Organizing Committee
Abstract

Modern explorations in science, technology and medicine increasingly demand complex stochastic models. Computational and theoretical advances are needed in order to formulate, analyze, apply and interpret these models. Recent years have witnessed a remarkable interplay between computation and probability. On the one hand, probabilistic techniques have led to powerful computational methods such as Markov chain Monte Carlo algorithms, while on the other hand the calculation of probabilistic quantities such as modes and marginals of high-dimensional distributions and the analysis of data from random samples has posed several computational challenges.

The Fall 2012 Semester on "Computational Challenges in Probability" aims to bring together leading experts and young researchers who are advancing the use of probabilistic and computational methods to study complex models in a variety of fields. The goal is to identify common challenges, exchange existing tools, reveal new application areas and forge new collaborative efforts. The semester includes four workshops - Bayesian Nonparametrics, Uncertainty Quantification, Monte Carlo Methods in the Physical and Biological Sciences and Performance Analysis of Monte Carlo Methods. In addition, synergistic activities will be planned throughout the duration of the semester. In particular, there will be several short courses and plenary invited talks by experts on related topics such as graphical models, randomized algorithms and stochastic networks, regular weekly seminars and relevant film screenings.

Image: E. Vanden-Eijnden

Confirmed Speakers & Participants

  • Nate Ackerman
    Harvard University
    Sep 5-Dec 7, 2012
  • Loyce Adams
    University of Washington
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Ryan Adams
    Harvard University
    Sep 17-21, 2012
  • Ikemefuna Agbanusi
    Colgate University
    Oct 29-Nov 2, 2012
  • Mohammadreza Aghajani
    University of California, San Diego
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Tapio Ala-Nissila
    Aalto University
    Oct 29-Nov 2, 2012
  • Rosalind Allen
    University of Edinburgh
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012
  • Sergio Almada Monter
    University of North Carolina
    Oct 29-Nov 2, 2012
  • Julio Cesar Andrade
    University of Exeter
    Nov 28-30, 2012
  • Rick Archibald
    Oak Ridge National Laboratory
    Oct 9-13, 2012
  • Leon Arriola
    University of Wisconsin
    Oct 9-13, 2012
  • Sergio Bacallado
    University of Cambridge
    Sep 17-21, 2012
  • Anjishnu Banerjee
    Duke University
    Sep 17-21, 2012
  • H.T. Banks
    North Carolina State University
    Oct 9-13, 2012
  • Winfried Barta
    George Washington University
    Nov 28-30, 2012
  • Mylene Bedard
    University of Montreal
    Nov 28-30, 2012
  • Getachew Befekadu
    University of Notre Dame
    Oct 9-13, 2012
  • Marsha Berger
    Courant Institute of Mathematical Sciences
    Sep 5-Dec 7, 2012
  • Jose Blanchet
    Columbia University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Christian Borgs
    Microsoft
    Sep 5-Dec 7, 2012
  • Tamara Broderick
    Massachusetts Institute of Technology
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Mark Buller
    Brown University
    Sep 5-Dec 7, 2012
  • Ana Busic
    INRIA
    Nov 28-30, 2012
  • Wei Cai
    Southern Methodist University
    Nov 28-30, 2012
  • Yang Cao
    Virginia Polytechnic Institute and State University
    Nov 28-30, 2012
  • Daniel Cargill
    Air Force Research Lab
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Lawrence Carin
    Duke University
    Sep 17-21, 2012
  • Bob Carpenter
    Columbia University
    Nov 28-30, 2012
  • David Ceperley
    University of Illinois
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012
  • Annalisa Cerquetti
    Università di Roma "La Sapienza"
    Sep 17-21, 2012
  • Sabyasachi Chatterjee
    Yale University
    Sep 5-Dec 7, 2012; Nov 28-30, 2012
  • Jennifer Chayes
    Microsoft
    Sep 5-Dec 7, 2012
  • Peng Chen
    The University of Texas at Austin
    Oct 9-13, 2012
  • Yi Chen
    Purdue University
    Oct 9-13, 2012
  • Jiang Chen
    University of North Carolina
    Oct 29-Nov 2, 2012
  • Yanlai Chen
    University of Massachusetts, Dartmouth
    Oct 9-13, 2012; Nov 28-30, 2012
  • Xinyun Chen
    Stony Brook University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Juan Cheng
    Brown University
    Sep 5-Dec 7, 2012
  • Oliver Cheng
    Brown University
    Sep 5-Dec 7, 2012
  • Donna Chernyk
    Springer
    Nov 28-30, 2012
  • David Childers
    Yale University
    Sep 5-Dec 7, 2012
  • Heyrim Cho
    Brown University
    Sep 5-Dec 7, 2012
  • Minseok Choi
    Princeton University
    Sep 5-Dec 7, 2012
  • Cynthia Clements
    Army Research Laboratory
    Sep 5-Dec 7, 2012
  • Anne Collins
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Giovanni Compiani
    Yale University
    Sep 5-Dec 7, 2012
  • Radu Craiu
    University of Toronto
    Nov 28-30, 2012
  • Tiangang Cui
    Massachusetts Institute of Technology
    Nov 28-30, 2012
  • Xia Cui
    Brown University
    Sep 5-Dec 7, 2012
  • David Dahl
    Brigham Young University
    Sep 17-21, 2012
  • Sonjoy Das
    University at Buffalo (SUNY)
    Oct 9-13, 2012
  • Pierpaolo De Blasi
    Università di Torino
    Sep 17-21, 2012
  • Anne de Bouard
    Ecole Polytechnique
    Sep 5-Dec 7, 2012; Oct 9-13, 2012
  • Arnaud Debussche
    Universite de Rennes I
    Oct 29-Nov 2, 2012
  • Pierre Del Moral
    INRIA
    Oct 29-Nov 2, 2012
  • Jimmie Doll
    Brown University
    Oct 29-Nov 2, 2012
  • Jing Dong
    Northwestern University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Hongjie Dong
    Brown University
    Sep 5-Dec 7, 2012
  • Alireza Doostan
    University of Colorado
    Oct 9-13, 2012
  • Finale Doshi-Velez
    Harvard Medical School
    Sep 17-21, 2012
  • Edward Dunne
    American Mathematical Society
    Sep 5-Dec 7, 2012
  • David Dunson
    Duke University
    Sep 17-21, 2012
  • Xuan Thinh Duong
    Macquarie University
    Sep 17-21, 2012
  • Paul Dupuis
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • David Duvenaud
    University of Toronto
    Sep 17-21, 2012
  • Fariba Fahroo
    DARPA
    Sep 17-21, 2012; Oct 9-13, 2012
  • Marian Farah
    MRC Biostatistics Unit
    Sep 17-21, 2012
  • Ibrahim Fatkullin
    University of Arizona
