Applied Probability Frontiers: Computational and Modeling Challenges
Videos from BIRS Workshop
Karl Sigman, Columbia University
Monday Jun 1, 2015 09:29 - 10:15
Exact simulation for some multi-dimensional queueing models with renewal input
Mike Giles, University of Oxford
Monday Jun 1, 2015 11:03 - 11:57
Open Problems Session One
Henry Lam, University of Michigan
Monday Jun 1, 2015 13:38 - 14:34
Model Uncertainty and Robust Stochastic Modeling
Sandeep Juneja, Ashoka University
Monday Jun 1, 2015 16:26 - 17:26
Ordinal optimization - Empirical large deviations rate estimators, and multi-armed bandit methods
Soren Asmussen, Aarhus University
Tuesday Jun 2, 2015 09:04 - 10:21
Markov processes and simulation. Snapshots from three decades
Amy Ward, University of Southern California
Tuesday Jun 2, 2015 11:03 - 11:52
On the Control of Fork-Join Networks
Eric Moulines, Institut Telecom-Mines / Télécom ParisTech
Tuesday Jun 2, 2015 13:39 - 14:56
Efficient sampling log-concave distribution over high-dimensional space
Gareth 0. Roberts, University of Warwick
Tuesday Jun 2, 2015 15:33 - 16:29
Towards not being afraid of the big bad data set
Shane Henderson, Cornell University
Tuesday Jun 2, 2015 16:30 - 16:51
Poster Sessions
Kavita Ramanan, Brown University
Wednesday Jun 3, 2015 08:34 - 09:33
Sensitivity analysis of reflected Brownian motions
Ton Dieker, Columbia University/Georgia Tech
Wednesday Jun 3, 2015 09:34 - 10:24
Exact simulation of stationary max-stable random fields
Hermann Thorisson, University of Iceland
Wednesday Jun 3, 2015 11:03 - 12:14
Mass-Stationarity, Shift-Coupling, and Brownian Motion
Mike Giles, University of Oxford
Thursday Jun 4, 2015 09:06 - 10:07
Multilevel Monte Carlo methods
Mariana Olvera Cravioto, Columbia University
Thursday Jun 4, 2015 11:01 - 12:01
Efficient simulation for weighted branching trees
Onno Boxma, Eindhoven University of Technology
Thursday Jun 4, 2015 13:33 - 14:32
Applied probability meets Bessel, Hermite, Kummer, Tricomi, Wiener & Hopf (and also Ornstein & Uhlenbeck)
Jim Dai, Cornell University
Thursday Jun 4, 2015 15:31 - 16:36
Steins method for steady-state diffusion approximations
Jose Blanchet, Stanford
Friday Jun 5, 2015 09:05 - 10:15
Open Problems Session Two
