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 for "Computational Challenges in Probability"
Image: E. Vanden-Eijnden

Confirmed Speakers & Participants

Talks will be presented virtually or in-person as indicated in the schedule below.

  • Speaker
  • Poster Presenter
  • Attendee
  • Virtual Attendee
  • Nate Ackerman
    Harvard University
    Sep 18, 2012
  • Ryan Adams
    Harvard University
    Sep 17-21, 2012
  • Loyce Adams
    University of Washington
    Sep 1-Dec 16, 2012
  • Ikemefuna Agbanusi
    Boston University
    Oct 29-Nov 2, 2012
  • Mohammadreza Aghajani
    Brown University
    Sep 5-Dec 7, 2012
  • Tapio Ala-Nissila
    Brown University
    Oct 27-Nov 2, 2012
  • Rosalind Allen
    University of Edinburgh
    Oct 29-Nov 2, 2012
  • Sergio Almada Monter
    University of North Carolina
    Sep 3-Dec 3, 2012; Oct 28-Nov 2, 2012
  • Julio Cesar Andrade
    University of Oxford
    Sep 10, 2012-Aug 26, 2013
  • Rick Archibald
    Oak Ridge National Laboratory
    Oct 9-12, 2012
  • Leon Arriola
    University of Wisconsin
    Oct 8-14, 2012
  • Sergio Bacallado
    University of Cambridge
    Sep 17-22, 2012
  • Anjishnu Banerjee
    Duke University
    Sep 17-21, 2012
  • H.T. Banks
    North Carolina State University
    Oct 11-12, 2012
  • Winfried Barta
    George Washington University
    Nov 28-30, 2012
  • Mylène Bédard
    University of Montreal
    Nov 28-30, 2012
  • Getachew Befekadu
    University of Notre Dame
    Oct 8-14, 2012
  • Marsha Berger
    Courant Institute of Mathematical Sciences
    Dec 3-4, 2012
  • Jose Blanchet
    Columbia University
    Sep 5-Nov 30, 2012
  • Christian Borgs
    Microsoft
    Nov 7, 2012
  • Tamara Broderick
    Massachusetts Institute of Technology
    Sep 12-14, 2012; Sep 17-21, 2012
  • Mark Buller
    Brown University
    Sep 13, 2012; Sep 14, 2012
  • Ana Busic
    INRIA
    Nov 26-Dec 1, 2012
  • Wei Cai
    University of North Carolina - Charlotte
    Nov 27-28, 2012
  • Yang Cao
    Virginia Polytechnic Institute and State University
    Nov 27-Dec 1, 2012
  • Daniel Cargill
    US Air Force Research Laboratory
    Sep 1-Dec 15, 2012
  • Lawrence Carin
    Duke University
    Sep 17-21, 2012
  • Bob Carpenter
    Columbia University
    Nov 27-Dec 1, 2012
  • David Ceperley
    University of Illinois
    Oct 29-Nov 2, 2012
  • Annalisa Cerquetti
    Università di Roma "La Sapienza"
    Sep 12-Oct 7, 2012
  • Sabyasachi Chatterjee
    Yale University
    Sep 13-14, 2012; Nov 28-29, 2012
  • Jennifer Chayes
    Microsoft
    Nov 7-8, 2012
  • Xinyun Chen
    Stony Brook University
    Sep 5-Nov 30, 2012
  • Jiang Chen
    University of North Carolina
    Oct 28-Nov 3, 2012
  • Yanlai Chen
    University of Massachusetts
    Oct 9-13, 2012; Nov 28-30, 2012
  • Yi Chen
    Purdue University
    Oct 9-13, 2012
  • Peng Chen
    The University of Texas at Austin
    Oct 9-13, 2012
  • Oliver Cheng
    Brown University
    Sep 11, 2012; Nov 13, 2012
  • Juan Cheng
    Brown University
    Oct 1, 2012
  • Donna Chernyk
    Springer
    Nov 28-30, 2012
  • David Childers
    Yale University
    Sep 14, 2012
  • Heyrim Cho
    Brown University
    Sep 11, 2012
  • Minseok Choi
    Brown University
    Oct 9, 2012
  • Cynthia Clements
    Army Research Laboratory
    Sep 13-14, 2012
  • Anne Collins
    Brown University
    Sep 18, 2012; Sep 19, 2012
  • Giovanni Compiani
    Yale University
    Sep 14, 2012
  • Radu Craiu
    University of Toronto
    Nov 27-Dec 1, 2012
  • Tiangang Cui
    Massachusetts Institute of Technology
    Nov 27-Dec 2, 2012
  • Xia Cui
    Brown University
    Oct 1, 2012
  • David Dahl
    Brigham Young University
    Sep 17-21, 2012
  • Sonjoy Das
    University at Buffalo (SUNY)
    Oct 8-12, 2012
  • Pierpaolo De Blasi
    Università di Torino
    Sep 17-21, 2012
  • Anne de Bouard
    Ecole Polytechnique
    Oct 8-14, 2012
  • Arnaud Debussche
    Universite de Rennes I
    Oct 21-Nov 2, 2012
  • Pierre Del Moral
    INRIA
    Oct 27-Nov 3, 2012
  • Jimmie Doll
    Brown University
    Oct 28-Nov 2, 2012
  • Jing Dong
    Northwestern University
    Sep 5-Dec 7, 2012
  • Hongjie Dong
    Brown University
    Nov 8, 2012
  • Alireza Doostan
    University of Colorado
    Oct 8-12, 2012
  • Finale Doshi-Velez
    Harvard Medical School
    Sep 17-21, 2012
  • Edward Dunne
    American Mathematical Society
    Nov 7, 2012
  • David Dunson
    Duke University
    Sep 17-21, 2012
  • Xuan Duong
    Macquarie University
    Sep 17-21, 2012
  • Paul Dupuis
    Brown University
    Sep 5-Dec 7, 2012
  • David Duvenaud
    University of Toronto
    Sep 16-22, 2012
  • Fariba Fahroo
    DARPA
    Sep 21, 2012; Oct 9-13, 2012
  • Marian Farah
    MRC Biostatistics Unit
    Sep 15-21, 2012
  • Ibrahim Fatkullin
    University of Arizona
    Sep 7-Dec 7, 2012
  • Jonathan Feinberg
    Simula School of Research and Innovation
    Oct 8-13, 2012
  • Gilbert Fellingham
    Brigham Young University
    Sep 16-22, 2012
  • James Fill
    Johns Hopkins University
    Nov 28-30, 2012
  • Wendell Fleming
    Brown University
    Sep 5, 2012; Sep 11, 2012; Oct 2, 2012; Nov 8, 2012; Nov 29, 2012
  • Gersende Fort
    Centre National de la Recherche Scientifique (CNRS)
    Nov 28-30, 2012
  • Sergey Foss
    Heriot-Watt University
    Nov 27-Dec 2, 2012
  • Nicholas Foti
    Dartmouth College
    Sep 16-21, 2012
  • Emily Fox
    University of Washington
    Sep 17-21, 2012
  • Cameron Freer
    Massachusetts Institute of Technology
    Sep 18, 2012
  • Walter Freiberger
    Brown University
    Oct 1, 2012
  • Kassie Fronczyk
    Rice University
    Sep 17-21, 2012
  • David Gamarnik
    Massachusetts Institute of Technology
    Oct 15-19, 2012
  • Zecheng Gan
    Shanghai Jiaotong University
    Sep 4-Dec 7, 2012
  • Mahadevan Ganesh
    Colorado School of Mines
    Oct 8-13, 2012
  • Arnab Ganguly
    University of Louisville
    Sep 1-Dec 31, 2012
  • Nina Gantert
    TU München
    Sep 22-Oct 7, 2012
  • Roger Ghanem
    University of Southern California
    Sep 5-7, 2012; Oct 8-12, 2012
  • Soumya Ghosh
    Brown University
    Sep 13, 2012; Sep 19, 2012
  • Daniel Gitelman
    Brown University
    Nov 7, 2012
  • Claude Gittelson
    Purdue University
    Oct 8-13, 2012
  • David Goldberg
    Georgia Institute of Technology
    Nov 27-Dec 3, 2012
  • Dilan Görür
    Yahoo! Inc.
