
Image: E. Vanden-Eijnden
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8:30 - 9:45 AM EDT
Visitors are welcome to arrive at ICERM anytime after 8:30 am
9:45 - 10:00 AM EDT
Welcome - ICERM Director
Location: 11th Floor Lecture Hall
10:00 - 11:00 AM EDT
Overview of the Workshop on: Monte Carlo Methods in the Physical and Biological Sciences - Eric Vanden Eijnden, NYU
Location: 11th Floor Lecture Hall
11:00 AM - 1:00 PM EDT
Break for Lunch
1:00 - 1:45 PM EDT
Postdoc Introductions: Rare Events in Lightwave Systems - Daniel Cargill, New Jersey Institute of Technology
Location: 11th Floor Lecture Hall
1:50 - 2:35 PM EDT
Postdoc Introductions: A few approaches to large deviations for stochastic differential equations - Arnab Ganguly, Swiss Federal Institute of Technology
Location: 11th Floor Lecture Hall
2:40 - 3:25 PM EDT
Postdoc Introductions- Particles methods with applications in finance - Peng Hu, Universite de Bordeaux I
Location: 11th Floor Lecture Hall
3:30 - 4:00 PM EDT
Coffee/Tea Break
Location: 11th Floor Collaborative Space
4:05 - 4:50 PM EDT
Postdoc Introductions- Some Comparisons of Markov Chains on Different State Spaces - Aaron Smith, Stanford University
Location: 11th Floor Lecture Hall
5:00 - 6:30 PM EDT
Welcome Reception
Location: 11th Floor Collaborative Space
10:00 - 11:00 AM EDT
Performance Analysis of Monte Carlo Methods- An Overview Through Some Examples - Jose Blanchet, Columbia University
Location: 11th Floor Lecture Hall
11:00 AM - 1:00 PM EDT
Break for Lunch
Talks will be presented virtually or in-person as indicated in the schedule below.
Harvard University
Sep 18, 2012
University of Edinburgh
Oct 29 - Nov 2, 2012
Courant Institute of Mathematical Sciences
Dec 3 - 4, 2012
Columbia University
Sep 5 - Nov 30, 2012
Microsoft
Nov 7, 2012
Massachusetts Institute of Technology
Sep 12 - 14, 2012; Sep 17 - 21, 2012
Brown University
Sep 13, 2012; Sep 14, 2012
US Air Force Research Laboratory
Sep 1 - Dec 15, 2012
University of Illinois
Oct 29 - Nov 2, 2012
Yale University
Sep 13 - 14, 2012; Nov 28 - 29, 2012
Microsoft
Nov 7 - 8, 2012
Brown University
Oct 1, 2012
Brown University
Sep 11, 2012; Nov 13, 2012
Yale University
Sep 14, 2012
Brown University
Sep 11, 2012
Brown University
Oct 9, 2012
Army Research Laboratory
Sep 13 - 14, 2012
Brown University
Sep 18, 2012; Sep 19, 2012
Yale University
Sep 14, 2012
Brown University
Oct 1, 2012
Ecole Polytechnique
Oct 8 - 14, 2012
Brown University
Nov 8, 2012
American Mathematical Society
Nov 7, 2012
Brown University
Sep 5 - Dec 7, 2012
Brown University
Sep 5, 2012; Sep 11, 2012; Oct 2, 2012; Nov 8, 2012; Nov 29, 2012
Centre National de la Recherche Scientifique (CNRS)
Nov 28 - 30, 2012
University of Washington
Sep 17 - 21, 2012
Massachusetts Institute of Technology
Sep 18, 2012
Brown University
Oct 1, 2012
Rice University
Sep 17 - 21, 2012
Massachusetts Institute of Technology
Oct 15 - 19, 2012
University of Louisville
Sep 1 - Dec 31, 2012
TU München
Sep 22 - Oct 7, 2012
University of Southern California
Sep 5 - 7, 2012; Oct 8 - 12, 2012
Brown University
Sep 13, 2012; Sep 19, 2012
Brown University
Nov 7, 2012
Yahoo! Inc.
