ICERM Semester Program on "Computational Challenges in Probability"
(September 5, 2012  December 7, 2012)
[Image: E. VandenEijnden]
Introduction
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 highdimensional 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.
Associated Events & Information
This page will show upcoming seminars that will be scheduled by organizers, speakers, and participants of the Fall 2012 semester program. Walkins are welcomed and encouraged for these seminars. Please check back regularly for updates.
We provide an iCal link for those attendees who wish to sync their own devices and/or calendars to our schedule.
Wednesday  September 5, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

8:30  9:45  Visitors are welcome to arrive at ICERM anytime after 8:30 am     
9:45  10:00  Welcome  ICERM Director  11th Floor Lecture Hall   
10:00  11:00  Overview of the Workshop on: Monte Carlo Methods in the Physical and Biological Sciences  Eric Vanden Eijnden, NYU  11th Floor Lecture Hall   
11:00  1:00  Break for Lunch     
1:00  1:45  Postdoc Introductions: Rare Events in Lightwave Systems  Daniel Cargill, New Jersey Institute of Technology  11th Floor Lecture Hall   
1:50  2:35  Postdoc Introductions: A few approaches to large deviations for stochastic differential equations  Arnab Ganguly, Swiss Federal Institute of Technology  11th Floor Lecture Hall   
2:40  3:25  Postdoc Introductions Particles methods with applications in finance  Peng Hu, Universite de Bordeaux I  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:05  4:50  Postdoc Introductions Some Comparisons of Markov Chains on Different State Spaces  Aaron Smith, Stanford University  11th Floor Lecture Hall   
5:00  6:30  Welcome Reception   11th Floor Collaborative Space   
Thursday  September 6, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

10:00  11:00  Performance Analysis of Monte Carlo Methods An Overview Through Some Examples  Jose Blanchet, Columbia University  11th Floor Lecture Hall   
11:00  1:00  Break for Lunch     
1:00  1:20  Graduate Student Introduction Asymptotic Coupling with Application in Queuing Systems  Mohammadreza Aghajani, Brown University  11th Floor Lecture Hall   
1:20  1:40  Graduate Student Introduction: Efficient Monte Carlo and ToleranceEnforced Simulation for SDEs in Queueing Networks  Xinyun Chen, Columbia University  11th Floor Lecture Hall   
1:40  2:00  Graduate Student Introduction: Exact Sampling of Loss Systems  Jing Dong, Columbia University  11th Floor Lecture Hall   
2:00  2:20  Graduate Student Introduction: Importance Sampling and Splitting Schemes Based on Large Deviations  Dane Johnson, Brown University  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Friday  September 7, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:40  10:00  Graduate Student Introduction Monte Carlo simulation of electrolytes near a spherical dielectric interface modeling and algorithms  Zecheng Gan, Shanghai Jiao Tong University  11th Floor Lecture Hall   
10:00  10:20  Graduate Student Introduction: Understanding Microbial Communities  Elizabeth Makrides, Brown University  11th Floor Lecture Hall   
10:20  10:40  Graduate Student Introduction: Large deviations for finite state mean field interacting particle systems  Wei Wu, Brown University  11th Floor Lecture Hall   
10:40  11:00  Graduate Student Introduction: Wellposedness of stochastic hyperbolic equations  Jie Zhong, University of Southern California  11th Floor Lecture Hall   
11:00  1:30  Break for Lunch     
1:30  2:30  Reduced predictive models with uncertainty quantification  Roger Ghanem, University of Southern California  11th Floor Lecture Hall   
2:30  3:30  Overview of the Workshop on Bayesian Nonparametrics  Peter Orbanz, Columbia University  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  September 10, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:00  Technology Tutorial, Part I  Isani Cayetano, ICERM  11th Floor Lecture Hall   
3:00  3:30  Technology Tutorial, Part II  Shaun Wallace, ICERM  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  September 11, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Rotorrouting, smoothing kernels, and reduction of variance; breaking the O(1overN) barrier  James Propp, University of Massachusetts  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  September 12, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  Simulating quantum dynamics first steps towards more efficient Monte Carlo methods  Jim Gubernatis, Los Alamos National Laboratory  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Professional Development Seminar: Job Applications in Academia   11th Floor Lecture Hall   
Thursday  September 13, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:00  10:30  Gaussian Processes I  Ryan Adams, Harvard University  11th Floor Lecture Hall   
10:30  10:50  Coffee/Tea Break   11th Floor Collaborative Space   
10:50  12:20  Gaussian Processes II  Ryan Adams, Harvard University  11th Floor Lecture Hall   
12:20  1:40  Break for Lunch     
1:40  3:10  Combinatorial Stochastic Processes I  Tamara Broderick, University of California, Berkeley  11th Floor Lecture Hall   
3:10  3:30  Coffee/Tea Break   11th Floor Collaborative Space   
3:30  5:00  Combinatorial Stochastic Processes II  Tamara Broderick, University of California, Berkeley  11th Floor Lecture Hall   
Friday  September 14, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:30  10:30  Matlab Practical: Gaussian Processes  Dilan Görür, University of California, Irvine  11th Floor Lecture Hall   
10:30  11:00  Coffee/Tea Break   11th Floor Collaborative Space   
11:00  12:00  Matlab Practical: Dirichlet Processes  Dilan Görür, University of California, Irvine  11th Floor Lecture Hall   
12:00  1:30  Break for Lunch     
1:30  3:30  Theoretical Foundations I  Peter Orbanz, University of Cambridge  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  September 17, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