    Sep 11-25, 2012
  • Genetha Gray
    Sandia National Laboratories
    Nov 28-30, 2012
  • Tristan Gray-Davies
    University of Oxford
    Sep 16-22, 2012
  • James Gubernatis
    Los Alamos National Laboratory
    Sep 9-14, 2012; Oct 29-Nov 2, 2012
  • Thorbjorn Gudmundsson
    Royal Institute of Technology (KTH)
    Oct 27-Dec 8, 2012
  • Michele Guindani
    University of Texas M. D. Anderson Cancer Center
    Sep 17-21, 2012
  • Jerrad Hampton
    University of Colorado
    Oct 9-13, 2012
  • Shuo Han
    California Institute of Technology
    Oct 8-13, 2012
  • Xiaoying Han
    Auburn University
    Oct 9-12, 2012
  • Matthew Harrison
    Brown University
    Sep 5-Dec 7, 2012
  • Florent Hédin
    Universität Basel
    Oct 26-Nov 3, 2012
  • Ron Henderson
    DreamWorks Animation
    Nov 15, 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
    Sep 29-Oct 13, 2012
  • Chris Holmes
    University of Oxford
    Sep 17-21, 2012
  • Mark Homer
    Brown University
    Sep 17, 2012
  • Thomas Hou
    California Institute of Technology
    Oct 8-12, 2012
  • Dionissios Hristopulos
    Technical University of Crete
    Oct 8-14, 2012
  • Peng Hu
    University of Oxford
    Sep 1-Dec 31, 2012
  • Xun Huan
    Massachusetts Institute of Technology
    Oct 9-13, 2012
  • Michael Hughes
    Brown University
    Sep 17, 2012; Sep 19, 2012
  • Henrik Hult
    Royal Institute of Technology (KTH)
    Oct 27-Dec 8, 2012
  • Majid Janzamin
    University of California, Irvine
    Sep 17-Nov 20, 2012
  • Dane Johnson
    Brown University
    Sep 5-Nov 7, 2012
  • Daniel Johnson
    Brown University
    Sep 5, 2012; Sep 17, 2012
  • David Jones
    Harvard University
    Nov 29-30, 2012
  • Hannes Jonsson
    University of Iceland (Háskóli Islands)
    Oct 29-Nov 2, 2012
  • Sandeep Juneja
    Tata Institute of Fundamental Research
    Oct 28-Nov 30, 2012
  • Evangelia Kalligiannaki
    University of Southern California
    Oct 8-14, 2012
  • George Karniadakis
    Brown University
    Sep 5-Dec 7, 2012
  • Arianna Kazez
    Brown University
    Nov 1, 2012
  • Abdul Qayyum Khaliq
    Middle Tennessee State University
    Oct 8-13, 2012
  • Steven Kim
    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
  • Dae Kim
    Brown University
    Sep 13, 2012; Sep 19, 2012
  • Kay Kirkpatrick
    University of Illinois at Urbana-Champaign
    Oct 24-Nov 3, 2012
  • Daniel Klein
    Brown University
    Sep 11, 2012; Sep 13, 2012
  • Caroline Klivans
    Brown University
    Sep 11, 2012
  • Peter Kloeden
    Johann Wolfgang Goethe-Universität Frankfurt
    Oct 8-12, 2012
  • Olga Komarov
    Technion-Israel Institute of Technology
    Oct 27-Nov 3, 2012
  • Nicolai Krylov
    University of Minnesota
    Nov 6-15, 2012
  • Harold Kushner
    Brown University
    Oct 31, 2012
  • Krzysztof Latuszynski
    University of Warwick
    Nov 28-30, 2012
  • Kody Law
    Oak Ridge National Laboratory
    Oct 6-Dec 1, 2012
  • Charles Lawrence
    Brown University
    Sep 12, 2012
  • Chia Ying Lee
    University of North Carolina
    Oct 9-13, 2012
  • Kate Lee
    Auckland University of Technology
    Nov 27-Dec 1, 2012
  • Ben Letham
    Massachusetts Institute of Technology
    Sep 17-21, 2012
  • Randall LeVeque
    University of Washington
    Oct 9, 2012
  • Dong Li
    Princeton University
    Oct 9-13, 2012
  • Juan Li
    Columbia University
    Oct 29-Nov 2, 2012; Nov 27-Dec 1, 2012
  • Xiaoou Li
    Columbia University
    Oct 28-Nov 1, 2012
  • Hong-Xia Li
    Brown University
    Oct 1, 2012
  • Minghai Li
    Clark University
    Oct 29-Nov 2, 2012
  • Antonio Lijoi
    Università di Pavia
    Sep 15-Oct 18, 2012
  • Guang Lin
    Purdue University
    Oct 8-12, 2012
  • Ling Lin
    New York University
    Sep 10-Dec 7, 2012
  • Jun Liu
    Jackson State University
    Sep 5-Dec 7, 2012
  • Jingchen Liu
    Columbia University
    Sep 17-21, 2012; Oct 8-12, 2012; Oct 29-Nov 2, 2012; Nov 15-18, 2012; Nov 28-30, 2012
  • Yufei Liu
    Brown University
    Sep 1-Dec 1, 2012
  • Tao Liu
    Brown University
    Sep 17-21, 2012
  • Jackson Loper
    Brown University
    Sep 5, 2012; Sep 18, 2012
  • Sergey Lototsky
    University of Southern California
    Oct 8-12, 2012
  • Jianfeng Lu
    Duke University
    Oct 29-Nov 2, 2012
  • Didier Lucor
    Universite de Paris VI (Pierre et Marie Curie)
    Oct 8-13, 2012
  • James Lynch
    University of South Carolina
    Sep 16-22, 2012
  • Terry Lyons
    University of Oxford
    Sep 19-23, 2012; Nov 27-Dec 8, 2012
  • Steve MacEachern
    Ohio State University
    Sep 17-21, 2012
  • Mokshay Madiman
    Yale University
    Sep 13-14, 2012
  • Felicia Maria Magpantay
    University of British Columbia
    Oct 28-Nov 3, 2012
  • Ahmad Mahmoody
    Brown University
    Sep 13, 2012
  • Elizabeth Makrides
    Brown University
    Sep 5-Dec 7, 2012
  • Maria Marchenko
    Yale University
    Sep 14, 2012
  • Youssef Marzouk
    Massachusetts Institute of Technology
    Sep 7-Dec 7, 2012
  • Michael Mascagni
    Florida State University
    Oct 28-Nov 3, 2012
  • Kelly McQuighan
    Brown University
    Oct 1, 2012
  • Xiao-Li Meng
    Harvard University
    Nov 28-30, 2012
  • Markus Meuwly
    Universität Basel
    Sep 16-22, 2012; Sep 30-Nov 3, 2012
  • Sean Meyn
    University of Illinois at Urbana-Champaign
    Nov 28-30, 2012
  • Jeffrey Miller
    Brown University
    Sep 13, 2012; Sep 17-21, 2012
  • Shorash Miro
    Ruhr-Universität Bochum
    Oct 1-Nov 15, 2012
  • Richard Moore
    New Jersey Institute of Technology
    Oct 29-Nov 2, 2012
  • Rebecca Morrison
    University of Texas at Austin
    Oct 8-14, 2012
  • Eric Moulines
    Centre National de la Recherche Scientifique (CNRS)
    Nov 28-30, 2012
  • Peter Mueller
    University of Texas at Austin
    Sep 16-22, 2012
  • Karthyek Murthy
    Tata Institute of Fundamental Research
    Sep 11-Nov 30, 2012
  • Sobhan Naderi Parizi
    Brown University
    Sep 19, 2012
  • Dahlia Nadkarni
    Brown University
    Sep 17-21, 2012
  • Akil Narayan
    University of Utah
    Sep 5-Dec 7, 2012
  • Misha Neklyudov
    Tubingen Universitat
    Sep 24, 2012
  • Stephen Ng
    University of Rochester
    Oct 28-Nov 3, 2012
  • Long Nguyen
    University of Michigan
    Sep 16-22, 2012
  • Hao Ni
    University of Oxford
