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Stochastic Computation Workshop at FoCM 2026 – Vienna, Austria

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📅 Dates: July 13–15, 2026
📍 Location: Vienna, Austria
🔗 Workshop Information

🎲 I’m excited to be co-organizing the Stochastic Computation Workshop at FoCM 2026, alongside Mireille Bossy and David Cohen: two outstanding researchers with deep expertise in the field. The workshop will take place July 13-15 in Vienna, Austria.

We’ll focus on recent developments at the intersection of stochastic processes and numerical analysis, with topics including:

  • Markov Chain Monte Carlo
  • Numerical methods for SDEs and SPDEs
  • Diffusion-based generative modeling

Here is the list of confirmed speakers.

Semi-plenaries

  • Charles-Edouard Bréhier — Université de Pau et des Pays de l’Adour (LMAP)
  • Andreas Eberle — University of Bonn, Institute for Applied Mathematics

20 talks (alphabetical order by last name)

  1. Jason Altschuler — University of Pennsylvania, Statistics & Data Science
  2. Benjamin Gess — TU Berlin & MPI MiS Leipzig
  3. Máté Gerencsér — TU Wien, Institute of Analysis & Scientific Computing
  4. Michaela Hitz — University of Klagenfurt, Department of Statistics
  5. Benjamin Jourdain — École des Ponts ParisTech (CERMICS)
  6. Kristin Kirchner — TU Delft & KTH Royal Institute of Technology
  7. Ben Leimkuhler — University of Edinburgh, Mathematics
  8. Chengcheng Ling — University of Augsburg, Mathematics
  9. Sifan Liu — Duke University, Statistical Science
  10. Gabriel Lord — Radboud University, Mathematics
  11. Sara Mazzonetto — Institut de Mathématiques Élie Cartan Lorraine, Université de Lorraine
  12. Pierre Monmarché — Université Gustave Eiffel (LAMA)
  13. Andreas Neuenkirch — University of Mannheim, Stochastic Numerics
  14. Grigorios Pavliotis — Imperial College London, Mathematics
  15. Daniel Rudolf — Universität Passau, Mathematical Data Science
  16. Molei Tao — Georgia Institute of Technology, School of Mathematics
  17. Gilles Vilmart — University of Geneva, Section of Mathematics
  18. Andre Wibisono — Yale University, Computer Science & Statistics/Data Science
  19. Xiaojie Wang — Central South University, School of Mathematics & Statistics
  20. Jonathan Weare — New York University, Courant Institute

There will also be a poster session (up to 15 posters), and we strongly encourage PhD students and early-career researchers to apply.

If you’re working in stochastic computation or nearby areas, I hope you’ll consider joining us. It’s going to be a great chance to share ideas, connect with others in the community, and enjoy everything that FoCM, and Vienna in July, has to offer.

Hope to see you there!