8:30  8:55  Registration & Welcome Coffee   11th Floor Collaborative Space   
8:55  9:00  Welcome  ICERM Director, Jill Pipher  11th Floor Lecture Hall   
9:15  10:00  Using Bayesian Nonparametrics for Practical Optimization of Machine Learning Algorithms  Ryan Adams, Harvard University  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Computer Emulation with NonStationary Gaussian Processes  Surya Tokdar, Duke University  11th Floor Lecture Hall   
11:15  12:00  Bayesian nonparametrics for adaptive surveys and tests  Lawrence Carin, Duke University  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  2:45  Convergence of latent mixing measures in finite and infinite mixture models  Long Nguyen, University of Michigan  11th Floor Lecture Hall   
2:45  3:30  Dirichlet process mixtures are inconsistent for the number of components in a finite mixture  Jeffrey Miller, Brown University  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:45  Bayesian estimation of the discrepancy with misspecified parametric models  Pierpaolo De Blasi, Universita di Torino  11th Floor Lecture Hall   
5:00  6:30  Welcome Reception   11th Floor Collaborative Space   
Tuesday  September 18, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  Bayesian Nonparametric Approaches for PartiallyObservable Reinforcement Learning  Finale DoshiVelez, Massachusetts Institute of Technology  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Species sampling priors for the analysis of array CGH data  Michele Guindani, University of Texas, MD Anderson
Cancer Center  11th Floor Lecture Hall   
11:15  12:00  On a simple class of Bayesian nonparametric autoregression models  Fernando Quintana, Pontifical Catholic University of Chile  11th Floor Lecture Hall   
12:00  5:00  Afternoon Free for Collaborations     
Wednesday  September 19, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  Nonparametric Bayes tensor factorizations for big data  David B. Dunson, Duke University  11th Floor Lecture Hall   
10:00  10:05  Group Photo   11th Floor Lecture Hall   
10:05  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Bayesian Emulation and Calibration of a Dynamic Model for an H1N1 Influenza Epidemic  Marian Farah, MRC Biostatistics Unit  11th Floor Lecture Hall   
11:15  12:00  Discovery and prediction from clinical physiologic data  Suchi Saria, Stanford University  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  2:45  Nonparametric priors for exchangeable graphs and arrays  Peter Orbanz, Columbia University  11th Floor Lecture Hall   
2:45  3:30  Further structure underlying the beta (and Indian buffet) process  Daniel Roy, University of Cambridge  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:45  Multiresolution Gaussian Processes  Emily Fox, University of Washington  11th Floor Lecture Hall   
7:00  8:30  Poster Session & Dessert Reception   11th Floor Collaborative Space and Lecture Hall   
Thursday  September 20, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  Clusters and features from combinatorial stochastic processes  Tamara Broderick, University of California, Berkeley  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Slice sampling dependent normalized random measures  Sinead Williamson, Carnegie Mellon University  11th Floor Lecture Hall   
11:15  12:00  The tilted Beta process  Nils Lid Hjort, University of Oslo  11th Floor Lecture Hall   
12:00  12:05  Survey Distribution     
12:05  2:00  Break for Lunch     
2:00  2:45  Nonparametric priors for analyzing censored data and data from repair models  Jayaram Sethuraman, Florida State University  11th Floor Lecture Hall   
2:45  3:30  Canonically correlated random measures and an application to survival analysis  Antonio Lijoi, Universita di Pavia  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:45  A nonparametric regression model for Bayesian survival analysis  Chris Holmes, University of Oxford  11th Floor Lecture Hall   
Friday  September 21, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  Bayes factors for high and infinite dimensional models  Steve MacEachern, Ohio State University  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  On adaptation for the posterior distribution under local and supnorm losses  Judith Rousseau, Universite de ParisDauphine  11th Floor Lecture Hall   
11:15  12:00  Posterior Consistency in KullbackLeibler Divergence with Applications to Misspecified Infinite Dimensional Models  Andriy Norets, Princeton University  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  2:45  Modeling exchangeable collections of networks using nonparametric Bayesian mixtures  Abel Rodriguez, University of California, Santa Cruz  11th Floor Lecture Hall   
2:45  3:30  Random Partition Distributions Indexed by Pairwise Information  David Dahl, Brigham Young University  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:45  On some distributional properties of Gibbstype priors  Igor Pruenster, University of Torino & Collegio Carlo Alberto  11th Floor Lecture Hall   
5:00  6:00  What do rough paths have to do with finance  Terry Lyons, University of Oxford  11th Floor Lecture Hall   
Monday  September 24, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  The role of noise in ensembles of nanomagnetic particles  M. Neklyudov, Tubingen Universitat  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  September 25, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Directed random walk on an oriented percolation cluster  Nina Gantert, Technische Universitat Munchen  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  September 26, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Thursday  September 27, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Friday  September 28, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  Postdoc/Grad Student Seminar  TBA  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  October 1, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Introduction to Uncertainty Quantification I  A. Narayan, University of Massachusetts Dartmouth  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  October 2, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Bacterial chemotaxis and coalescing diffusions  Ibrahim Fatkullin, University of Arizona  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Professional Development Seminar: Hiring Process   11th Floor Lecture Hall   
Wednesday  October 3, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Introduction to Uncertainty Quantification II  A. Narayan, University of Massachusetts Dartmouth  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Thursday  October 4, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Friday  October 5, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  Postdoc/Grad Student Seminar  TBA  10th Floor Classroom   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  New Horizons in Uncertainty Quantification  Roger Ghanem, University of Southern California  11th Floor Lecture Hall   
5:15  5:45  Discussion   11th Floor Lecture Hall   
Tuesday  October 9, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