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Jonathan Feinberg
    Simula School of Research and Innovation
    Oct 9-13, 2012
  • Gilbert Fellingham
    Brigham Young University
    Sep 17-21, 2012
  • James Fill
    Johns Hopkins University
    Nov 28-30, 2012
  • Wendell Fleming
    Brown University
    Sep 5-Dec 7, 2012; Nov 28-30, 2012
  • Gersende Fort
    Centre National de la Recherche Scientifique (CNRS)
    Sep 5-Dec 7, 2012; Nov 28-30, 2012
  • Sergey Foss
    Heriot-Watt University
    Nov 28-30, 2012
  • Nicholas Foti
    Dartmouth College
    Sep 17-21, 2012
  • Emily Fox
    University of Washington
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Cameron Freer
    Massachusetts Institute of Technology
    Sep 5-Dec 7, 2012
  • Walter Freiberger
    Brown University
    Sep 5-Dec 7, 2012
  • Kassie Fronczyk
    Rice University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • David Gamarnik
    Massachusetts Institute of Technology
    Sep 5-Dec 7, 2012
  • Zecheng Gan
    Shanghai Jiaotong University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Mahadevan Ganesh
    Colorado School of Mines
    Oct 9-13, 2012
  • Arnab Ganguly
    University of Louisville
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Nina Gantert
    Technische Universität München (TUM)
    Sep 5-Dec 7, 2012
  • Roger Ghanem
    University of Southern California
    Sep 5-Dec 7, 2012; Oct 9-13, 2012
  • Soumya Ghosh
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Daniel Gitelman
    Brown University
    Sep 5-Dec 7, 2012
  • Claude Gittelson
    Purdue University
    Oct 9-13, 2012
  • David Goldberg
    Georgia Institute of Technology
    Nov 28-30, 2012
  • Genetha Gray
    Sandia National Laboratories
    Nov 28-30, 2012
  • Tristan Gray-Davies
    University of Oxford
    Sep 17-21, 2012
  • James Gubernatis
    Los Alamos National Laboratory
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012
  • Thorbjorn Gudmundsson
    Royal Institute of Technology (KTH)
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Michele Guindani
    University of Texas M. D. Anderson Cancer Center
    Sep 17-21, 2012
  • Dilan Görür
    DeepMind
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Jerrad Hampton
    University of Colorado
    Oct 9-13, 2012
  • Xiaoying Han
    Auburn University
    Oct 9-13, 2012
  • Shuo Han
    California Institute of Technology
    Oct 9-13, 2012
  • Matthew Harrison
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Florent Hedin
    Universität Basel
    Oct 29-Nov 2, 2012
  • Ron Henderson
    DreamWorks Animation
    Sep 5-Dec 7, 2012
  • Eric Hernandez
    University of Vermont
    Sep 17-21, 2012
  • Nils Hjort
    University of Oslo
    Sep 17-21, 2012
  • Viet Ha Hoang
    Nanyang Technological University
    Oct 9-13, 2012
  • Chris Holmes
    University of Oxford
    Sep 17-21, 2012
  • Mark Homer
    Brown University
    Sep 5-Dec 7, 2012
  • Thomas Hou
    California Institute of Technology
    Oct 9-13, 2012
  • Dionissios Hristopulos
    Technical University of Crete
    Oct 9-13, 2012
  • Peng Hu
    University of Oxford
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Xun Huan
    Massachusetts Institute of Technology
    Oct 9-13, 2012
  • Michael Hughes
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Henrik Hult
    Royal Institute of Technology (KTH)
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Majid Janzamin
    University of California, Irvine
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • Daniel Johnson
    Brown University
    Sep 5-Dec 7, 2012
  • Dane Johnson
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • David Jones
    Harvard University
    Nov 28-30, 2012
  • Hannes Jonsson
    University of Iceland (Háskóli Islands)
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012
  • Sandeep Juneja
    Tata Institute of Fundamental Research
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Evangelia Kalligiannaki
    University of Southern California
    Oct 9-13, 2012
  • George Karniadakis
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Arianna Kazez
    Brown University
    Sep 5-Dec 7, 2012
  • Abdul Qayyum Khaliq
    Middle Tennessee State University
    Oct 9-13, 2012
  • Dae Kim
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Steven Kim
    Brown University
    Sep 5-Dec 7, 2012
  • Kay Kirkpatrick
    University of Illinois at Urbana-Champaign
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012
  • Daniel Klein
    Brown University
    Sep 5-Dec 7, 2012
  • Caroline Klivans
    Brown University
    Sep 5-Dec 7, 2012
  • Peter Kloeden
    Johann Wolfgang Goethe-Universität Frankfurt am Main
    Oct 9-13, 2012
  • Olga Komarov
    Technion-Israel Institute of Technology
    Oct 29-Nov 2, 2012
  • Nicolai Krylov
    University of Minnesota
    Sep 5-Dec 7, 2012
  • Harold Kushner
    Brown University
    Sep 5-Dec 7, 2012
  • Krzysztof Latuszynski
    University of Warwick
    Nov 28-30, 2012
  • Kody Law
    Oak Ridge National Laboratory
    Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Charles Lawrence
    Brown University
    Sep 5-Dec 7, 2012
  • Chia Ying Lee
    University of North Carolina
    Oct 9-13, 2012
  • Kate Lee
    Auckland University of Technology
    Nov 28-30, 2012
  • Ben Letham
    Massachusetts Institute of Technology
    Sep 17-21, 2012
  • Randall LeVeque
    University of Washington
    Sep 5-Dec 7, 2012
  • Dong Li
    Princeton University
    Oct 9-13, 2012
  • Hong-Xia Li
    Brown University
    Sep 5-Dec 7, 2012
  • Juan Li
    Columbia University
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Minghai Li
    Clark University
    Oct 29-Nov 2, 2012
  • Xiaoou Li
    Columbia University
    Oct 29-Nov 2, 2012
  • Antonio Lijoi
    Università di Pavia
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012
  • Guang Lin
    Purdue University
    Oct 9-13, 2012
  • Ling Lin
    New York University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Yufei Liu
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Tao Liu
    Brown University
    Sep 17-21, 2012
  • Jun Liu
    Jackson State University
    Sep 5-Dec 7, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Jingchen Liu
    Columbia University
    Sep 5-Dec 7, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Jackson Loper
    Brown University
    Sep 5-Dec 7, 2012
  • Sergey Lototsky