Sep 11 - 25, 2012
Los Alamos National Laboratory
Sep 9 - 14, 2012; Oct 29 - Nov 2, 2012
DreamWorks Animation
Nov 15, 2012
Brown University
Sep 17, 2012
University of Oxford
Sep 1 - Dec 31, 2012
Brown University
Sep 17, 2012; Sep 19, 2012
Royal Institute of Technology (KTH)
Oct 27 - Dec 8, 2012
Brown University
Sep 5, 2012; Sep 17, 2012
University of Iceland (Háskóli Islands)
Oct 29 - Nov 2, 2012
Brown University
Sep 5 - Dec 7, 2012
Brown University
Nov 1, 2012
Brown University
Sep 13, 2012; Sep 19, 2012
Brown University
Sep 11, 2012; Sep 12, 2012; Sep 25, 2012; Oct 2, 2012; Oct 9, 2012; Oct 16, 2012; Oct 23, 2012; Nov 14, 2012; Nov 27, 2012; Nov 29, 2012; Nov 30, 2012
University of Illinois at Urbana-Champaign
Oct 24 - Nov 3, 2012
Brown University
Sep 11, 2012; Sep 13, 2012
Brown University
Sep 11, 2012
University of Minnesota
Nov 6 - 15, 2012
Brown University
Oct 31, 2012
Brown University
Sep 12, 2012
University of Washington
Oct 9, 2012
Brown University
Oct 1, 2012
Università di Pavia
Sep 15 - Oct 18, 2012
Columbia University
Sep 17 - 21, 2012; Oct 8 - 12, 2012; Oct 29 - Nov 2, 2012; Nov 15 - 18, 2012; Nov 28 - 30, 2012
Jackson State University
Sep 5 - Dec 7, 2012
Brown University
Sep 5, 2012; Sep 18, 2012
University of Oxford
Sep 19 - 23, 2012; Nov 27 - Dec 8, 2012
Yale University
Sep 13 - 14, 2012
Brown University
Sep 13, 2012; Sep 17 - 21, 2012
Yale University
Sep 14, 2012
Massachusetts Institute of Technology
Sep 7 - Dec 7, 2012
Brown University
Oct 1, 2012
Universität Basel
Sep 16 - 22, 2012; Sep 30 - Nov 3, 2012
Brown University
Sep 13, 2012; Sep 17 - 21, 2012
University of Texas at Austin
Sep 16 - 22, 2012
Tubingen Universitat
Sep 24, 2012
University of Oxford
Sep 20 - Dec 31, 2012
Institut National Polytechnique de Lorraine (INPL)
Oct 8 - 12, 2012
Columbia University
Sep 7 - 8, 2012; Sep 14 - 21, 2012
Brown University
Sep 13, 2012; Sep 17, 2012; Sep 18, 2012; Oct 18, 2012; Oct 23, 2012; Nov 1, 2012; Nov 8, 2012
Brown University
Sep 17, 2012; Sep 18, 2012
University of Pennsylvania
Nov 13 - 16, 2012
Brown University
Sep 5, 2012; Sep 13, 2012; Sep 14, 2012; Sep 17, 2012
Harvard University
Nov 1 - 30, 2012
Indian Institute of Science
Sep 1 - Dec 15, 2012
UMass Lowell
Sep 11, 2012
Università di Torino
Sep 15 - Oct 28, 2012
Brown University
Sep 5 - Dec 7, 2012
Yale University
Sep 13, 2012
Institut National de Recherche en Informatique Automatique (INRIA)
Oct 21 - 27, 2012
University of Warwick
Nov 26 - Dec 2, 2012
Universite de Paris-Dauphine
Sep 17 - 21, 2012
Brown University
Sep 5 - Dec 7, 2012
Yale University
Sep 13 - 14, 2012
Massachusetts Institute of Technology
Oct 9 - 13, 2012
Massachusetts Institute of Technology
Oct 16 - 17, 2012
Yale University
Sep 13 - 14, 2012
University of Bristol
Nov 17 - Dec 1, 2012
University of Ottawa
Sep 1 - May 30, 2013
Brown University
Sep 13, 2012; Sep 14, 2012