8:30  8:55  Registration & Welcome Coffee   11th Floor Collaborative Space   
8:55  9:00  Welcome  Jill Pipher, ICERM Director  11th Floor Lecture Hall   
9:15  10:00  Introduction to UQ. A Tutorial  Roger Ghanem, University of Southern California  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Strategies to Quantify Epistemic Uncertainty Dealing with Uncertainty of Uncertainty  Dongbin Xiu, Purdue University  11th Floor Lecture Hall   
11:15  12:00  Building Surrogates of Very Expensive Computer Codes Applications to Uncertainty Quantification  Nicholas Zabaras, Cornell University  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  2:45  A Dynamic BiOrthogonal Stochastic Method for Solving TimeDependent Stochastic PDEs  Thomas Hou, California Institute of Technology  11th Floor Lecture Hall   
2:45  3:30  Inference and Data Assimilation with Optimal Maps  Youssef Marzouk, Massachusetts Institute of Technology  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:45  Scalable Uncertainty Quantification and Parameter Estimation for HighDimensional Environmental and Biological Systems  Guang Lin, Pacific Northwest National Laboratory  11th Floor Lecture Hall   
5:00  6:30  Welcome Reception   11th Floor Collaborative Space   
Wednesday  October 10, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  A support theorem in Holder norm for a stochastic wave equation  Marta SanzSole, University of Barcelona  11th Floor Lecture Hall   
10:00  10:05  Group Photo   11th Floor Lecture Hall   
10:05  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Parameter Estimation in Secondorder Continuous Time Linear Autoregressions  Sergey Lototsky, University of Southern California  11th Floor Lecture Hall   
11:15  12:00  Stein's Method with Malliavin Calculus  Ivan Nourdin, VandoeuvrelesNancy  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  2:45  Stochastic Models in Fiber Optics  Anne de Bouard, Ecole Polytechnique  11th Floor Lecture Hall   
2:45  3:30  Numerical approximation of random and stochastic (partial) differential equations  Peter Kloeden, Institute of Mathematics, Goethe University  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:45  Can Optimal Statistical Estimators be Computed?  Houman Owhadi, California Institute of Technology  11th Floor Lecture Hall   
7:00  8:30  Poster Session & Dessert Reception   11th Floor Collaborative Space and Lecture Hall   
Thursday  October 11, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  Forward and Backward Uncertainty Propagation in Nonlinear Shockdominated Problems  Didier Lucor, CNRS  Pierre and Marie Curie University  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Layer Methods for NavierStokes Equations with Additive Noise  M.V. Tretyakov, University of Nottingham  11th Floor Lecture Hall   
11:15  12:00  PDF Solutions of Stochastic Hyperbolic Equations  Daniel Tartakovsky, University of California, San Diego  11th Floor Lecture Hall   
12:00  12:45  Nonlinear Instability of Twodimensional Poiseuille Flows in a Long Channel  Xiaoliang Wan, Louisiana State University  11th Floor Lecture Hall   
12:45  2:00  Break for Lunch     
2:00  2:45  A New Approach for Obtaining Exact PDF Equations for Lowdimensional Nonlinear Functionals of the Solution to Highdimensional Stochastic Problems  Daniele Venturi, Brown University  11th Floor Lecture Hall   
2:45  3:30  Blended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic Systems  Themis Sapsis, Courant Institute of Mathematical Sciences  11th Floor Lecture Hall   
3:30  3:35  Survey Distribution   11th Floor Lecture Hall   
3:35  4:05  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Mathematical Modeling of Human Lymphocyte Proliferation with CFSE Data  H.T. Banks, North Carolina State University  11th Floor Lecture Hall   