    University of Southern California
    Oct 9-13, 2012
  • Jianfeng Lu
    Duke University
    Oct 29-Nov 2, 2012
  • Didier Lucor
    Universite de Paris VI (Pierre et Marie Curie)
    Oct 9-13, 2012
  • James Lynch
    University of South Carolina
    Sep 17-21, 2012
  • Terry Lyons
    University of Oxford
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Nov 28-30, 2012
  • Steve MacEachern
    Ohio State University
    Sep 17-21, 2012
  • Mokshay Madiman
    Yale University
    Sep 5-Dec 7, 2012
  • Felicia Maria Magpantay
    University of British Columbia
    Oct 29-Nov 2, 2012
  • Ahmad Mahmoody
    Brown University
    Sep 5-Dec 7, 2012
  • Elizabeth Makrides
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Maria Marchenko
    Yale University
    Sep 5-Dec 7, 2012
  • Youssef Marzouk
    Massachusetts Institute of Technology
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Michael Mascagni
    Florida State University
    Oct 29-Nov 2, 2012
  • Kelly McQuighan
    Brown University
    Sep 5-Dec 7, 2012
  • Xiao-Li Meng
    Harvard University
    Nov 28-30, 2012
  • Markus Meuwly
    Universität Basel
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 29-Nov 2, 2012
  • Sean Meyn
    University of Illinois at Urbana-Champaign
    Nov 28-30, 2012
  • Jeffrey Miller
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Shorash Miro
    Leibniz Universität Hannover
    Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • Richard Moore
    New Jersey Institute of Technology
    Oct 29-Nov 2, 2012
  • Rebecca Morrison
    University of Texas at Austin
    Oct 9-13, 2012
  • Eric Moulines
    Centre National de la Recherche Scientifique (CNRS)
    Nov 28-30, 2012
  • Peter Mueller
    University of Texas at Austin
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Karthyek Murthy
    Tata Institute of Fundamental Research
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Dahlia Nadkarni
    Brown University
    Sep 17-21, 2012
  • Akil Narayan
    University of Utah
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Misha Neklyudov
    Tubingen Universitat
    Sep 5-Dec 7, 2012
  • Stephen Ng
    University of Rochester
    Oct 29-Nov 2, 2012
  • Long Nguyen
    University of Michigan
    Sep 17-21, 2012
  • Hao Ni
    University of Oxford
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Andriy Norets
    Princeton University
    Sep 17-21, 2012
  • Ivan Nourdin
    Institut National Polytechnique de Lorraine (INPL)
    Sep 5-Dec 7, 2012; Oct 9-13, 2012
  • Pierre Nyquist
    Royal Institute of Technology (KTH)
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Peter Orbanz
    Columbia University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Houman Owhadi
    California Institute of Technology
    Oct 9-13, 2012
  • Jason Pacheco
    Brown University
    Sep 5-Dec 7, 2012
  • Konstantina Palla
    University of Cambridge
    Sep 17-21, 2012
  • Dimitrios Papadimitriou
    University of Ghent (UG)
    Oct 9-13, 2012
  • Sobhan Parizi
    Brown University
    Sep 17-21, 2012
  • Matthew Parks
    Brown University
    Sep 5-Dec 7, 2012
  • Robin Pemantle
    University of Pennsylvania
    Sep 5-Dec 7, 2012
  • Francesca Petralia
    Duke University
    Sep 17-21, 2012
  • Ivana Petrovic
    Brown University
    Sep 5-Dec 7, 2012
  • Natesh Pillai
    Harvard University
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Nuria Plattner
    Universität Basel
    Oct 29-Nov 2, 2012
  • Kamana Porwal
    Indian Institute of Science
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Cristian Predescu
    D. E. Shaw Research
    Oct 29-Nov 2, 2012
  • James Propp
    UMass Lowell
    Sep 5-Dec 7, 2012
  • Igor Pruenster
    Università di Torino
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012
  • Fernando Quintana
    Pontifical Catholic University of Chile
    Sep 17-21, 2012
  • Maziar Raissi
    Brown University
    Oct 9-13, 2012
  • Kavita Ramanan
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Dana Randall
    Georgia Institute of Technology
    Nov 28-30, 2012
  • Dominik Reinhold
    Clark University
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Weiqing Ren
    National University of Singapore
    Oct 29-Nov 2, 2012
  • Zhao Ren
    Yale University
    Sep 5-Dec 7, 2012
  • Philippe Robert
    Institut National de Recherche en Informatique Automatique (INRIA)
    Sep 5-Dec 7, 2012
  • Christian Robert
    Universite de Paris-Dauphine
    Nov 28-30, 2012
  • Gareth Roberts
    University of Warwick
    Sep 5-Dec 7, 2012; Nov 28-30, 2012
  • Abel Rodriguez
    University of California, Santa Cruz
    Sep 17-21, 2012
  • Jorge Román
    Vanderbilt University
    Nov 28-30, 2012
  • Jeffrey Rosenthal
    University of Toronto
    Nov 28-30, 2012
  • Judith Rousseau
    Universite de Paris-Dauphine
    Sep 5-Dec 7, 2012; Sep 17-21, 2012
  • Daniel Roy
    University of Cambridge
    Sep 17-21, 2012
  • Boris Rozovsky
    Brown University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Matteo Ruggiero
    Università di Torino
    Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • Cynthia Rush
    Yale University
    Sep 5-Dec 7, 2012
  • Marta Sanz-Sole
    University of Barcelona
    Oct 9-13, 2012
  • Themistoklis Sapsis
    Massachusetts Institute of Technology
    Sep 5-Dec 7, 2012; Oct 9-13, 2012
  • Suchi Saria
    Stanford University
    Sep 17-21, 2012
  • Angela Schoergendorfer
    IBM
    Sep 17-21, 2012
  • Jayaram Sethuraman
    Florida State University
    Sep 17-21, 2012
  • Devavrat Shah
    Massachusetts Institute of Technology
    Sep 5-Dec 7, 2012
  • Ankur Sharma
    Yale University
    Sep 5-Dec 7, 2012
  • Valeriy Slastikov
    University of Bristol
    Sep 5-Dec 7, 2012
  • Laura Slivinski
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Nov 28-30, 2012
  • Aaron Smith
    University of Ottawa
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Eric Sodomka
    Brown University
    Sep 5-Dec 7, 2012
  • Bedrich Sousedik
    University of Maryland, Baltimore County
    Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • Perla Sousi
    University of Cambridge
    Sep 5-Dec 7, 2012; Nov 28-30, 2012
  • Konstantinos Spiliopoulos
    Boston University
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Sanvesh Srivastava
    Purdue University
    Sep 17-21, 2012
  • Jerome Stein
    Brown University
    Oct 9-13, 2012
  • Erik Sudderth