University of Cambridge
Nov 27 - 30, 2012
Brown University
Sep 13, 2012
Brown University
Sep 13, 2012
Brown University
Sep 14, 2012
Sandia National Laboratory
Oct 1, 2012
University of Nottingham
Sep 14 - Dec 7, 2012
Yale University
Sep 13 - 14, 2012
University of California Santa Cruz
Sep 5 - Dec 7, 2012
Los Alamos National Laboratory
Oct 29 - Nov 2, 2012
University of California, Berkeley
Oct 23, 2012
Brown University
Sep 12, 2012
Louisiana State University
Sep 5 - Dec 7, 2012
Yale University
Sep 13 - 14, 2012
Yale University
Sep 14, 2012
Yale University
Sep 14, 2012
Yale University
Sep 13 - 14, 2012
Yale University
Sep 14, 2012
Yale University
Sep 13 - 14, 2012
Michigan Technological University
Oct 1, 2012
Yale University
Sep 14, 2012
Worcester Polytechnic Institute
Oct 2, 2012; Oct 8 - 14, 2012; Oct 21, 2012
Brown University
Oct 9, 2012; Nov 27, 2012
Brown University
Sep 5, 2012
University of Washington
Sep 1 - Dec 16, 2012
Harvard University
Sep 17 - 21, 2012
Brown University
Sep 5 - Dec 7, 2012
University of Cambridge
Sep 17 - 22, 2012
Duke University
Sep 17 - 21, 2012
Duke University
Sep 17 - 21, 2012
Università di Roma "La Sapienza"
Sep 12 - Oct 7, 2012
Stony Brook University
Sep 5 - Nov 30, 2012
Brigham Young University
Sep 17 - 21, 2012
Università di Torino
Sep 17 - 21, 2012
Northwestern University
Sep 5 - Dec 7, 2012
Harvard Medical School
Sep 17 - 21, 2012
Duke University
Sep 17 - 21, 2012
Macquarie University
Sep 17 - 21, 2012
University of Toronto
Sep 16 - 22, 2012
DARPA
Sep 21, 2012; Oct 9 - 13, 2012
MRC Biostatistics Unit
Sep 15 - 21, 2012
University of Arizona
Sep 7 - Dec 7, 2012
Brigham Young University
Sep 16 - 22, 2012
Dartmouth College
Sep 16 - 21, 2012
Shanghai Jiaotong University
Sep 4 - Dec 7, 2012
University of Oxford
Sep 16 - 22, 2012
University of Texas M. D. Anderson Cancer Center
Sep 17 - 21, 2012
Brown University
Sep 5 - Dec 7, 2012
University of Vermont
Sep 17 - 21, 2012; Oct 8 - 13, 2012
University of Oslo
Sep 17 - 21, 2012
University of Oxford
Sep 17 - 21, 2012
University of California, Irvine
Sep 17 - Nov 20, 2012
Brown University
Sep 5 - Nov 7, 2012
Massachusetts Institute of Technology
Sep 17 - 21, 2012
New York University
Sep 10 - Dec 7, 2012
Brown University
Sep 17 - 21, 2012
Brown University
Sep 1 - Dec 1, 2012
University of South Carolina
Sep 16 - 22, 2012
Ohio State University
Sep 17 - 21, 2012
Brown University
Sep 5 - Dec 7, 2012
Tata Institute of Fundamental Research
Sep 11 - Nov 30, 2012
Brown University
Sep 19, 2012
Brown University
Sep 17 - 21, 2012
University of Utah
Sep 5 - Dec 7, 2012
University of Michigan
Sep 16 - 22, 2012
Princeton University
Sep 17 - 21, 2012
University of Cambridge
Sep 16 - 22, 2012
Duke University
Sep 17 - 21, 2012
Pontifical Catholic University of Chile
Sep 17 - 21, 2012
University of California, Santa Cruz