Friday  October 12, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  TBA  Dong Li, University of British Columbia  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Stochastic model reduction using lowrank separated representations  Alireza Doostan, University of Colorado  11th Floor Lecture Hall   
11:15  12:00  Positivedefinite random matrix ensembles in multiscale mechanics  Sonjoy Das, University at Buffalo (SUNY)  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  5:00  Afternoon of Collaborations   11th Floor Collaborative Space   
Saturday  October 13, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:15  10:00  Wiener Chaos Expansion for Random Perturbations in SPDEs  Chia Ying Lee, University of North Carolina at Chapel Hill  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:15  Stochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White Noise  Zhongqiang Zhang, Brown University  11th Floor Lecture Hall   
11:15  12:00  Statistical Models of Spatial Processes Based on LocalInteraction Energy Functionals  Dionissios T. Hristopulos, Technical University of Crete  11th Floor Lecture Hall   
12:00  2:00  Break for Lunch     
2:00  2:45  The expected signature of a diffusion process and its PDE  Hao Ni, University of Oxford  11th Floor Lecture Hall   
3:00  3:30  Coffee/Tea Break     
3:30  4:15  TBA  TBA  11th Floor Lecture Hall   
4:15  4:45  Conference Farewell   11th Floor Lecture Hall   
Monday  October 15, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  October 16, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Combinatorial optimization on random graphs. Survey.  David Gamarnik, Massachusetts Institute of Technology  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  October 17, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  Computing Choice  Devavrat Shah, Massachusetts Institute of Technology  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Computing Choice  Devavrat Shah, Massachusetts Institute of Technology  11th Floor Lecture Hall   
Thursday  October 18, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Combinatorial optimization on random graphs. Survey.  David Gamarnik, Massachusetts Institute of Technology  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Professional Development Seminar: Ethics in Research I   11th Floor Lecture Hall   
Friday  October 19, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:00  3:30  Postdoc/Grad Student Seminar   11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  October 22, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  October 23, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Structure estimation in graphical models Practical algorithms and informationtheoretic limits  Martin Wainwright, University of California, Berkeley  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Professional Development Seminar: Ethics in Research II   11th Floor Lecture Hall   
Wednesday  October 24, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  On the Fluid Limits of a Resource Sharing Algorithm with Logarithmic Weights  Phillipe Robert, INRIA  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Thursday  October 25, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Diffusion limit for a stochastic kinetic problem  Arnaud Debussche, Ecole Normale Superieure de Cachan    
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Friday  October 26, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:30  11:00  Tutorial Session Monte Carlo Methods in the Physical and Biological Sciences  Paul Dupuis, Brown University  11th Floor Lecure Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  October 31, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

