Rare events in Cambridge

This morning, I got a mass email about an interesting workshop at the Isaac Newton Institute in Cambridge about rare event simulation:

RESIM 2010 is the 8th workshop in a series of successful events held on the same topic in Aachen (Germany) 1997, Enschede (The Netherlands) 1999, Pisa (Italy) 2000, Madrid (Spain) 2002, Budapest (Hungary) 2004, Bamberg (Germany) 2006, and Rennes (France) 2008.

It covers all aspects of rare event simulation ranging from purely theoretical developments to practical applications. The objective is to provide a forum for researchers and practitioners working in different locations and on different applications to present recent results, exchange ideas, and discuss open problems and new direction. While contributed talks are encouraged, one need not present a paper in order to participate in this event.

The 2010 meeting is being organized as part of a broader simulation workshop sponsored by the Newton Institute at Cambridge University. The RESIM event will dominate the first two days of the workshop (Monday, June 21 and Tuesday, June 22), while the third day (Wednesday, June 23) will consider simulation topics lying outside the rare-event domain. RESIM 2010 participants will be automatically registered in this broader three day event.

If you have an interest in presenting a paper at RESIM 2010, please note that the conference has a particular interest in soliciting papers that present advances, new results and applications in the field of rare-event simulation (especially those that make a contribution to some area of network models and/or the communication sciences, given the overall theme of the Newton Institute programme of which this is a part). The scope of the workshop includes (but is not limited to):

* Importance sampling based simulation techniques
* Rare event simulation techniques based on splitting sample paths (e.g., the RESTART method)
* Other novel approaches to rare event simulation
* Rare event simulation of heavy-tailed and long range dependent processes
* Large deviations theory

The Program Committee for RESIM 2010 consists of: Søren Asmussen (Aarhus U, Denmark), José Blanchet (Columbia U, USA), Sergey Foss (Herriott-Watt U, UK), Peter Glynn (Stanford U, USA), Victor Nicola (Twente U, Netherlands), and Bruno Tuffin (INRIA, France). The expectation is that at least one co-author of each accepted paper will participate in the RESIM conference.

I wish I could go but with three other meetings planned for June, this is getting a bit too tight!

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