    Sep 20-Dec 31, 2012
  • Andriy Norets
    Princeton University
    Sep 17-21, 2012
  • Ivan Nourdin
    Institut National Polytechnique de Lorraine (INPL)
    Oct 8-12, 2012
  • Pierre Nyquist
    Royal Institute of Technology (KTH)
    Oct 27-Dec 8, 2012
  • Peter Orbanz
    Columbia University
    Sep 7-8, 2012; Sep 14-21, 2012
  • Houman Owhadi
    California Institute of Technology
    Oct 8-13, 2012
  • Jason Pacheco
    Brown University
    Sep 13, 2012; Sep 17, 2012; Sep 18, 2012; Oct 18, 2012; Oct 23, 2012; Nov 1, 2012; Nov 8, 2012
  • Konstantina Palla
    University of Cambridge
    Sep 16-22, 2012
  • Dimitri Papadimitriou
    University of Ghent (UG)
    Oct 8-13, 2012
  • Matthew Parks
    Brown University
    Sep 17, 2012; Sep 18, 2012
  • Robin Pemantle
    University of Pennsylvania
    Nov 13-16, 2012
  • Francesca Petralia
    Duke University
    Sep 17-21, 2012
  • Ivana Petrovic
    Brown University
    Sep 5, 2012; Sep 13, 2012; Sep 14, 2012; Sep 17, 2012
  • Natesh Pillai
    Harvard University
    Nov 1-30, 2012
  • Nuria Plattner
    Universität Basel
    Oct 29-Nov 2, 2012
  • Kamana Porwal
    Indian Institute of Science
    Sep 1-Dec 15, 2012
  • Cristian Predescu
    D. E. Shaw Research
    Oct 29-Nov 2, 2012
  • James Propp
    UMass Lowell
    Sep 11, 2012
  • Igor Pruenster
    Università di Torino
    Sep 15-Oct 28, 2012
  • Fernando Quintana
    Pontifical Catholic University of Chile
    Sep 17-21, 2012
  • Maziar Raissi
    Brown University
    Oct 8-14, 2012
  • Kavita Ramanan
    Brown University
    Sep 5-Dec 7, 2012
  • Dana Randall
    Georgia Institute of Technology
    Nov 28-30, 2012
  • Dominik Reinhold
    Clark University
    Oct 29-Nov 2, 2012; Nov 28-30, 2012
  • Zhao Ren
    Yale University
    Sep 13, 2012
  • Weiqing Ren
    National University of Singapore
    Oct 29-Nov 2, 2012
  • Christian Robert
    Universite de Paris-Dauphine
    Nov 28-30, 2012
  • Philippe Robert
    Institut National de Recherche en Informatique Automatique (INRIA)
    Oct 21-27, 2012
  • Gareth Roberts
    University of Warwick
    Nov 26-Dec 2, 2012
  • Abel Rodriguez
    University of California, Santa Cruz
    Sep 17-21, 2012
  • Jorge Román
    Vanderbilt University
    Nov 27-Dec 1, 2012
  • Jeffrey Rosenthal
    University of Toronto
    Nov 28-Dec 2, 2012
  • Judith Rousseau
    Universite de Paris-Dauphine
    Sep 17-21, 2012
  • Daniel Roy
    University of Cambridge
    Sep 17-21, 2012
  • Boris Rozovsky
    Brown University
    Sep 5-Dec 7, 2012
  • Matteo Ruggiero
    Università di Torino
    Sep 27-Nov 3, 2012
  • Cynthia Rush
    Yale University
    Sep 13-14, 2012
  • Marta Sanz-Sole
    University of Barcelona
    Oct 8-12, 2012
  • Themistoklis Sapsis
    Massachusetts Institute of Technology
    Oct 9-13, 2012
  • Suchi Saria
    Stanford University
    Sep 17-21, 2012
  • Angela Schoergendorfer
    IBM
    Sep 16-21, 2012
  • Jayaram Sethuraman
    Florida State University
    Sep 16-22, 2012
  • Devavrat Shah
    Massachusetts Institute of Technology
    Oct 16-17, 2012
  • Ankur Sharma
    Yale University
    Sep 13-14, 2012
  • Valeriy Slastikov
    University of Bristol
    Nov 17-Dec 1, 2012
  • Laura Slivinski
    Brown University
    Sep 10-Oct 23, 2012; Nov 4-Dec 7, 2012
  • Aaron Smith
    University of Ottawa
    Sep 1, 2012-May 30, 2013
  • Eric Sodomka
    Brown University
    Sep 13, 2012; Sep 14, 2012
  • Bedrich Sousedik
    University of Maryland
    Oct 9-14, 2012; Oct 28-Nov 2, 2012
  • Perla Sousi
    University of Cambridge
    Nov 27-30, 2012
  • Konstantinos Spiliopoulos
    Boston University
    Oct 29-Nov 2, 2012; Nov 27-29, 2012
  • Sanvesh Srivastava
    Purdue University
    Sep 16-21, 2012
  • Jerome Stein
    Brown University
    Oct 9-13, 2012
  • Erik Sudderth
    Brown University
    Sep 5-Nov 14, 2012
  • Libin Sun
    Brown University
    Sep 13, 2012
  • Li Sun
    Brown University
    Sep 13, 2012
  • Xiang Sun
    Brown University
    Oct 28-Nov 2, 2012
  • Ben Swanson
    Brown University
    Sep 14, 2012
  • Barbara Tabak
    The Broad Institute
    Sep 13-21, 2012
  • Molei Tao
    Georgia Institute of Technology
    Oct 9-13, 2012
  • Daniel Tartakovsky
    University of California, San Diego
    Oct 8-12, 2012
  • Ilya Timofeyev
    University of Houston
    Oct 28-Nov 3, 2012
  • Surya Tokdar
    Duke University
    Sep 17-21, 2012
  • Nathaniel Trask
    Sandia National Laboratory
    Oct 1, 2012
  • Michael Tretyakov
    University of Nottingham
    Sep 14-Dec 7, 2012
  • Ivi Tsantili
    National Technical University of Athens
    Oct 7-Nov 10, 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 13-14, 2012
  • Daniele Venturi
    University of California Santa Cruz
    Sep 5-Dec 7, 2012
  • Art Voter
    Los Alamos National Laboratory
    Oct 29-Nov 2, 2012
  • Martin Wainwright
    University of California, Berkeley
    Oct 23, 2012
  • Byron Wallace
    Brown University
    Sep 12, 2012
  • Aya Wallwater
    Columbia University
    Nov 27-30, 2012
  • Xiaoliang Wan
    Louisiana State University
    Sep 5-Dec 7, 2012
  • Zhiran Wang
    Yale University
    Sep 14, 2012
  • Liyao Wang
    Yale University
    Sep 13-14, 2012
  • Xiaofei Wang
    Yale University
    Sep 14, 2012
  • Xiaojing Wang
    University of Connecticut
    Nov 28-30, 2012
  • Lesley Ward
    University of South Australia-Levels Campus
    Sep 17-21, 2012
  • Sinead Williamson
    Carnegie Mellon University
    Sep 17-21, 2012
  • Kasia Wolny
    University of Warwick
    Oct 6-Dec 1, 2012
  • Jaeoh Woo
    Yale University
    Sep 13-14, 2012
  • Wei Wu
    Brown University
    Sep 5-Dec 7, 2012
  • Dongbin Xiu
    Purdue University
    Oct 8-12, 2012
  • Gongjun Xu
    Columbia University
    Oct 28-Nov 3, 2012
  • Kai Yan
    Yale University
    Sep 14, 2012
  • Yang Yang
    Michigan Technological University
    Oct 1, 2012
  • Hongxia Yang
    IBM
    Sep 16-21, 2012
  • Xiao Yang
    Yale University
    Sep 13-14, 2012
  • Saier Ye
    Yale University
    Sep 14, 2012
  • SeeChen Ying
    Brown University
    Oct 29-Nov 3, 2012
  • Nicholas Zabaras
    Notre Dame
    Oct 8-12, 2012
  • Sven Zenker
    Rheinische Friedrich-Wilhelms-Universität Bonn
    Oct 9-11, 2012
  • Zhongqiang Zhang
    Worcester Polytechnic Institute
