UQ: Simulation of Rare Events - February 13-14, 2012

This workshop will be held at SAMSI in Room 150, and includes a reception on Monday, February 13, 2012.

Description: The main aim of the workshop is to contribute to the development of efficient algorithms to simulate complex stochastic systems conditioned on the occurrence of a rare event. Although they may occur with small probability, such events may be of great practical interest because they represent very undesirable system behavior. Simulation algorithms give an estimate of these small probabilities and an understanding of the likely mechanism by which the event occurs. Applications of rare event simulation methods include many engineered systems such as noisy optical laser systems, queuing networks, and mechanical reliability analysis, as well as financial risk, climate dynamics, and random graph and network models.

Speakers will address both theoretical and computational issues related to rare event simulation. Specific topics include large deviation theory, heavy-tailed processes, importance sampling, particle methods, and other novel methods. The workshop will take place over two days and will provide an ideal place for beginning researchers in the field to interact with experts. The expected outcomes include the opportunity to understand the state of the art of the field as well as some of the core questions in the area.

APPLICATION

To begin the application process login and register, then click on "Apply for Workshop" button at the top of this page. When you have completed the form, be sure to click on the green "Submit" button.

This form also includes the application for financial support. You will be notified as soon as possible after your application if your participation will be possible; regrettably, limited seating will preclude acceptance of all applications. New researchers (graduate students, postdocs, and faculty in the early stages of their careers) and members of underrepresented groups are especially encouraged to apply.

The application/registration deadline is January 13, 2012. Note, however, that capacity might be reached before this deadline. Also, any application that requests support for expenses should typically be submitted at least 6 weeks in advance of the workshop.

After SAMSI has accepted your participation in the workshop, you may access the payform here.

Reservations can be made at the Radisson Hotel, (Radisson Hotel Research Triangle Park -- directions(pdf)). The SAMSI room block and rate ($109) is effective until January 13, 2012. After this date, there is no guarantee a room will be available. If you have a change in plans, individual room reservations must be cancelled 72 hours prior to arrival. Check-in is at 3:00 PM; check-out is 12:00 noon.

If you need further information please send an email to uq@samsi.info.

Schedule

Monday, February 13, 2012
at SAMSI

Tuesday, February 14, 2012
at SAMSI