Sep 17 - 21, 2012
University of Cambridge
Sep 17 - 21, 2012
Stanford University
Sep 17 - 21, 2012
IBM
Sep 16 - 21, 2012
Florida State University
Sep 16 - 22, 2012
Brown University
Sep 10 - Oct 23, 2012; Nov 4 - Dec 7, 2012
Purdue University
Sep 16 - 21, 2012
Brown University
Sep 5 - Nov 14, 2012
The Broad Institute
Sep 13 - 21, 2012
Duke University
Sep 17 - 21, 2012
Massachusetts Institute of Technology
Sep 17 - 21, 2012
Massachusetts Institute of Technology
Sep 17 - 21, 2012
University of South Australia-Levels Campus
Sep 17 - 21, 2012
Carnegie Mellon University
Sep 17 - 21, 2012
Brown University
Sep 5 - Dec 7, 2012
IBM
Sep 16 - 21, 2012
IBM
Sep 16 - 21, 2012; Oct 28 - Nov 2, 2012; Nov 28 - 30, 2012
University of Southern California
Sep 2 - Dec 9, 2012
Brown University
Sep 13 - 22, 2012
Oak Ridge National Laboratory
Oct 9 - 12, 2012
University of Wisconsin
Oct 8 - 14, 2012
North Carolina State University
Oct 11 - 12, 2012
University of Notre Dame
Oct 8 - 14, 2012
The University of Texas at Austin
Oct 9 - 13, 2012
University of Massachusetts
Oct 9 - 13, 2012; Oct 29 - Nov 2, 2012; Nov 28 - 30, 2012
Purdue University
Oct 9 - 13, 2012
University at Buffalo (SUNY)
Oct 8 - 12, 2012
University of Colorado
Oct 8 - 12, 2012
Simula School of Research and Innovation
Oct 8 - 13, 2012
Colorado School of Mines
Oct 8 - 13, 2012
Purdue University
Oct 8 - 13, 2012
University of Colorado
Oct 9 - 13, 2012
California Institute of Technology
Oct 8 - 13, 2012
Auburn University
Oct 9 - 12, 2012
Nanyang Technological University
Sep 29 - Oct 13, 2012
California Institute of Technology
Oct 8 - 12, 2012
Technical University of Crete
Oct 8 - 14, 2012
Massachusetts Institute of Technology
Oct 9 - 13, 2012
University of Southern California
Oct 8 - 14, 2012
Middle Tennessee State University
Oct 8 - 13, 2012
Johann Wolfgang Goethe-Universität Frankfurt
Oct 8 - 12, 2012
Oak Ridge National Laboratory
Oct 6 - Dec 1, 2012
University of North Carolina
Oct 9 - 13, 2012
Princeton University
Oct 9 - 13, 2012
Purdue University
Oct 8 - 12, 2012
University of Southern California
Oct 8 - 12, 2012
Universite de Paris VI (Pierre et Marie Curie)
Oct 8 - 13, 2012
Ruhr-Universität Bochum
Oct 1 - Nov 15, 2012
University of Texas at Austin
Oct 8 - 14, 2012
California Institute of Technology
Oct 8 - 13, 2012
University of Ghent (UG)
Oct 8 - 13, 2012
Brown University
Oct 8 - 14, 2012
Università di Torino
Sep 27 - Nov 3, 2012
University of Barcelona
Oct 8 - 12, 2012
University of Maryland
Sep 16 - 21, 2012; Oct 9 - 14, 2012; Oct 28 - Nov 2, 2012
Brown University
Oct 9 - 13, 2012
Georgia Institute of Technology
Oct 9 - 13, 2012
University of California, San Diego
Oct 8 - 12, 2012
National Technical University of Athens
Oct 7 - Nov 10, 2012
University of Warwick
Oct 6 - Dec 1, 2012
Purdue University
Oct 8 - 12, 2012
Notre Dame
Oct 8 - 12, 2012