    Oct 2, 2012; Oct 8-14, 2012; Oct 21, 2012
  • Bo Zhang
    IBM
    Oct 28-Nov 2, 2012; Nov 27-Dec 1, 2012
  • Xiaoxuan Zhang
    IBM
    Sep 16-21, 2012; Oct 28-Nov 2, 2012; Nov 28-30, 2012
  • Mengdi Zheng
    Brown University
    Oct 9, 2012; Nov 27, 2012
  • Jie Zhong
    University of Southern California
    Sep 2-Dec 9, 2012
  • Guangyao Zhou
    Brown University
    Sep 5, 2012
  • Xueyu Zhu
    University of Iowa
    Oct 9-13, 2012
  • Silvia Zuffi
    Brown University
    Sep 13-22, 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 - 9:45am EDTVisitors are welcome to arrive at ICERM anytime after 8:30 am  
9:45 - 10:00am EDTWelcome - ICERM Director11th Floor Lecture Hall 
10:00 - 11:00am EDTOverview of the Workshop on: Monte Carlo Methods in the Physical and Biological Sciences - Eric Vanden Eijnden, NYU11th Floor Lecture Hall 
11:00 - 1:00pm EDTBreak for Lunch  
1:00 - 1:45pm EDTPostdoc Introductions: Rare Events in Lightwave Systems - Daniel Cargill, New Jersey Institute of Technology11th Floor Lecture Hall 
1:50 - 2:35pm EDTPostdoc Introductions: A few approaches to large deviations for stochastic differential equations - Arnab Ganguly, Swiss Federal Institute of Technology11th Floor Lecture Hall 
2:40 - 3:25pm EDTPostdoc Introductions- Particles methods with applications in finance - Peng Hu, Universite de Bordeaux I11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:05 - 4:50pm EDTPostdoc Introductions- Some Comparisons of Markov Chains on Different State Spaces - Aaron Smith, Stanford University11th Floor Lecture Hall 
5:00 - 6:30pm EDTWelcome Reception11th Floor Collaborative Space 
Thursday, September 6, 2012
TimeEventLocationMaterials
10:00 - 11:00am EDTPerformance Analysis of Monte Carlo Methods- An Overview Through Some Examples - Jose Blanchet, Columbia University11th Floor Lecture Hall 
11:00 - 1:00pm EDTBreak for Lunch  
1:00 - 1:20pm EDTGraduate Student Introduction- Asymptotic Coupling with Application in Queuing Systems - Mohammadreza Aghajani, Brown University11th Floor Lecture Hall 
1:20 - 1:40pm EDTGraduate Student Introduction: Efficient Monte Carlo and Tolerance-Enforced Simulation for SDEs in Queueing Networks - Xinyun Chen, Columbia University11th Floor Lecture Hall 
1:40 - 2:00pm EDTGraduate Student Introduction: Exact Sampling of Loss Systems - Jing Dong, Columbia University11th Floor Lecture Hall 
2:00 - 2:20pm EDTGraduate Student Introduction: Importance Sampling and Splitting Schemes Based on Large Deviations - Dane Johnson, Brown University11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Friday, September 7, 2012
TimeEventLocationMaterials
9:40 - 10:00am EDTGraduate 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 - 10:20am EDTGraduate Student Introduction: Understanding Microbial Communities - Elizabeth Makrides, Brown University11th Floor Lecture Hall 
10:20 - 10:40am EDTGraduate Student Introduction: Large deviations for finite state mean field interacting particle systems - Wei Wu, Brown University11th Floor Lecture Hall 
10:40 - 11:00am EDTGraduate Student Introduction: Well-posedness of stochastic hyperbolic equations - Jie Zhong, University of Southern California11th Floor Lecture Hall 
11:00 - 1:30pm EDTBreak for Lunch  
1:30 - 2:30pm EDTReduced predictive models with uncertainty quantification - Roger Ghanem, University of Southern California11th Floor Lecture Hall 
2:30 - 3:30pm EDTOverview of the Workshop on- Bayesian Nonparametrics - Peter Orbanz, Columbia University11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Monday, September 10, 2012
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2:30 - 3:00pm EDTTechnology Tutorial, Part I - Isani Cayetano, ICERM11th Floor Lecture Hall 
3:00 - 3:30pm EDTTechnology Tutorial, Part II - Shaun Wallace, ICERM11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, September 11, 2012
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11:00 - 12:00pm EDTRotor-­routing, smoothing kernels, and reduction of variance; breaking the O(1-over-N) barrier - James Propp, University of Massachusetts11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, September 12, 2012
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2:30 - 3:30pm EDTSimulating quantum dynamics- first steps towards more efficient Monte Carlo methods - Jim Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTProfessional Development Seminar: Job Applications in Academia11th Floor Lecture Hall 
Thursday, September 13, 2012
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9:00 - 10:30am EDTGaussian Processes I - Ryan Adams, Harvard University11th Floor Lecture Hall 
10:30 - 10:50am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:50 - 12:20pm EDTGaussian Processes II - Ryan Adams, Harvard University11th Floor Lecture Hall 
12:20 - 1:40pm EDTBreak for Lunch  
1:40 - 3:10pm EDTCombinatorial Stochastic Processes I - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall 
3:10 - 3:30pm EDTCoffee/Tea Break11th Floor Collaborative Space  
3:30 - 5:00pm EDTCombinatorial Stochastic Processes II - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall 
Friday, September 14, 2012
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9:30 - 10:30am EDTMatlab Practical: Gaussian Processes - Dilan Görür, University of California, Irvine11th Floor Lecture Hall 
10:30 - 11:00am EDTCoffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00pm EDTMatlab Practical: Dirichlet Processes - Dilan Görür, University of California, Irvine11th Floor Lecture Hall 
12:00 - 1:30pm EDTBreak for Lunch  
1:30 - 3:30pm EDTTheoretical Foundations I - Peter Orbanz, University of Cambridge11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Monday, September 17, 2012
TimeEventLocationMaterials
8:30 - 8:55am EDTRegistration & Welcome Coffee11th Floor Collaborative Space 
8:55 - 9:00am EDTWelcome - ICERM Director, Jill Pipher11th Floor Lecture Hall 
9:15 - 10:00am EDTUsing Bayesian Nonparametrics for Practical Optimization of Machine Learning Algorithms - Ryan Adams, Harvard University11th Floor Lecture Hall 
10:00 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15am EDTComputer Emulation with Non-Stationary Gaussian Processes - Surya Tokdar, Duke University11th Floor Lecture Hall
11:15 - 12:00pm EDTBayesian nonparametrics for adaptive surveys and tests - Lawrence Carin, Duke University11th Floor Lecture Hall 
