This Workshop on Rare-event Stochastic Computing and Application aims to bring leading experts and young researchers in two communities of "rare-event" study – one is from applied probability, operation research, stochastic simulation, risk analysis, etc. and the other is from computational chemistry, statistical physics and material sciences. This workshop will provide a chance for intensive communications and exchanges of ideas from these two main directions. Speakers will discuss various modeling problems, theoretical analysis, computational techniques as well as applications in different fields. The topics include importance sampling, large deviation theory, tail distribution, stochastic simulation, meta-stabilities, large-scale simulation, extreme statistics and modeling, etc. The ultimate goal is to understand the non-trivial (beyond average or standard time scale) effect of noise in stochastic systems.


Xiang Zhou
City University of Hong Kong

Last update: 3 October 2013