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • Libin Sun
    Brown University
    Sep 5-Dec 7, 2012
  • Xiang Sun
    Brown University
    Oct 29-Nov 2, 2012
  • Li Sun
    Brown University
    Sep 5-Dec 7, 2012
  • Ben Swanson
    Brown University
    Sep 5-Dec 7, 2012
  • Barbara Tabak
    The Broad Institute
    Sep 17-21, 2012
  • Molei Tao
    Georgia Institute of Technology
    Oct 9-13, 2012
  • Daniel Tartakovsky
    University of California, San Diego
    Oct 9-13, 2012
  • Ilya Timofeyev
    University of Houston
    Oct 29-Nov 2, 2012
  • Surya Tokdar
    Duke University
    Sep 17-21, 2012
  • Nathaniel Trask
    Sandia National Laboratory
    Sep 5-Dec 7, 2012
  • Michael Tretyakov
    University of Nottingham
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Ivi Tsantili
    National Technical University of Athens
    Oct 9-13, 2012; Oct 29-Nov 2, 2012
  • Fatma Ulker
    Massachusetts Institute of Technology
    Sep 17-21, 2012
  • Ramon van Handel
    Princeton University
    Nov 28-30, 2012
  • Javier Velez
    Massachusetts Institute of Technology
    Sep 17-21, 2012
  • Ramji Venkataramanan
    Yale University
    Sep 5-Dec 7, 2012
  • Daniele Venturi
    University of California, Santa Cruz
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Art Voter
    Los Alamos National Laboratory
    Sep 5-Dec 7, 2012; Oct 29-Nov 2, 2012
  • Martin Wainwright
    University of California, Berkeley
    Sep 5-Dec 7, 2012
  • Byron Wallace
    Brown University
    Sep 5-Dec 7, 2012
  • Aya Wallwater
    Columbia University
    Nov 28-30, 2012
  • Xiaoliang Wan
    Louisiana State University
    Sep 5-Dec 7, 2012; Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Zhiran Wang
    Yale University
    Sep 5-Dec 7, 2012
  • Xiaofei Wang
    Yale University
    Sep 5-Dec 7, 2012
  • XIAOJING WANG
    University of Connecticut
    Nov 28-30, 2012
  • Liyao Wang
    Yale University
    Sep 5-Dec 7, 2012
  • Lesley Ward
    University of South Australia-Levels Campus
    Sep 17-21, 2012
  • Sinead Williamson
    University of Texas at Austin
    Sep 17-21, 2012
  • Kasia Wolny
    University of Warwick
    Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Jaeoh Woo
    Yale University
    Sep 5-Dec 7, 2012
  • Wei Wu
    Brown University
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Dongbin Xiu
    Purdue University
    Oct 9-13, 2012
  • Gongjun Xu
    Columbia University
    Oct 29-Nov 2, 2012
  • Kai Yan
    Yale University
    Sep 5-Dec 7, 2012
  • Hongxia Yang
    IBM
    Sep 17-21, 2012
  • Yang Yang
    Michigan Technological University
    Sep 5-Dec 7, 2012
  • Xiao Yang
    Yale University
    Sep 5-Dec 7, 2012
  • Saier Ye
    Yale University
    Sep 5-Dec 7, 2012
  • SeeChen Ying
    Brown University
    Oct 29-Nov 2, 2012
  • Nicholas Zabaras
    Notre Dame
    Oct 9-13, 2012
  • Sven Zenker
    Rheinische Friedrich-Wilhelms-Universität Bonn
    Oct 9-13, 2012
  • Xiaoxuan Zhang
    IBM
    Sep 17-21, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Zhongqiang Zhang
    Worcester Polytechnic Institute
    Sep 5-Dec 7, 2012; Oct 9-13, 2012
  • Bo Zhang
    IBM
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Mengdi Zheng
    Brown University
    Sep 5-Dec 7, 2012
  • Jie Zhong
    University of Southern California
    Sep 17-21, 2012; Oct 9-13, 2012; Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Guangyao Zhou
    Brown University
    Sep 5-Dec 7, 2012
  • Xueyu Zhu
    University of Iowa
    Oct 9-13, 2012
  • Silvia Zuffi
    Brown University
    Sep 17-21, 2012

Visit dates listed on the participant list may be tentative and subject to change without notice.

Semester Schedule

Wednesday, September 5, 2012
TimeEventLocationMaterials
8:30 - 9:45Visitors are welcome to arrive at ICERM anytime after 8:30 am  
9:45 - 10:00Welcome - ICERM Director11th Floor Lecture Hall 
10:00 - 11:00Overview of the Workshop on: Monte Carlo Methods in the Physical and Biological Sciences - Eric Vanden Eijnden, NYU11th Floor Lecture Hall 
11:00 - 1:00Break for Lunch  
1:00 - 1:45Postdoc Introductions: Rare Events in Lightwave Systems - Daniel Cargill, New Jersey Institute of Technology11th Floor Lecture Hall 
1:50 - 2:35Postdoc Introductions: A few approaches to large deviations for stochastic differential equations - Arnab Ganguly, Swiss Federal Institute of Technology11th Floor Lecture Hall 
2:40 - 3:25Postdoc Introductions- Particles methods with applications in finance - Peng Hu, Universite de Bordeaux I11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:05 - 4:50Postdoc Introductions- Some Comparisons of Markov Chains on Different State Spaces - Aaron Smith, Stanford University11th Floor Lecture Hall 
5:00 - 6:30Welcome Reception11th Floor Collaborative Space 
Thursday, September 6, 2012
TimeEventLocationMaterials
10:00 - 11:00Performance Analysis of Monte Carlo Methods- An Overview Through Some Examples - Jose Blanchet, Columbia University11th Floor Lecture Hall 
11:00 - 1:00Break for Lunch  
1:00 - 1:20Graduate Student Introduction- Asymptotic Coupling with Application in Queuing Systems - Mohammadreza Aghajani, Brown University11th Floor Lecture Hall 
1:20 - 1:40Graduate Student Introduction: Efficient Monte Carlo and Tolerance-Enforced Simulation for SDEs in Queueing Networks - Xinyun Chen, Columbia University11th Floor Lecture Hall 
1:40 - 2:00Graduate Student Introduction: Exact Sampling of Loss Systems - Jing Dong, Columbia University11th Floor Lecture Hall 
2:00 - 2:20Graduate Student Introduction: Importance Sampling and Splitting Schemes Based on Large Deviations - Dane Johnson, Brown University11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Friday, September 7, 2012
TimeEventLocationMaterials
9:40 - 10:00Graduate Student Introduction- Monte Carlo simulation of electrolytes near a spherical dielectric interface- modeling and algorithms - Zecheng Gan, Shanghai Jiao Tong University11th Floor Lecture Hall 
10:00 - 10:20Graduate Student Introduction: Understanding Microbial Communities - Elizabeth Makrides, Brown University11th Floor Lecture Hall 
10:20 - 10:40Graduate Student Introduction: Large deviations for finite state mean field interacting particle systems - Wei Wu, Brown University11th Floor Lecture Hall 
10:40 - 11:00Graduate Student Introduction: Well-posedness of stochastic hyperbolic equations - Jie Zhong, University of Southern California11th Floor Lecture Hall 