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTConvergence of latent mixing measures in finite and infinite mixture models - Long Nguyen, University of Michigan11th Floor Lecture Hall
2:45 - 3:30pm EDTDirichlet process mixtures are inconsistent for the number of components in a finite mixture - Jeffrey Miller, Brown University11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45pm EDTBayesian estimation of the discrepancy with misspecified parametric models - Pierpaolo De Blasi, Universita di Torino11th Floor Lecture Hall
5:00 - 6:30pm EDTWelcome Reception11th Floor Collaborative Space 
Tuesday, September 18, 2012
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9:15 - 10:00am EDTBayesian Nonparametric Approaches for Partially-Observable Reinforcement Learning - Finale Doshi-Velez, Massachusetts Institute of Technology11th Floor Lecture Hall 
10:00 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15am EDTSpecies sampling priors for the analysis of array CGH data - Michele Guindani, University of Texas, MD Anderson Cancer Center11th Floor Lecture Hall 
11:15 - 12:00pm EDTOn a simple class of Bayesian nonparametric autoregression models - Fernando Quintana, Pontifical Catholic University of Chile11th Floor Lecture Hall
12:00 - 5:00pm EDTAfternoon Free for Collaborations  
Wednesday, September 19, 2012
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9:15 - 10:00am EDTNonparametric Bayes tensor factorizations for big data - David B. Dunson, Duke University11th Floor Lecture Hall
10:00 - 10:05am EDTGroup Photo11th Floor Lecture Hall 
10:05 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15am EDTBayesian Emulation and Calibration of a Dynamic Model for an H1N1 Influenza Epidemic - Marian Farah, MRC Biostatistics Unit11th Floor Lecture Hall
11:15 - 12:00pm EDTDiscovery and prediction from clinical physiologic data - Suchi Saria, Stanford University11th Floor Lecture Hall 
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTNonparametric priors for exchangeable graphs and arrays - Peter Orbanz, Columbia University11th Floor Lecture Hall
2:45 - 3:30pm EDTFurther structure underlying the beta (and Indian buffet) process - Daniel Roy, University of Cambridge11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45pm EDTMultiresolution Gaussian Processes - Emily Fox, University of Washington11th Floor Lecture Hall
7:00 - 8:30pm EDTPoster Session & Dessert Reception11th Floor Collaborative Space and Lecture Hall 
Thursday, September 20, 2012
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9:15 - 10:00am EDTClusters and features from combinatorial stochastic processes - Tamara Broderick, University of California, Berkeley11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15am EDTSlice sampling dependent normalized random measures - Sinead Williamson, Carnegie Mellon University11th Floor Lecture Hall 
11:15 - 12:00pm EDTThe tilted Beta process - Nils Lid Hjort, University of Oslo11th Floor Lecture Hall
12:00 - 12:05pm EDTSurvey Distribution  
12:05 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTNonparametric priors for analyzing censored data and data from repair models - Jayaram Sethuraman, Florida State University11th Floor Lecture Hall
2:45 - 3:30pm EDTCanonically correlated random measures and an application to survival analysis - Antonio Lijoi, Universita di Pavia11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45pm EDTA nonparametric regression model for Bayesian survival analysis - Chris Holmes, University of Oxford11th Floor Lecture Hall
Friday, September 21, 2012
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9:15 - 10:00am EDTBayes factors for high and infinite dimensional models - Steve MacEachern, Ohio State University11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:15am EDTOn adaptation for the posterior distribution under local and sup-norm losses - Judith Rousseau, Universite de Paris-Dauphine11th Floor Lecture Hall
11:15 - 12:00pm EDTPosterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional Models - Andriy Norets, Princeton University11th Floor Lecture Hall 
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTModeling exchangeable collections of networks using nonparametric Bayesian mixtures - Abel Rodriguez, University of California, Santa Cruz11th Floor Lecture Hall 
2:45 - 3:30pm EDTRandom Partition Distributions Indexed by Pairwise Information - David Dahl, Brigham Young University11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:45pm EDTOn some distributional properties of Gibbs-type priors - Igor Pruenster, University of Torino & Collegio Carlo Alberto11th Floor Lecture Hall
5:00 - 6:00pm EDTWhat do rough paths have to do with finance - Terry Lyons, University of Oxford11th Floor Lecture Hall 
Monday, September 24, 2012
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2:30 - 3:30pm EDTThe role of noise in ensembles of nanomagnetic particles - M. Neklyudov, Tubingen Universitat11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, September 25, 2012
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11:00 - 12:00pm EDTDirected random walk on an oriented percolation cluster - Nina Gantert, Technische Universitat Munchen11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, September 26, 2012
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3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Thursday, September 27, 2012
TimeEventLocationMaterials
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Friday, September 28, 2012
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2:30 - 3:30pm EDTPostdoc/Grad Student Seminar - TBA11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Monday, October 1, 2012
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11:00 - 12:00pm EDTIntroduction to Uncertainty Quantification I - A. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 2, 2012
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11:00 - 12:00pm EDTBacterial chemotaxis and coalescing diffusions - Ibrahim Fatkullin, University of Arizona11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTProfessional Development Seminar: Hiring Process11th Floor Lecture Hall 
Wednesday, October 3, 2012
