Games and Decisions in Reliability and Risk Workshop: May 16-20, 2016
Workshop Information
May 16, 2016 - 8:00am - May 20, 2016 - 1:30pm
Registration for this workshop is currently closed.
This workshop will be held at SAMSI.
Before you can apply to this workshop you'll need to either: login, or create a new account. When done, the website will redirect you back to this workshop so you can apply.
The application deadline is March 28, 2016.
Description:
The objective of the workshop is to present novel use of game and decision theory in reliability and risk analysis and to bring together researchers from diverse disciplines such as economics, engineering, finance, mathematics, medical sciences, probability and statistics who find themselves working with, and contributing to, this theme. The workshop at SAMSI aims also to check the feasibility of a deeper interaction, possibly through a SAMSI program, among statisticians, mathematicians, decision analysts, game theorists and researchers from the areas mentioned earlier.
Directorate liaison: Sujit Ghosh
Send questions to: [email protected]
Schedule
Monday, May 16, 2016
at SAMSI
| 8:30-8:45 | Registration |
| 8:45-9:00 | Opening Remarks Sujit Ghosh, SAMSI, Fabrizzio Ruggeri, CNR-IMATI, Refik Soyer, George Washington University |
| 9:00-11:00 | Introduction to Decision Analysis Rene van Dorp, George Washington University |
| 11:00-11:30 | Break |
| 11:30-12:30 | Reliability I Fabrizio Ruggeri, CNR-IMATI, Italy |
| 12:30-1:30 | Lunch |
| 1:30-2:30 | Reliability II Fabrizio Ruggeri, CNR-IMATI, Italy |
| 2:30-3:00 | Break |
| 3:00-5:00 | Introduction to Game Theory David Rios Insua, ICMAT-CSIC, Spain |
Tuesday, May 17, 2016
at SAMSI
| 9:00-10:00 | Decision Analysis in Reliability Refik Soyer, George Washington University |
| 10:00-10:30 | Break |
| 10:30-12:30 | Adversarial Risk Analysis David Banks, Duke University |
| 12:30-1:30 | Lunch |
| 1:30-3:00 | Risk in Engineering, Finance, Health, and Environmental Sciences Thomas A. Mazzuchi, George Washington University, and Jason Merrick, Virginia Commonwealth University |
| 3:003:30 | Break |
| 3:30-5:00 | Risk in Engineering, Finance, Health, and Environmental Sciences (Continued) |
Wednesday, May 18, 2016
at SAMSI
| 8:45-9:00 | Introduction Sujit Ghosh, SAMSI, Fabrizzio Ruggeri, CNR-IMATI, Refik Soyer, George Washington University Session Chair: Refik Soyer, George Washington University |
| 9:00-9:30 | Deep Learning in Finance Nicholas Polson, University of Chicago |
| 9:30-10:00 | Martingale Estimating Functions Approach for Analyzing Inter-Event Durations in High-Frequency Financial Transactions Data Nalini Ravishanker, University of Connecticut |
| 10:00-10:30 | Portfolio Decisions and Dynamic Bayesian Forecasting Models for Portfolio Risk Characterization Mike West, Duke University |
| 10:30-11:00 | Break |
| 11:00-12:20 | Contributed Talks |
| 12:20-12:30 | Group Photo |
| 12:30-2:00 | Lunch |
| Session Chair: TBD | |
| 2:00-2:30 | Bayesian Joint Longitudinal-Discrete Time Competing Risks Survival Model: Evaluating biopsy protocols in an Active-Surveillance Study Lurdes Inoue, University of Washington |
| 2:30-3:00 | A Generalized Statistical Control Chart for Dispersed Count Data Kimberly Sellers, Georgetown University |
| 3:00-3:30 | Risk Aversion, Information Acquisition, and Technology Adoption Canan Ulu, Georgetown University |
| 3:30-4:00 | Break |
| 4:00-5:00 | Group Activity: Games and Decisions in Reliability (led by Ruggeri and Soyer) |
| 5:30-7:00 | Poster Session and Reception SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches. |
Thursday, May 19, 2016
at SAMSI
| Session Chair: TBD | |
| 9:00-9:30 | Incomplete Information Protection Games Melike Baykal-Gürsoy, Rutgers University |
| 9:30-10:00 | Adversarial Scenarios in Safety and Security Aparna Huzurbazar, Los Alamos National Laboratory |
| 10:00-10:30 | Validating Models of Adversary Behavior Jun Zhuang, University at Buffalo |
| 10:30-11:00 | Break |
| 11:00-12:30 | Contributed Talks |
| 12:30-2:00 | Lunch |
| Session Chair: TBD | |
| 2:00-2:30 | TBD Philippe Delquie, George Washington University |
| 2:30-3:00 | Games and Risk: A Foundational Perspective Seth Guikema, University of Michigan |
| 3:00-3:30 | Actual Causality: A Survey Joseph Halpern, Cornell University |
| 3:30-4:00 | Break |
| 4:00-5:30 | Group Activity: Games and Decisions in Risk (led by Banks and Rios Insua) |
Friday, May 20, 2016
at SAMSI
| Session Chair: TBD | |
| 9:00-9:30 | Jensen-Shannon Information of the Coherent System Lifetime Ehsan Soofi, University of Wisconsin-Milwaukee |
| 9:30-10:00 | Risk Elicitation in Complex Systems: Application to Spacecraft Re-entry Simon Wilson, Trinity College Dublin |
| 10:00-10:30 | Decision-Making in Systems for Monitoring Reliability of Mass-Produced Items Emmanuel Yashchin, IBM |
| 10:30-11:00 | Break |
| Session Chair: Fabrizio Ruggeri, CNR-IMATI | |
| 11:00-11:30 | Risk-based Decisions based on a Class of Stochastic Volatility Models with Intractable Likelihoods Katherine Ensor, Rice University |
| 11:30-12:00 | Risk Sensitive Inventory Management with Financial Hedging Suleyman Özekici, Koç University |
| 12:00-12:30 | Parametric and Semi-Parametric Approaches for Credit Value Adjustment Calculation Tao Pang, North Carolina State University |
| 12:30-1:00 | Boxed Lunch |
| 1:00 | Adjourn |