11:00 - 1:30Break for Lunch  
1:30 - 2:30Reduced predictive models with uncertainty quantification - Roger Ghanem, University of Southern California11th Floor Lecture Hall 
2:30 - 3:30Overview of the Workshop on- Bayesian Nonparametrics - Peter Orbanz, Columbia University11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, September 10, 2012
TimeEventLocationMaterials
2:30 - 3:00Technology Tutorial, Part I - Isani Cayetano, ICERM11th Floor Lecture Hall 
3:00 - 3:30Technology Tutorial, Part II - Shaun Wallace, ICERM11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, September 11, 2012
TimeEventLocationMaterials
11:00 - 12:00Rotor-­routing, smoothing kernels, and reduction of variance; breaking the O(1-over-N) barrier - James Propp, University of Massachusetts11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, September 12, 2012
TimeEventLocationMaterials
2:30 - 3:30Simulating quantum dynamics- first steps towards more efficient Monte Carlo methods - Jim Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Professional Development Seminar: Job Applications in Academia11th Floor Lecture Hall 
Thursday, September 13, 2012
TimeEventLocationMaterials
9:00 - 10:30Gaussian Processes I - Ryan Adams, Harvard University11th Floor Lecture Hall 
10:30 - 10:50Coffee/Tea Break11th Floor Collaborative Space 
10:50 - 12:20Gaussian Processes II - Ryan Adams, Harvard University11th Floor Lecture Hall 
12:20 - 1:40Break for Lunch  
1:40 - 3:10Combinatorial Stochastic Processes I - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall 
3:10 - 3:30Coffee/Tea Break11th Floor Collaborative Space  
3:30 - 5:00Combinatorial Stochastic Processes II - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall 
Friday, September 14, 2012
TimeEventLocationMaterials
9:30 - 10:30Matlab Practical: Gaussian Processes - Dilan Görür, University of California, Irvine11th Floor Lecture Hall 
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00Matlab Practical: Dirichlet Processes - Dilan Görür, University of California, Irvine11th Floor Lecture Hall 
12:00 - 1:30Break for Lunch  
1:30 - 3:30Theoretical Foundations I - Peter Orbanz, University of Cambridge11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, September 17, 2012
TimeEventLocationMaterials
8:30 - 8:55Registration & Welcome Coffee11th Floor Collaborative Space 
8:55 - 9:00Welcome - ICERM Director, Jill Pipher11th Floor Lecture Hall 
9:15 - 10:00Using Bayesian Nonparametrics for Practical Optimization of Machine Learning Algorithms - Ryan Adams, Harvard University11th Floor Lecture Hall 
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Computer Emulation with Non-Stationary Gaussian Processes - Surya Tokdar, Duke University11th Floor Lecture Hall
11:15 - 12:00Bayesian nonparametrics for adaptive surveys and tests - Lawrence Carin, Duke University11th Floor Lecture Hall 
12:00 - 2:00Break for Lunch  
2:00 - 2:45Convergence of latent mixing measures in finite and infinite mixture models - Long Nguyen, University of Michigan11th Floor Lecture Hall
2:45 - 3:30Dirichlet process mixtures are inconsistent for the number of components in a finite mixture - Jeffrey Miller, Brown University11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45Bayesian estimation of the discrepancy with misspecified parametric models - Pierpaolo De Blasi, Universita di Torino11th Floor Lecture Hall
5:00 - 6:30Welcome Reception11th Floor Collaborative Space 
Tuesday, September 18, 2012
TimeEventLocationMaterials
9:15 - 10:00Bayesian Nonparametric Approaches for Partially-Observable Reinforcement Learning - Finale Doshi-Velez, Massachusetts Institute of Technology11th Floor Lecture Hall 
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Species sampling priors for the analysis of array CGH data - Michele Guindani, University of Texas, MD Anderson Cancer Center11th Floor Lecture Hall 
11:15 - 12:00On a simple class of Bayesian nonparametric autoregression models - Fernando Quintana, Pontifical Catholic University of Chile11th Floor Lecture Hall
12:00 - 5:00Afternoon Free for Collaborations  
Wednesday, September 19, 2012
TimeEventLocationMaterials
9:15 - 10:00Nonparametric Bayes tensor factorizations for big data - David B. Dunson, Duke University11th Floor Lecture Hall
10:00 - 10:05Group Photo11th Floor Lecture Hall 
10:05 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Bayesian Emulation and Calibration of a Dynamic Model for an H1N1 Influenza Epidemic - Marian Farah, MRC Biostatistics Unit11th Floor Lecture Hall
11:15 - 12:00Discovery and prediction from clinical physiologic data - Suchi Saria, Stanford University11th Floor Lecture Hall 
12:00 - 2:00Break for Lunch  
2:00 - 2:45Nonparametric priors for exchangeable graphs and arrays - Peter Orbanz, Columbia University11th Floor Lecture Hall
2:45 - 3:30Further structure underlying the beta (and Indian buffet) process - Daniel Roy, University of Cambridge11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45Multiresolution Gaussian Processes - Emily Fox, University of Washington11th Floor Lecture Hall
7:00 - 8:30Poster Session & Dessert Reception11th Floor Collaborative Space and Lecture Hall 
Thursday, September 20, 2012
TimeEventLocationMaterials
9:15 - 10:00Clusters and features from combinatorial stochastic processes - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15Slice sampling dependent normalized random measures - Sinead Williamson, Carnegie Mellon University11th Floor Lecture Hall 
11:15 - 12:00The tilted Beta process - Nils Lid Hjort, University of Oslo11th Floor Lecture Hall
12:00 - 12:05Survey Distribution  
12:05 - 2:00Break for Lunch  
2:00 - 2:45Nonparametric priors for analyzing censored data and data from repair models - Jayaram Sethuraman, Florida State University11th Floor Lecture Hall
2:45 - 3:30Canonically correlated random measures and an application to survival analysis - Antonio Lijoi, Universita di Pavia11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45A nonparametric regression model for Bayesian survival analysis - Chris Holmes, University of Oxford11th Floor Lecture Hall
Friday, September 21, 2012
TimeEventLocationMaterials
9:15 - 10:00Bayes factors for high and infinite dimensional models - Steve MacEachern, Ohio State University11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15On adaptation for the posterior distribution under local and sup-norm losses - Judith Rousseau, Universite de Paris-Dauphine11th Floor Lecture Hall