8:30  8:55  Registration     
8:55  9:00  Welcome  Jill Pipher, Director, ICERM    
9:00  10:20  Accelerated Molecular Dynamics Methods  Arthur F. Voter, Los Alamos National Laboratory  11th Floor Lecture Hall   
10:20  10:40  Coffee/Tea Break   11th Floor Collaborative Space   
10:40  11:30  Extension of the string method for saddle points search  Weiqing Ren, National University of Singapore and IHPC  11th Floor Lecture Hall   
11:30  12:20  Computational Approaches to Investigate Ligand Migration Pathways in Proteins  Markus Meuwly, Universitat Basel  11th Floor Lecture Hall   
12:15  2:00  Break for Lunch and Free Time     
2:00  2:50  Adaptive Kinetic Monte Carlo for Long Time Simulations and Global Optimization  Hannes Jonsson, University of Iceland (Haskoli Islands)  11th Floor Lecture Hall   
2:50  3:20  Coffee/Tea Break     
3:20  4:30  Challenges in Path Integral Monte Carlo  David Ceperley, University of Illinois UrbanaChampaign  11th Floor Lecture Hall   
7:00  8:30  Poster Session and Dessert Reception   11th Floor Lecture Hall and Collaborative Space   
Thursday  November 1, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:00  9:50  Ferromagnets and the meanfield classical Heisenberg model  Kay Kirkpatrick, University of Illinois at UrbanaChampaign  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:20  Concentration inequalities for FeynmanKac particle models and their applications  Pierre Del Moral, INRIA  11th Floor Lecture Hall   
11:20  12:10  Sign and Phase Problems in Markov Chain Monte Carlo Sampling the Unsampleable  James E. Gubernatis, Los Alamos National Laboratory  11th Floor Lecture Hall   
12:10  2:00  Break for Lunch and Free Time     
2:00  2:50  Metastability and Monte Carlo Methods for Multiscale Problems  Konstantinos Spiliopoulos, Boston University  11th Floor Lecture Hall   
2:50  2:55  Group Photo   11th Floor Lecture Hall   
2:55  3:35  Coffee/Tea Break   11th Floor Collaborative Space   
3:30  4:20  Overcoming the rareevent sampling problem in biological systems with infinite swapping  Nuria Plattner, Universitat Basel  11th Floor Lecture Hall   
4:30  6:00  Workshop Reception     
Friday  November 2, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:00  9:50  Antithetic Thermostat for Fast Computing Machines  Cristian Predescu, D. E. Shaw Research  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:20  Metastability and coarsegraining of stochastic systems  Jianfeng Lu, Duke University  11th Floor Lecture Hall   
11:20  12:10  Bayesian inference of threedimensional chromosomal organization from HiC data  Jun Liu, Harvard University  11th Floor Lecture Hall   
12:20  5:00  Afternoon for Collaborations   11th Floor Lecture Hall   
3:00  3:30  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  November 5, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Discretization 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  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  November 6, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Discretization 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  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Professional Development Seminar: Papers and Journals   11th Floor Lecture Hall   
Wednesday  November 7, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  Sparse Graph Limits. Part 1 Left and Right Convergence  Jennifer Chayes, Microsoft Research  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Sparse Graph Limits. Part 2 Partitions and Large Deviation Convergence  Christian Borgs, Microsoft Research  11th Floor Lecture Hall   
Thursday  November 8, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