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11:00 - 12:00pm EDTIntroduction to Uncertainty Quantification II - A. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Thursday, October 4, 2012
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3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Friday, October 5, 2012
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2:30 - 3:30pm EDTPostdoc/Grad Student Seminar - TBA10th Floor Classroom 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTNew Horizons in Uncertainty Quantification - Roger Ghanem, University of Southern California11th Floor Lecture Hall 
5:15 - 5:45pm EDTDiscussion11th Floor Lecture Hall 
Tuesday, October 9, 2012
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8:30 - 8:55am EDTRegistration & Welcome Coffee 11th Floor Collaborative Space 
8:55 - 9:00am EDTWelcome - Jill Pipher, ICERM Director11th Floor Lecture Hall 
9:15 - 10:00am EDTIntroduction to UQ. A Tutorial - Roger Ghanem, University of Southern California 11th Floor Lecture Hall 
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTStrategies to Quantify Epistemic Uncertainty- Dealing with Uncertainty of Uncertainty - Dongbin Xiu, Purdue University11th Floor Lecture Hall
11:15 - 12:00pm EDTBuilding Surrogates of Very Expensive Computer Codes- Applications to Uncertainty Quantification - Nicholas Zabaras, Cornell University11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTA Dynamic Bi-Orthogonal Stochastic Method for Solving Time-Dependent Stochastic PDEs - Thomas Hou, California Institute of Technology11th Floor Lecture Hall
2:45 - 3:30pm EDTInference and Data Assimilation with Optimal Maps - Youssef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break 11th Floor Collaborative Space 
4:00 - 4:45pm EDTScalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological Systems - Guang Lin, Pacific Northwest National Laboratory11th Floor Lecture Hall
5:00 - 6:30pm EDTWelcome Reception 11th Floor Collaborative Space 
Wednesday, October 10, 2012
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9:15 - 10:00am EDTA support theorem in Holder norm for a stochastic wave equation - Marta Sanz-Sole, University of Barcelona11th Floor Lecture Hall
10:00 - 10:05am EDTGroup Photo11th Floor Lecture Hall 
10:05 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTParameter Estimation in Second-order Continuous Time Linear Autoregressions - Sergey Lototsky, University of Southern California11th Floor Lecture Hall
11:15 - 12:00pm EDTStein's Method with Malliavin Calculus - Ivan Nourdin, Vandoeuvre-les-Nancy11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTStochastic Models in Fiber Optics - Anne de Bouard, Ecole Polytechnique11th Floor Lecture Hall
2:45 - 3:30pm EDTNumerical approximation of random and stochastic (partial) differential equations - Peter Kloeden, Institute of Mathematics, Goethe University11th Floor Lecture Hall
3:30 - 4:00pm EDTCoffee/Tea Break 11th Floor Collaborative Space 
4:00 - 4:45pm EDTCan Optimal Statistical Estimators be Computed? - Houman Owhadi, California Institute of Technology11th Floor Lecture Hall 
7:00 - 8:30pm EDTPoster Session & Dessert Reception 11th Floor Collaborative Space and Lecture Hall 
Thursday, October 11, 2012
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9:15 - 10:00am EDTForward and Backward Uncertainty Propagation in Non-linear Shock-dominated Problems - Didier Lucor, CNRS - Pierre and Marie Curie University11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTLayer Methods for Navier-Stokes Equations with Additive Noise - M.V. Tretyakov, University of Nottingham11th Floor Lecture Hall
11:15 - 12:00pm EDTPDF Solutions of Stochastic Hyperbolic Equations - Daniel Tartakovsky, University of California, San Diego11th Floor Lecture Hall 
12:00 - 12:45pm EDTNonlinear Instability of Two-dimensional Poiseuille Flows in a Long Channel - Xiaoliang Wan, Louisiana State University11th Floor Lecture Hall
12:45 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTA 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 - 3:30pm EDTBlended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic Systems - Themis Sapsis, Courant Institute of Mathematical Sciences11th Floor Lecture Hall
3:30 - 3:35pm EDTSurvey Distribution11th Floor Lecture Hall 
3:35 - 4:05pm EDTCoffee/Tea Break 11th Floor Collaborative Space 
4:00 - 5:00pm EDTMathematical Modeling of Human Lymphocyte Proliferation with CFSE Data - H.T. Banks, North Carolina State University11th Floor Lecture Hall
Friday, October 12, 2012
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9:15 - 10:00am EDTTBA - Dong Li, University of British Columbia11th Floor Lecture Hall 
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTStochastic model reduction using low-rank separated representations - Alireza Doostan, University of Colorado11th Floor Lecture Hall
11:15 - 12:00pm EDTPositive-definite random matrix ensembles in multi-scale mechanics - Sonjoy Das, University at Buffalo (SUNY)11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 5:00pm EDTAfternoon of Collaborations11th Floor Collaborative Space 
Saturday, October 13, 2012
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9:15 - 10:00am EDTWiener Chaos Expansion for Random Perturbations in SPDEs - Chia Ying Lee, University of North Carolina at Chapel Hill11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break 11th Floor Collaborative Space 
10:30 - 11:15am EDTStochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White Noise - Zhongqiang Zhang, Brown University11th Floor Lecture Hall
11:15 - 12:00pm EDTStatistical Models of Spatial Processes Based on Local-Interaction Energy Functionals - Dionissios T. Hristopulos, Technical University of Crete11th Floor Lecture Hall
12:00 - 2:00pm EDTBreak for Lunch  
2:00 - 2:45pm EDTThe expected signature of a diffusion process and its PDE - Hao Ni, University of Oxford11th Floor Lecture Hall
3:00 - 3:30pm EDTCoffee/Tea Break  
3:30 - 4:15pm EDTTBA - TBA11th Floor Lecture Hall 
4:15 - 4:45pm EDTConference Farewell 11th Floor Lecture Hall 
Monday, October 15, 2012
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3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 16, 2012
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11:00 - 12:00pm EDTCombinatorial optimization on random graphs. Survey. - David Gamarnik, Massachusetts Institute of Technology11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, October 17, 2012
