |
| 10.30-11.00 | Coffee | |
| 11.00-11.30 | Csaba Szepesvári | New algorithms for off-policy reinforcement learning and beyond |
| 11.30-12.00 | Nando de Freitas | Stochastic approximation in machine learning |
| 12.00-12.30 | Teo Sharia | Stochastic approximation techniques in statistical parameter estimation |
| 12.30-1.30 | Lunch | |
| 1.30-2.30 | Jayanta Ghosh | Stochastic Approximation as Non[parametric Empirical Bayes and Approximate Nonparametric Bayes for Estimating Mixing Distributions |
| 2.30-3.00 | Hai-Tao Fang | Stochastic Approximation for Analyzing Systems with Noises |
| 3.00-3.30 | Coffee | |
| 3.30-4.00 | Christoforos Anagnostopoulos | Temporally adaptive online EM via self-tuning learning rates |
| 4.00-5.00 | Eric Moulines | Stability-type arguments for convergence of stochastic approximation : a survey |
| 5.30-7 | Wine reception | Goldney Orangery |
| Tue 14 Sept | | |
| 9.30-10.30 | Michel Benaďm |
Stochastic Approximation, Differential Inclusions,
Games |
| 10.30-11.00 | Coffee |
|
| 11.00-11.30 | Gersende
Fort | Stochastic approximation for adaptive Markov
Chain Monte Carlo algorithm |
| 11.30-12.00 | Harriet Bass | Two-Timescale
Singularly Perturbed Algorithms with Markovian Noise |
| 12.00-12.30 | Eunji Lim |
Stochastic Approximation over Multidimensional Discrete
Sets with Applications to Inventory Systems and Admission
Control of Queueing Networks |
| 12.30-1.30 | Lunch | |
| 1.30-2.30 | Gilles Pagčs | Can we trust a bandit to execute an order (on the Stock Exchange) ? |
| 2.30-3.00 | Matti Vihola | Stability and
convergence of stochastic approximation with expanding
projections |
| 3.00-3.30 |
Coffee | |
| 3.30-4.00 |
Gregory Roth | Stochastic approximations of
set-valued dynamical systems: Convergence with positive
probability to an attractor |
| 4.00-5.00 | Han-Fu Chen | Stochastic
Approximation for System Identification |
| 7.00-10.00 | Workshop dinner | Bordeaux Quay |
Wed 15 Sept | | |
| 9.30-10.30 | George Yin | Stochastic Approximation Involving a Switching Process |
| 10.30-11.00 | Coffee | |
| 11.00-11.30 | Henrik Renlund | Nonconvergence to unstable boundary points |
| 11.30-12.30 | David Hutchison | Stopping stochastic approximation |
| 12.30-1.30 | Lunch | |
| 1.30-2.30 | Georg Pflug | Estimation of derivatives with applications in estimating the "Greeks". |
| 2.30-3.00 | Coffee | |
| 3.00-3.30 | Sameer Kamal | On stability and sample complexity of stochastic approximation iterates |
| 3.30-4.30 | Pierre Tarres | Dynamics of
vertex-reinforced random walks |