10:00  11:00  On stochastic differential games  Nicolai Krylov, University of Minnesota  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:30  5:30  Public Lecture: A Tale of Two Climates  Christopher K.R.T. Jones, University of North Carolina, Chapel Hill  11th Floor Lecture Hall   
Friday  November 9, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

1:00  7:30  BlackwellTapia Conference   11th Floor Lecture Hall   
2:30  3:30  Postdoc/Grad Student Seminar   10th Floor Classroom   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  November 12, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  November 13, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Overview of generating functions and their uses  Robin Pemantle, University of Pennsylvania  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  November 14, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:00  3:30  Rates of exponential growth and decay  Robin Pemantle, University of Pennsylvania  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Thursday  November 15, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

10:00  11:30  Inverse Fourier transforms  Robin Pemantle, University of Pennsylvania  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
5:00  7:00  Public Lecture: Physics in Animation and Visual Effects  Ron Henderson, Director of Simulation and Visual Effects, DreamWorks Animation  11th Floor Lecture Hall   
Friday  November 16, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

2:30  3:30  Postdoc/Grad Student Seminar   11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  November 19, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  November 20, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Large deviations for weighted empirical measures arising in importance sampling  Henrik Hult, KTH Royal Institute of Technology  11th Floor Lecture Hall   
2:30  3:30  The Concert Queueing Game with a FluidFinite Random Population  Sandeep Juneja, Tata Institute of Fundamental Research  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Professional Development Seminar: Grant Proposals   11th Floor Lecture Hall   
Wednesday  November 21, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Thursday  November 22, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

8:00  5:00  ICERM is Closed     
Friday  November 23, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

8:00  5:00  ICERM is Closed     
Monday  November 26, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  November 27, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