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2:30 - 3:30pm EDTComputing Choice - Devavrat Shah, Massachusetts Institute of Technology11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTComputing Choice - Devavrat Shah, Massachusetts Institute of Technology11th Floor Lecture Hall 
Thursday, October 18, 2012
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11:00 - 12:00pm EDTCombinatorial optimization on random graphs. Survey. - David Gamarnik, Massachusetts Institute of Technology11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTProfessional Development Seminar: Ethics in Research I11th Floor Lecture Hall 
Friday, October 19, 2012
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2:00 - 3:30pm EDTPostdoc/Grad Student Seminar11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Monday, October 22, 2012
TimeEventLocationMaterials
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, October 23, 2012
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11:00 - 12:00pm EDTStructure estimation in graphical models- Practical algorithms and information-theoretic limits - Martin Wainwright, University of California, Berkeley11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm EDTProfessional Development Seminar: Ethics in Research II11th Floor Lecture Hall 
Wednesday, October 24, 2012
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2:30 - 3:30pm EDTOn the Fluid Limits of a Resource Sharing Algorithm with Logarithmic Weights - Phillipe Robert, INRIA11th Floor Lecture Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Thursday, October 25, 2012
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11:00 - 12:00pm EDTDiffusion limit for a stochastic kinetic problem - Arnaud Debussche, Ecole Normale Superieure de Cachan  
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Friday, October 26, 2012
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9:30 - 11:00am EDTTutorial Session- Monte Carlo Methods in the Physical and Biological Sciences - Paul Dupuis, Brown University11th Floor Lecure Hall 
3:30 - 4:00pm EDTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, October 31, 2012
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8:30 - 8:55am EDTRegistration  
8:55 - 9:00am EDTWelcome - Jill Pipher, Director, ICERM  
9:00 - 10:20am EDTAccelerated Molecular Dynamics Methods - Arthur F. Voter, Los Alamos National Laboratory11th Floor Lecture Hall
10:20 - 10:40am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:40 - 11:30am EDTExtension of the string method for saddle points search - Weiqing Ren, National University of Singapore and IHPC11th Floor Lecture Hall
11:30 - 12:20pm EDTComputational Approaches to Investigate Ligand Migration Pathways in Proteins - Markus Meuwly, Universitat Basel11th Floor Lecture Hall
12:15 - 2:00pm EDTBreak for Lunch and Free Time  
2:00 - 2:50pm EDTAdaptive Kinetic Monte Carlo for Long Time Simulations and Global Optimization - Hannes Jonsson, University of Iceland (Haskoli Islands)11th Floor Lecture Hall
2:50 - 3:20pm EDTCoffee/Tea Break11th Floor Collaborative Space 
3:20 - 4:30pm EDTChallenges in Path Integral Monte Carlo - David Ceperley, University of Illinois Urbana-Champaign11th Floor Lecture Hall
7:00 - 8:30pm EDTPoster Session and Dessert Reception 11th Floor Lecture Hall and Collaborative Space 
Thursday, November 1, 2012
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9:00 - 9:50am EDTFerromagnets and the mean-field classical Heisenberg model - Kay Kirkpatrick, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:20am EDTConcentration inequalities for Feynman-Kac particle models and their applications - Pierre Del Moral, INRIA11th Floor Lecture Hall
11:20 - 12:10pm EDTSign and Phase Problems in Markov Chain Monte Carlo- Sampling the Unsampleable - James E. Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall
12:10 - 2:00pm EDTBreak for Lunch and Free Time  
2:00 - 2:50pm EDTMetastability and Monte Carlo Methods for Multiscale Problems - Konstantinos Spiliopoulos, Boston University11th Floor Lecture Hall
2:50 - 2:55pm EDTGroup Photo11th Floor Lecture Hall 
2:55 - 3:35pm EDTCoffee/Tea Break11th Floor Collaborative Space 
3:30 - 4:20pm EDTOvercoming the rare-event sampling problem in biological systems with infinite swapping - Nuria Plattner, Universitat Basel11th Floor Lecture Hall
4:30 - 6:00pm EDTWorkshop Reception  
Friday, November 2, 2012
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9:00 - 9:50am EDTAntithetic Thermostat for Fast Computing Machines - Cristian Predescu, D. E. Shaw Research11th Floor Lecture Hall
10:00 - 10:30am EDTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:20am EDTMetastability and coarse-graining of stochastic systems - Jianfeng Lu, Duke University11th Floor Lecture Hall
11:20 - 12:10pm EDTBayesian inference of three-dimensional chromosomal organization from Hi-C data - Jun Liu, Harvard University11th Floor Lecture Hall
12:20 - 5:00pm EDTAfternoon for Collaborations11th Floor Lecture Hall 
3:00 - 3:30pm EDTCoffee/Tea Break11th Floor Collaborative Space  
Monday, November 5, 2012
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11:00 - 12:00pm ESTDiscretization 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 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 6, 2012
TimeEventLocationMaterials
11:00 - 12:00pm ESTDiscretization 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 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTProfessional Development Seminar: Papers and Journals11th Floor Lecture Hall 
Wednesday, November 7, 2012
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2:30 - 3:30pm ESTSparse Graph Limits. Part 1- Left and Right Convergence - Jennifer Chayes, Microsoft Research11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTSparse Graph Limits. Part 2- Partitions and Large Deviation Convergence - Christian Borgs, Microsoft Research11th Floor Lecture Hall 
Thursday, November 8, 2012
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10:00 - 11:00am ESTOn stochastic differential games - Nicolai Krylov, University of Minnesota11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:30 - 5:30pm ESTPublic Lecture: A Tale of Two Climates - Christopher K.R.T. Jones, University of North Carolina, Chapel Hill11th Floor Lecture Hall 