11:15 - 12:00Posterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional Models - Andriy Norets, Princeton University11th Floor Lecture Hall 
12:00 - 2:00Break for Lunch  
2:00 - 2:45Modeling exchangeable collections of networks using nonparametric Bayesian mixtures - Abel Rodriguez, University of California, Santa Cruz11th Floor Lecture Hall 
2:45 - 3:30Random Partition Distributions Indexed by Pairwise Information - David Dahl, Brigham Young University11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45On some distributional properties of Gibbs-type priors - Igor Pruenster, University of Torino & Collegio Carlo Alberto11th Floor Lecture Hall
5:00 - 6:00What do rough paths have to do with finance - Terry Lyons, University of Oxford11th Floor Lecture Hall 
Monday, September 24, 2012
TimeEventLocationMaterials
2:30 - 3:30The role of noise in ensembles of nanomagnetic particles - M. Neklyudov, Tubingen Universitat11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, September 25, 2012
TimeEventLocationMaterials
11:00 - 12:00Directed random walk on an oriented percolation cluster - Nina Gantert, Technische Universitat Munchen11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, September 26, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Thursday, September 27, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Friday, September 28, 2012
TimeEventLocationMaterials
2:30 - 3:30Postdoc/Grad Student Seminar - TBA11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, October 1, 2012
TimeEventLocationMaterials
11:00 - 12:00Introduction to Uncertainty Quantification I - A. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 2, 2012
TimeEventLocationMaterials
11:00 - 12:00Bacterial chemotaxis and coalescing diffusions - Ibrahim Fatkullin, University of Arizona11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Professional Development Seminar: Hiring Process11th Floor Lecture Hall 
Wednesday, October 3, 2012
TimeEventLocationMaterials
11:00 - 12:00Introduction to Uncertainty Quantification II - A. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Thursday, October 4, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Friday, October 5, 2012
TimeEventLocationMaterials
2:30 - 3:30Postdoc/Grad Student Seminar - TBA10th Floor Classroom 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00New Horizons in Uncertainty Quantification - Roger Ghanem, University of Southern California11th Floor Lecture Hall 
5:15 - 5:45Discussion11th Floor Lecture Hall 
Tuesday, October 9, 2012
TimeEventLocationMaterials
8:30 - 8:55Registration & Welcome Coffee 11th Floor Collaborative Space 
8:55 - 9:00Welcome - Jill Pipher, ICERM Director11th Floor Lecture Hall 
9:15 - 10:00Introduction to UQ. A Tutorial - Roger Ghanem, University of Southern California 11th Floor Lecture Hall 
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15Strategies to Quantify Epistemic Uncertainty- Dealing with Uncertainty of Uncertainty - Dongbin Xiu, Purdue University11th Floor Lecture Hall
11:15 - 12:00Building Surrogates of Very Expensive Computer Codes- Applications to Uncertainty Quantification - Nicholas Zabaras, Cornell University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch  
2:00 - 2:45A Dynamic Bi-Orthogonal Stochastic Method for Solving Time-Dependent Stochastic PDEs - Thomas Hou, California Institute of Technology11th Floor Lecture Hall
2:45 - 3:30Inference and Data Assimilation with Optimal Maps - Youssef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space 
4:00 - 4:45Scalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological Systems - Guang Lin, Pacific Northwest National Laboratory11th Floor Lecture Hall
5:00 - 6:30Welcome Reception 11th Floor Collaborative Space 
Wednesday, October 10, 2012
TimeEventLocationMaterials
9:15 - 10:00A support theorem in Holder norm for a stochastic wave equation - Marta Sanz-Sole, University of Barcelona11th Floor Lecture Hall
10:00 - 10:05Group Photo11th Floor Lecture Hall 
10:05 - 10:30Coffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15Parameter Estimation in Second-order Continuous Time Linear Autoregressions - Sergey Lototsky, University of Southern California11th Floor Lecture Hall
11:15 - 12:00Stein's Method with Malliavin Calculus - Ivan Nourdin, Vandoeuvre-les-Nancy11th Floor Lecture Hall
12:00 - 2:00Break for Lunch  
2:00 - 2:45Stochastic Models in Fiber Optics - Anne de Bouard, Ecole Polytechnique11th Floor Lecture Hall
2:45 - 3:30Numerical approximation of random and stochastic (partial) differential equations - Peter Kloeden, Institute of Mathematics, Goethe University11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space 
4:00 - 4:45Can Optimal Statistical Estimators be Computed? - Houman Owhadi, California Institute of Technology11th Floor Lecture Hall 
7:00 - 8:30Poster Session & Dessert Reception 11th Floor Collaborative Space and Lecture Hall 
Thursday, October 11, 2012
TimeEventLocationMaterials
9:15 - 10:00Forward and Backward Uncertainty Propagation in Non-linear Shock-dominated Problems - Didier Lucor, CNRS - Pierre and Marie Curie University11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15Layer Methods for Navier-Stokes Equations with Additive Noise - M.V. Tretyakov, University of Nottingham11th Floor Lecture Hall
11:15 - 12:00PDF Solutions of Stochastic Hyperbolic Equations - Daniel Tartakovsky, University of California, San Diego11th Floor Lecture Hall 
12:00 - 12:45Nonlinear Instability of Two-dimensional Poiseuille Flows in a Long Channel - Xiaoliang Wan, Louisiana State University11th Floor Lecture Hall
12:45 - 2:00Break for Lunch  
2:00 - 2:45A New Approach for Obtaining Exact PDF Equations for Low-dimensional Nonlinear Functionals of the Solution to High-dimensional Stochastic Problems - Daniele Venturi, Brown University11th Floor Lecture Hall
2:45 - 3:30Blended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic Systems - Themis Sapsis, Courant Institute of Mathematical Sciences11th Floor Lecture Hall
3:30 - 3:35Survey Distribution11th Floor Lecture Hall 
3:35 - 4:05Coffee/Tea Break 11th Floor Collaborative Space 
4:00 - 5:00Mathematical Modeling of Human Lymphocyte Proliferation with CFSE Data - H.T. Banks, North Carolina State University11th Floor Lecture Hall
Friday, October 12, 2012
TimeEventLocationMaterials
9:15 - 10:00TBA - Dong Li, University of British Columbia11th Floor Lecture Hall 