Rheinische Friedrich-Wilhelms-Universität Bonn
Oct 9 - 11, 2012
University of Iowa
Oct 9 - 13, 2012
Boston University
Oct 29 - Nov 2, 2012
Brown University
Oct 27 - Nov 2, 2012
University of North Carolina
Sep 3 - Dec 3, 2012; Oct 28 - Nov 2, 2012
University of North Carolina
Oct 28 - Nov 3, 2012
Universite de Rennes I
Oct 21 - Nov 2, 2012
INRIA
Sep 9 - 15, 2012; Oct 27 - Nov 3, 2012
Brown University
Oct 28 - Nov 2, 2012
Royal Institute of Technology (KTH)
Oct 27 - Dec 8, 2012
Universität Basel
Oct 26 - Nov 3, 2012
Tata Institute of Fundamental Research
Oct 28 - Nov 30, 2012
Technion-Israel Institute of Technology
Oct 27 - Nov 3, 2012
Columbia University
Oct 29 - Nov 2, 2012; Nov 27 - Dec 1, 2012
Clark University
Oct 29 - Nov 2, 2012
Columbia University
Oct 28 - Nov 1, 2012
Duke University
Oct 29 - Nov 2, 2012
University of British Columbia
Oct 28 - Nov 3, 2012
Florida State University
Oct 28 - Nov 3, 2012
New Jersey Institute of Technology
Oct 29 - Nov 2, 2012
University of Rochester
Oct 28 - Nov 3, 2012
Royal Institute of Technology (KTH)
Oct 27 - Dec 8, 2012
Universität Basel
Oct 29 - Nov 2, 2012
D. E. Shaw Research
Oct 29 - Nov 2, 2012
Clark University
Oct 29 - Nov 2, 2012; Nov 28 - 30, 2012
National University of Singapore
Oct 29 - Nov 2, 2012
Boston University
Oct 29 - Nov 2, 2012; Nov 27 - 29, 2012
Brown University
Oct 28 - Nov 2, 2012
University of Houston
Oct 28 - Nov 3, 2012
Columbia University
Oct 28 - Nov 3, 2012
Brown University
Oct 29 - Nov 3, 2012
IBM
Oct 28 - Nov 2, 2012; Nov 27 - Dec 1, 2012
University of Oxford
Sep 10 - Aug 26, 2013
George Washington University
Nov 28 - 30, 2012
University of Montreal
Nov 28 - 30, 2012
INRIA
Nov 26 - Dec 1, 2012
University of North Carolina - Charlotte
Oct 28 - Nov 3, 2012; Nov 27 - 28, 2012
Virginia Polytechnic Institute and State University
Nov 27 - Dec 1, 2012
Columbia University
Nov 27 - Dec 1, 2012
Springer
Nov 28 - 30, 2012
University of Toronto
Nov 27 - Dec 1, 2012
Massachusetts Institute of Technology
Nov 27 - Dec 2, 2012
Johns Hopkins University
Sep 5 - Dec 7, 2012; Nov 28 - 30, 2012
Heriot-Watt University
Nov 27 - Dec 2, 2012
Georgia Institute of Technology
Nov 27 - Dec 3, 2012
Sandia National Laboratories
Nov 28 - 30, 2012
Harvard University
Nov 29 - 30, 2012
University of Warwick
Nov 28 - 30, 2012
Auckland University of Technology
Nov 27 - Dec 1, 2012
Harvard University
Nov 28 - 30, 2012
University of Illinois at Urbana-Champaign
Nov 28 - 30, 2012
Centre National de la Recherche Scientifique (CNRS)
Nov 28 - 30, 2012
Georgia Institute of Technology
Nov 28 - 30, 2012
Universite de Paris-Dauphine
Nov 28 - 30, 2012
Vanderbilt University
Nov 27 - Dec 1, 2012
University of Toronto
Nov 28 - Dec 2, 2012
Princeton University
Nov 28 - 30, 2012
Columbia University
Oct 28 - Nov 2, 2012; Nov 27 - 30, 2012
University of Connecticut
Nov 28 - 30, 2012