11:00  12:00  Optimal Scaling of MCMC algorithms  Natesh Pillai, Harvard University  11th Floor Lecture Hall   
2:30  3:30  Accurate filtering for the NavierStokes Equation  Kody Law, University of Warwick  11th Floor Lecture Hall   
3:30  3:40  ICERM Long Term Visitor Group Photo   11th Floor Lecture Hall   
3:40  4:10  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  November 28, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:00  9:25  Registration and Welcome Coffee   11th Floor Collaborative Space   
9:25  9:30  ICERM Director's Welcome   11th Floor Lecture Hall   
9:30  10:30  Importance sampling in the neighborhood of a stable equilibrium point  Paul Dupuis, Brown University  11th Floor Lecture Hall   
10:30  11:00  Coffee/Tea Break   11th Floor Collaborative Space   
11:00  12:00  Continuous Sequential Importance Sampling for Irreducible Diffusions  Krzysztof Latuszynski, University of Warwick  11th Floor Lecture Hall   
12:00  2:30  Break for Lunch and Free Time     
2:30  3:30  ABC and empirical likelihood  Christian Robert, Universite de ParisDauphine  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Some Recent Advances in Optimal Scaling for MCMC  Gareth Roberts, University of Warwick  11th Floor Lecture Hall   
5:15  6:45  Welcome Reception   11th Floor Collaborative Space   
Thursday  November 29, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:00  10:00  Feedback Particle Filter  Sean Meyn, University of Illinois at UrbanaChampaign  11th Floor Lecture Hall   
10:00  10:30  Coffee/Tea Break   11th Floor Collaborative Space   
10:30  11:30  Can local particle filters beat the curse of dimensionality  Ramon van Handel, Princeton University  11th Floor Lecture Hall   
11:30  11:40  Group Photo   11th Floor Lecture Hall   
11:40  2:30  Break for Lunch and Free Time     
2:30  3:30  Slow Mixing for the HardCore Model on Z^2  Dana Randall, Georgia Institute of Technology  11th Floor Lecture Hall   
3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  5:00  Comparison Inequalities and FastestMixing Markov Chains  Jim Fill, Johns Hopkins University  11th Floor Lecture Hall   
7:00  8:30  Poster Session   11th Floor Lecture Hall and Collaborative Space   
Friday  November 30, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

9:30  10:30  TBA  Eric Moulines, Centre National de la Recherche Scientifique (CNRS)  11th Floor Lecture Hall   
10:30  11:00  Coffee/Tea Break   11th Floor Collaborative Space   
11:00  12:00  On the empirical efficiency of local MCMC algorithms with auxiliary variables  Mylene Bedard, University of Montreal  11th Floor Lecture Hall   
12:00  2:30  Break for Lunch and Free Time     
2:30  3:30  The Best Performing Monte Carlo Estimator A likelihood Framework for Compromising between Statistical Efficiency and Computational Efficiency  XiaoLi Meng, Harvard University  11th Floor Lecture Hall   
3:30  3:35  Please don't forget to fill out your survey, thanks!   11th Floor Lecture Hall   
3:35  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Monday  December 3, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Tuesday  December 4, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
Wednesday  December 5, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break     
Thursday  December 6, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break   11th Floor Collaborative Space   
4:00  4:30  Closing Event Discussion Panel   11th Floor Collaborative Space   
4:30  6:00  Closing Reception   11th Floor Collaborative Space   
Friday  December 7, 2012     

