Mies Campus

Welcome to MCM 2025

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The biennial International Conference on Monte Carlo Methods and Applications (MCM) (formerly IMACS Seminar on Monte Carlo Methods) is one of the most prominent conference series devoted to research on stochastic simulation and Monte Carlo methods. The 15th edition, MCM 2025, will take place from July 28 to August 1, 2025, at the Illinois Institute of Technology, Chicago, US. MCM 2025 brings together a multidisciplinary community of Monte Carlo researchers and practitioners to share their latest discoveries.

Slides

  • Presenters
    • Please upload your slides using this Google form: tinyurl.com/MCM2025Slides at least two hours before your talk.
    • The submission link will remain open through the end of August so that you can update your slides.
  • To view slides that presenters have shared, see this list of links to shared slides: tinyurl.com/MCMPublicSlides.

Join us in two years

Announcement

Topics

MCM 2025 will include active topics of research in Monte Carlo methods—those with a long history as well as those emerging topics. These will include

  • Markov chain Monte Carlo
  • Hamiltonian Monte Carlo
  • Sequential Monte Carlo, particle filters
  • Non-equilibrium candidate Monte Carlo
  • Bridge sampling
  • Rare event simulation
  • Multi-level Monte Carlo
  • (Randomized) quasi-Monte Carlo
  • Digital nets and lattice rules
  • Discrepancy theory
  • Complexity and tractability of multivariate problems
  • Variance reduction
  • Monte Carlo simulation on high-performance architectures
  • Uncertainty quantification
  • Experimental design
  • Generative models from artificial intelligence
  • Variational inference
  • Probabilistic numerics
  • Monte Carlo methods for quantum computers
  • Stochastic gradient and other stochastic optimization methods
  • Statistical learning and Monte Carlo sampling
  • Reinforcement learning and control
  • Bayesian inference
  • Computational statistical physics
  • Economic, engineering, industrial, and scientific applications

Plenary Speakers

  • Nicolas Chopin, ENSAE, Institut Polytechnique de Paris
  • Peter W Glynn, Stanford U
  • Roshan Joseph, Georgia Institute of Technology
  • Christiane Lemieux, University of Waterloo
  • Veronika Rockova, University of Chicago
  • Rohan Sawhney, NVIDIA
  • Uros Seljak, U California, Berkeley
  • Michaela Szölgyenyi, University of Klagenfurt (AAU)

Steering Committee

  • Ronald Cools, KU Leuven
  • Mike Giles, Oxford University
  • Emmanuel Gobet, Ecole Polytechnique, Palaiseau
  • Frances Kuo, University of New South Wales
  • Christiane Lemieux, University of Waterloo
  • Gunter Leobacher, University of Graz
  • Thomas Müller-Gronbach, Universität Passau
  • Bruno Tuffin, Inria Rennes Bretagne-Atlantique

Scientific Committee

  • Miguel Arratia, Department of Physics and Astronomy, U California, Riverside
  • Ronald Cools, Department of Computer Science, KU Leuven
  • Xinwei Deng, Department of Statistics, Virginia Polytechnic and State U
  • Jing Dong, Graduate School of Business, Columbia
  • Mike Giles, Mathematical Institute, Oxford U
  • Emmanuel Gobet, Centre de Mathématiques Appliquées, École Polytechnique
  • Shane Henderson, School of Operations Research and Information Engineering, Cornell U
  • Xuhui Huang, Department of Chemistry, UW Madison
  • Joshua Isaacson, Fermilab
  • Peter Kritzer, Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences
  • Frances Kuo, School of Mathematics and Statistics, U New South Wales
  • Pierre L’Ecuyer, Département d’informatique et de recherche opérationnelle, U Montréal
  • Christiane Lemieux, Department of Statistics and Actuarial Science, U Waterloo
  • Gunther Leobacher, Institute of Mathematics and Scientific Computing, U Graz
  • Chunfang Devon Lin, Department of Mathematics and Statistics, Queens U
  • Simon Mak, Department of Statistical Science, Duke U
  • Michael Mascagni, Department of Computer Science, Florida State U
  • Thomas Müller-Gronbach, Faculty of Computer Science and Mathematics, U Passau
  • Ben Nachman, Lawrence Berkeley National Lab
  • Chris Oates, School of Mathematics, Statistics, and Physics, U Newcastle Upon Tyne
  • Art Owen, Department of Statistics, Stanford U
  • Raghu Pasupathy, Department of Statistics, Purdue U
  • Natesh Pillai, Department of Statistics, Harvard U
  • Pieterjan Robbe, Sandia National Labs
  • Veronika Rockova, Chicago Booth School of Business, U Chicago
  • Jeffrey Rosenthal, Department of Statistics, U Toronto
  • Aretha Teckentrup, School of Mathematics, U Edinburgh
  • Bruno Tuffin, INRIA Rennes Bretagne-Atlantique
  • Jonathan Weare, Courant Institute of Mathematical Sciences, New York U

Organizers

  • Sou-Cheng Choi, Applied Mathematics, Illinois Institute of Technology
  • Yuhan Ding, Applied Mathematics, Illinois Institute of Technology
  • Fred Hickernell, Applied Mathematics, Illinois Institute of Technology
  • Tim Hobbs, Physics, Argonne National Laboratory
  • Faith Kancauski, Applied Mathematics, Illinois Institute of Technology
  • Lulu Kang, Mathematics and Statistics, U Massachusetts Amherst
  • Nathan Kirk, Applied Mathematics, Illinois Institute of Technology
  • Yiou Li, Mathematical Sciences, DePaul U
  • David Minh, Chemistry, Illinois Institute of Technology
  • Chang-Han Rhee, Industrial Engineering and Management Sciences, Northwestern U
  • Daniel Sanz-Alonso, Statistics, U Chicago

Conference Assistants

  • Claude Hall Jr.
  • Mikhail Hall
  • Saman Haratian
  • Joshua Herman
  • Jiangrui Kang
  • Larysa Matiukha
  • Mahdi Ibrahim Mensah
  • Rahul Prasad
  • Aleksei G. Sorokin
  • Priscilla Yinzime

History of MCM Conferences

  • TBA, 2027
  • Chicago, United States, July 2025
  • Paris, France, July 2023
  • Mannheim, Germany, August 2021
  • Sydney, Australia, July 2019
  • Montreal, Canada, July 2017
  • Linz, Austria, July 2015
  • Annecy-le-Vieux, France, July 2013
  • Borovets, Bulgaria, August 2011
  • Brussels, Belgium, September 2009
  • Reading, UK, June 2007
  • Tallahassee, USA, May 2005
  • Berlin, Germany, September 2003
  • Salzburg, Austria, September 2001
  • Varna, Bulgaria, June 1999
  • Brussels, Belgium, April 1997

Important Dates and Times

8:00 AM, Monday, July 28, 2025

Check-in in HH Lobby

8:45 AM, Monday, July 28, 2025

Conference begins in HH auditorium

5:30 PM, Monday, July 28, 2025

Welcome reception in HH lobby

6 PM, Tuesday, July 29, 2025

Walk to White Sox game
(Meet in HH lobby, block booked tickets in Box 118 Rows 14–16 are SOLD OUT, but you can purchase individual tickets nearby here)

6 PM, Wednesday, July 30, 2025

Conference banquet at the Bridgeport Art Center
purchase guest tickets here

7 PM, Thursday, July 31, 2025

Informal early career dinner at Time Out in Fulton Market
(pay your own way)

12:45 PM, Friday, August 1, 2025

Conference concludes in HH auditorium