Friday, November 9, 2012
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1:00 - 7:30pm ESTBlackwell-Tapia Conference11th Floor Lecture Hall 
2:30 - 3:30pm ESTPostdoc/Grad Student Seminar10th Floor Classroom 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Monday, November 12, 2012
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3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 13, 2012
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11:00 - 12:00pm ESTOverview of generating functions and their uses - Robin Pemantle, University of Pennsylvania11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, November 14, 2012
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2:00 - 3:30pm ESTRates of exponential growth and decay - Robin Pemantle, University of Pennsylvania11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Thursday, November 15, 2012
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10:00 - 11:30am ESTInverse Fourier transforms - Robin Pemantle, University of Pennsylvania11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
5:00 - 7:00pm ESTPublic 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 - 3:30pm ESTPostdoc/Grad Student Seminar11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Monday, November 19, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 20, 2012
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11:00 - 12:00pm ESTLarge deviations for weighted empirical measures arising in importance sampling - Henrik Hult, KTH Royal Institute of Technology11th Floor Lecture Hall 
2:30 - 3:30pm ESTThe Concert Queueing Game with a Fluid-Finite Random Population - Sandeep Juneja, Tata Institute of Fundamental Research11th Floor Lecture Hall 
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTProfessional Development Seminar: Grant Proposals11th Floor Lecture Hall 
Wednesday, November 21, 2012
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3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Thursday, November 22, 2012
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8:00 - 5:00pm ESTICERM is Closed  
Friday, November 23, 2012
TimeEventLocationMaterials
8:00 - 5:00pm ESTICERM is Closed  
Monday, November 26, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, November 27, 2012
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11:00 - 12:00pm ESTOptimal Scaling of MCMC algorithms - Natesh Pillai, Harvard University11th Floor Lecture Hall 
2:30 - 3:30pm ESTAccurate filtering for the Navier-Stokes Equation - Kody Law, University of Warwick11th Floor Lecture Hall 
3:30 - 3:40pm ESTICERM Long Term Visitor Group Photo 11th Floor Lecture Hall 
3:40 - 4:10pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, November 28, 2012
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9:00 - 9:25am ESTRegistration and Welcome Coffee11th Floor Collaborative Space 
9:25 - 9:30am ESTICERM Director's Welcome11th Floor Lecture Hall 
9:30 - 10:30am ESTImportance sampling in the neighborhood of a stable equilibrium point - Paul Dupuis, Brown University11th Floor Lecture Hall
10:30 - 11:00am ESTCoffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00pm ESTContinuous Sequential Importance Sampling for Irreducible Diffusions - Krzysztof Latuszynski, University of Warwick11th Floor Lecture Hall
12:00 - 2:30pm ESTBreak for Lunch and Free Time  
2:30 - 3:30pm ESTABC and empirical likelihood - Christian Robert, Universite de Paris-Dauphine11th Floor Lecture Hall
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTSome Recent Advances in Optimal Scaling for MCMC - Gareth Roberts, University of Warwick11th Floor Lecture Hall
5:15 - 6:45pm ESTWelcome Reception11th Floor Collaborative Space 
Thursday, November 29, 2012
TimeEventLocationMaterials
9:00 - 10:00am ESTFeedback Particle Filter - Sean Meyn, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
10:00 - 10:30am ESTCoffee/Tea Break11th Floor Collaborative Space 
10:30 - 11:30am ESTCan local particle filters beat the curse of dimensionality - Ramon van Handel, Princeton University11th Floor Lecture Hall
11:30 - 11:40am ESTGroup Photo11th Floor Lecture Hall 
11:40 - 2:30pm ESTBreak for Lunch and Free Time  
2:30 - 3:30pm ESTSlow Mixing for the Hard-Core Model on Z^2 - Dana Randall, Georgia Institute of Technology11th Floor Lecture Hall
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 5:00pm ESTComparison Inequalities and Fastest-Mixing Markov Chains - Jim Fill, Johns Hopkins University11th Floor Lecture Hall
7:00 - 8:30pm ESTPoster Session11th Floor Lecture Hall and Collaborative Space 
Friday, November 30, 2012
TimeEventLocationMaterials
9:30 - 10:30am ESTAdaptive and Interacting MCMC algorithms - Eric Moulines, Centre National de la Recherche Scientifique (CNRS)11th Floor Lecture Hall 
10:30 - 11:00am ESTCoffee/Tea Break11th Floor Collaborative Space 
11:00 - 12:00pm ESTOn the empirical efficiency of local MCMC algorithms with auxiliary variables - Mylene Bedard, University of Montreal11th Floor Lecture Hall
12:00 - 2:30pm ESTBreak for Lunch and Free Time  
2:30 - 3:30pm ESTThe 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 - 3:35pm ESTPlease don't forget to fill out your survey, thanks!11th Floor Lecture Hall 
3:35 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Monday, December 3, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Tuesday, December 4, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
Wednesday, December 5, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break  
Thursday, December 6, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break11th Floor Collaborative Space 
4:00 - 4:30pm ESTClosing Event Discussion Panel11th Floor Collaborative Space 
4:30 - 6:00pm ESTClosing Reception11th Floor Collaborative Space 
Friday, December 7, 2012
TimeEventLocationMaterials
3:30 - 4:00pm ESTCoffee/Tea Break  

Associated Semester Workshops

Bayesian Nonparametrics
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Sep 17 - 21, 2012
Semester Workshop
Uncertainty Quantification
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Oct 9 - 13, 2012
Semester Workshop
Performance Analysis of Monte Carlo Methods
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Nov 28 - 30, 2012
Semester Workshop