Time  Description  Speaker  Location  Abstracts  Slides 

3:30  4:00  Coffee/Tea Break     
WEEKLY SEMINARS/COURSES (during nonworkshop weeks)
 Coffee/Tea is 3:304:00 MonFri.
 MONDAY
 TUESDAY
11:00  12:00 Probability Seminar
4:00 5:00 Professional development seminar
(for grad students and postdocs)
 WEDNESDAY
2:30  3:30 Research Sminar
 THURSDAY
11:00 12:00 Additional Special Talks (occasional)
 FRIDAY
2:303:30 Postdoc/Grad Student Seminar
WORKSHOPS AND SPECIAL EVENTS
 Opening Event: Wed 9/5Fri 9/7
 Tutorial #1: Thurs 9/13 and Fri 9/14
 Workshop #1: Mon 9/17  Fri 9/21
Bayesian Nonparametrics
 Tutorial #2: Thurs 10/4 and Fri 10/5
 Workshop #2: Tues 10/9  Fri 10/13
Uncertainty Quantification
 Tutorial #3: Thurs 10/25 and Fri 10/26
 Workshop #3: Mon 10/29  Fri 11/2
Monte Carlo Methods in the Physical & Biological Sciences
 Workshop # 4: Mon 11/28  Wed 11/30
Performance Analysis of Monte Carlo Methods
 Closing Event: Th 12/6
Please note that on Monday, September 10th and Monday, October 22nd, the ICERM IT Staff will be holding Technology Tutorials to familiarize our visitors with the technology ICERM has to offer.
Special Talks & Lecture Series (see full schedule for more information)
 October 16  18: David Gamarnik, MIT and Devarat Shah, MIT
 November 56: Denis Talay, INRIA, SophiaAntipolis, France
 November 7: Jennifer Chayes, Microsoft Research and Christian Borgs, Microsoft Research
 November 1216: Robin Permantle, UPenn
**LongTerm ParticipantsView inresidence dates for longterm visitors
 Loyce Adams
(University of Washington)
 Mohammadreza Aghajani
(Brown University)
 Julio Cesar Bueno de Andrade
(University of Bristol)
 Jose Blanchet
(Columbia University)
 Daniel Cargil
(New Jersey Institute of Technology)
 Annalisa Cerquetti
(Sapienza University of Rome, Italy)
 Xinyun Chen
(Columbia University)
 Arnaud Debussche
(École Normale Supérieure de Cachan)
 Jing Dong
(Columbia University)
 Paul Dupuis
(Brown University)
 Ibrahim Fatkulin
(University of Arizona)
 Zecheng Gan
(Shanghai Jiao Tong University)
 Arnab Ganguly
(Swiss Federal Institute of Technology)
 Nina Gantert
(LudwigMaximiliansUniversitatMuenchen)
 Dilan Gorur
(Yahoo! Labs)
 Thorbjorn Gudmundsson
(KTH Royal Institute of Technology, Stockholm)
 Matthew Harrison
(Brown University)
 Viet Ha Hoang
(Nanyang Technological university)
 Peng Hu
(Université de Bordeaux I)
 Henrik Hult
(KTH Royal Institute of Technology, Stockholm)
 Majid Janzamin
(University of California, Irvine)
 Dane Johnson
(Brown University)
 Sandeep Juneja
(Tata Institute of Fundamental Research)
 George Karniadakis
(Brown University)
 Kody Law
(University of Warwick)
 Antonio Lijoi
(Università di Pavia)

 Ling Lin
(New York University)
 Jun Liu
(Harvard University)
 Elizabeth Makrides
(Brown University)
 Youssef Marzouk
(Massachusetts Institute of Technology)
 Markus Meuwly
(Universitat Basel)
 Shorash Miro
(RuhrUniversitat Bochum)
 Karthyek Murthy
(Tata Institute of Fundamental Research)
 Akil Narayan
(University of Massachusetts, Dartmouth)
 Hao Ni
(University of Oxford)
 Pierre Nyquist
(KTH Royal Institute of Technology, Stockholm)
 Natesh Pillai
(Harvard University)
 Igor Pruenster
(Università di Torino)
 Kavita Ramanan
(Brown University)
 Boris Rozovsky
(Brown University)
 Matteo Ruggiero
(Universita di Torino)
 Valeriy Slastikov
(University of Bristol)
 Laura Slivinski
(Brown University)
 Aaron Smith
(Stanford University)
 Erik Sudderth
(Brown University)
 Michael Tretyakov
(University of Nottingham)
 Ivi Tsantili
(National Technical University of Athens)
 Daniele Venturi
(Brown University)
 Xiaoliang Wan
(Louisiana State University)
 Kasia Wolny
(University of Warwick)
 Wei Wu
(Brown University)
 Jie Zhong
(University of Southern California)

Fall 2012 Semester Workshops
Dates  Title  Organizers 
September 1721, 2012
 Bayesian Nonparametrics 
Kassie Fronczyk, Stuart Geman, Matthew Harrison, Michael Jordan, Peter Mueller, Erik Sudderth 
October 913, 2012  Uncertainty Quantification 
Roger Ghanem, George Karniadakis, Boris Rozovsky, Marta SanzSole 
October 29  November 2, 2012  Monte Carlo Methods in the Physical and Biological Sciences 
Bruce Berne, Maria Cameron, Jimmie Doll, Paul Dupuis, Eric VandenEijnden 
November 2830, 2012  Performance Analysis of Monte Carlo Methods 
Jose Blanchet, Gersende Fort, Henrik Hult, Jingchen Liu 