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15Stochastic model reduction using low-rank separated representations - Alireza Doostan, University of Colorado11th Floor Lecture Hall
11:15 - 12:00Positive-definite random matrix ensembles in multi-scale mechanics - Sonjoy Das, University at Buffalo (SUNY)11th Floor Lecture Hall
12:00 - 2:00Break for Lunch  
2:00 - 5:00Afternoon of Collaborations11th Floor Collaborative Space 
Saturday, October 13, 2012
TimeEventLocationMaterials
9:15 - 10:00Wiener Chaos Expansion for Random Perturbations in SPDEs - Chia Ying Lee, University of North Carolina at Chapel Hill11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15Stochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White Noise - Zhongqiang Zhang, Brown University11th Floor Lecture Hall
11:15 - 12:00Statistical Models of Spatial Processes Based on Local-Interaction Energy Functionals - Dionissios T. Hristopulos, Technical University of Crete11th Floor Lecture Hall
12:00 - 2:00Break for Lunch  
2:00 - 2:45The expected signature of a diffusion process and its PDE - Hao Ni, University of Oxford11th Floor Lecture Hall
3:00 - 3:30Coffee/Tea Break  
3:30 - 4:15TBA - TBA11th Floor Lecture Hall 
4:15 - 4:45Conference Farewell 11th Floor Lecture Hall 
Monday, October 15, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 16, 2012
TimeEventLocationMaterials
11:00 - 12:00Combinatorial optimization on random graphs. Survey. - David Gamarnik, Massachusetts Institute of Technology11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, October 17, 2012
TimeEventLocationMaterials
2:30 - 3:30Computing Choice - Devavrat Shah, Massachusetts Institute of Technology11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Computing Choice - Devavrat Shah, Massachusetts Institute of Technology11th Floor Lecture Hall 
Thursday, October 18, 2012
TimeEventLocationMaterials
11:00 - 12:00Combinatorial optimization on random graphs. Survey. - David Gamarnik, Massachusetts Institute of Technology11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Professional Development Seminar: Ethics in Research I11th Floor Lecture Hall 
Friday, October 19, 2012
TimeEventLocationMaterials
2:00 - 3:30Postdoc/Grad Student Seminar11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, October 22, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 23, 2012
TimeEventLocationMaterials
11:00 - 12:00Structure estimation in graphical models- Practical algorithms and information-theoretic limits - Martin Wainwright, University of California, Berkeley11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Professional Development Seminar: Ethics in Research II11th Floor Lecture Hall 
Wednesday, October 24, 2012
TimeEventLocationMaterials
2:30 - 3:30On the Fluid Limits of a Resource Sharing Algorithm with Logarithmic Weights - Phillipe Robert, INRIA11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Thursday, October 25, 2012
TimeEventLocationMaterials
11:00 - 12:00Diffusion limit for a stochastic kinetic problem - Arnaud Debussche, Ecole Normale Superieure de Cachan  
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Friday, October 26, 2012
TimeEventLocationMaterials
9:30 - 11:00Tutorial Session- Monte Carlo Methods in the Physical and Biological Sciences - Paul Dupuis, Brown University11th Floor Lecure Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, October 31, 2012
TimeEventLocationMaterials
8:30 - 8:55Registration  
8:55 - 9:00Welcome - Jill Pipher, Director, ICERM  
9:00 - 10:20Accelerated Molecular Dynamics Methods - Arthur F. Voter, Los Alamos National Laboratory11th Floor Lecture Hall
10:20 - 10:40Coffee/Tea Break11th Floor Collaborative Space 
10:40 - 11:30Extension of the string method for saddle points search - Weiqing Ren, National University of Singapore and IHPC11th Floor Lecture Hall
11:30 - 12:20Computational Approaches to Investigate Ligand Migration Pathways in Proteins - Markus Meuwly, Universitat Basel11th Floor Lecture Hall
12:15 - 2:00Break for Lunch and Free Time  
2:00 - 2:50Adaptive Kinetic Monte Carlo for Long Time Simulations and Global Optimization - Hannes Jonsson, University of Iceland (Haskoli Islands)11th Floor Lecture Hall
2:50 - 3:20Coffee/Tea Break11th Floor Collaborative Space 
3:20 - 4:30Challenges in Path Integral Monte Carlo - David Ceperley, University of Illinois Urbana-Champaign11th Floor Lecture Hall
7:00 - 8:30Poster Session and Dessert Reception 11th Floor Lecture Hall and Collaborative Space 
Thursday, November 1, 2012
TimeEventLocationMaterials
9:00 - 9:50Ferromagnets and the mean-field classical Heisenberg model - Kay Kirkpatrick, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:20Concentration inequalities for Feynman-Kac particle models and their applications - Pierre Del Moral, INRIA11th Floor Lecture Hall
11:20 - 12:10Sign and Phase Problems in Markov Chain Monte Carlo- Sampling the Unsampleable - James E. Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall
12:10 - 2:00Break for Lunch and Free Time  
2:00 - 2:50Metastability and Monte Carlo Methods for Multiscale Problems - Konstantinos Spiliopoulos, Boston University11th Floor Lecture Hall
2:50 - 2:55Group Photo11th Floor Lecture Hall 
2:55 - 3:35Coffee/Tea Break11th Floor Collaborative Space 
3:30 - 4:20Overcoming the rare-event sampling problem in biological systems with infinite swapping - Nuria Plattner, Universitat Basel11th Floor Lecture Hall
4:30 - 6:00Workshop Reception  
Friday, November 2, 2012
TimeEventLocationMaterials
9:00 - 9:50Antithetic Thermostat for Fast Computing Machines - Cristian Predescu, D. E. Shaw Research11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:20Metastability and coarse-graining of stochastic systems - Jianfeng Lu, Duke University11th Floor Lecture Hall
11:20 - 12:10Bayesian inference of three-dimensional chromosomal organization from Hi-C data - Jun Liu, Harvard University11th Floor Lecture Hall
12:20 - 5:00Afternoon for Collaborations11th Floor Lecture Hall 
3:00 - 3:30Coffee/Tea Break11th Floor Collaborative Space  
Monday, November 5, 2012
TimeEventLocationMaterials
11:00 - 12:00Discretization and simulation of stochastic dynamics with singular coefficients, Part I - Denis Talay, Institut National de Recherche en Informatique Automatique (INRIA)11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 6, 2012
TimeEventLocationMaterials
11:00 - 12:00Discretization and simulation of stochastic dynamics with singular coefficients, Part II - Denis Talay, Institut National de Recherche en Informatique Automatique (INRIA)11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Professional Development Seminar: Papers and Journals11th Floor Lecture Hall 
Wednesday, November 7, 2012
TimeEventLocationMaterials
2:30 - 3:30Sparse Graph Limits. Part 1- Left and Right Convergence - Jennifer Chayes, Microsoft Research11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Sparse Graph Limits. Part 2- Partitions and Large Deviation Convergence - Christian Borgs, Microsoft Research11th Floor Lecture Hall 
Thursday, November 8, 2012
TimeEventLocationMaterials
10:00 - 11:00On stochastic differential games - Nicolai Krylov, University of Minnesota11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:30 - 5:30Public Lecture: A Tale of Two Climates - Christopher K.R.T. Jones, University of North Carolina, Chapel Hill11th Floor Lecture Hall 
Friday, November 9, 2012
TimeEventLocationMaterials
1:00 - 7:30Blackwell-Tapia Conference11th Floor Lecture Hall 
2:30 - 3:30Postdoc/Grad Student Seminar10th Floor Classroom 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, November 12, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 13, 2012
TimeEventLocationMaterials
11:00 - 12:00Overview of generating functions and their uses - Robin Pemantle, University of Pennsylvania11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, November 14, 2012
TimeEventLocationMaterials
2:00 - 3:30Rates of exponential growth and decay - Robin Pemantle, University of Pennsylvania11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Thursday, November 15, 2012
TimeEventLocationMaterials
10:00 - 11:30Inverse Fourier transforms - Robin Pemantle, University of Pennsylvania11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
5:00 - 7:00Public Lecture: Physics in Animation and Visual Effects - Ron Henderson, Director of Simulation and Visual Effects, DreamWorks Animation11th Floor Lecture Hall 
Friday, November 16, 2012
TimeEventLocationMaterials
2:30 - 3:30Postdoc/Grad Student Seminar11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, November 19, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 20, 2012
TimeEventLocationMaterials
11:00 - 12:00Large deviations for weighted empirical measures arising in importance sampling - Henrik Hult, KTH Royal Institute of Technology11th Floor Lecture Hall 
2:30 - 3:30The Concert Queueing Game with a Fluid-Finite Random Population - Sandeep Juneja, Tata Institute of Fundamental Research11th Floor Lecture Hall 
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Professional Development Seminar: Grant Proposals11th Floor Lecture Hall 
Wednesday, November 21, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Thursday, November 22, 2012
TimeEventLocationMaterials
8:00 - 5:00ICERM is Closed  
Friday, November 23, 2012
TimeEventLocationMaterials
8:00 - 5:00ICERM is Closed  
Monday, November 26, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 27, 2012
TimeEventLocationMaterials
11:00 - 12:00Optimal Scaling of MCMC algorithms - Natesh Pillai, Harvard University11th Floor Lecture Hall 
2:30 - 3:30Accurate filtering for the Navier-Stokes Equation - Kody Law, University of Warwick11th Floor Lecture Hall 
3:30 - 3:40ICERM Long Term Visitor Group Photo 11th Floor Lecture Hall 
3:40 - 4:10Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, November 28, 2012
TimeEventLocationMaterials
9:00 - 9:25Registration and Welcome Coffee11th Floor Collaborative Space 
9:25 - 9:30ICERM Director's Welcome11th Floor Lecture Hall 
9:30 - 10:30Importance sampling in the neighborhood of a stable equilibrium point - Paul Dupuis, Brown University11th Floor Lecture Hall
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00Continuous Sequential Importance Sampling for Irreducible Diffusions - Krzysztof Latuszynski, University of Warwick11th Floor Lecture Hall
12:00 - 2:30Break for Lunch and Free Time  
2:30 - 3:30ABC and empirical likelihood - Christian Robert, Universite de Paris-Dauphine11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Some Recent Advances in Optimal Scaling for MCMC - Gareth Roberts, University of Warwick11th Floor Lecture Hall
5:15 - 6:45Welcome Reception11th Floor Collaborative Space 
Thursday, November 29, 2012
TimeEventLocationMaterials
9:00 - 10:00Feedback Particle Filter - Sean Meyn, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:30Can local particle filters beat the curse of dimensionality - Ramon van Handel, Princeton University11th Floor Lecture Hall
11:30 - 11:40Group Photo11th Floor Lecture Hall 
11:40 - 2:30Break for Lunch and Free Time  
2:30 - 3:30Slow Mixing for the Hard-Core Model on Z^2 - Dana Randall, Georgia Institute of Technology11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00Comparison Inequalities and Fastest-Mixing Markov Chains - Jim Fill, Johns Hopkins University11th Floor Lecture Hall
7:00 - 8:30Poster Session11th Floor Lecture Hall and Collaborative Space 
Friday, November 30, 2012
TimeEventLocationMaterials
9:30 - 10:30Adaptive and Interacting MCMC algorithms - Eric Moulines, Centre National de la Recherche Scientifique (CNRS)11th Floor Lecture Hall 
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00On the empirical efficiency of local MCMC algorithms with auxiliary variables - Mylene Bedard, University of Montreal11th Floor Lecture Hall
12:00 - 2:30Break for Lunch and Free Time  
2:30 - 3:30The Best Performing Monte Carlo Estimator A likelihood Framework for Compromising between Statistical Efficiency and Computational Efficiency - Xiao-Li Meng, Harvard University11th Floor Lecture Hall
3:30 - 3:35Please don't forget to fill out your survey, thanks!11th Floor Lecture Hall 
3:35 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Monday, December 3, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Tuesday, December 4, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
Wednesday, December 5, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break  
Thursday, December 6, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:30Closing Event Discussion Panel11th Floor Collaborative Space 
4:30 - 6:00Closing Reception11th Floor Collaborative Space 
Friday, December 7, 2012
TimeEventLocationMaterials
3:30 - 4:00Coffee/Tea Break  

Associated Semester Workshops

Bayesian Nonparametrics
Uncertainty Quantification
Performance Analysis of Monte Carlo Methods