13th International Workshop on Rare Event Simulation
The topics of the workshop covers all aspects of rare-event simulation, from purely theoretical developments to practical applications. The objective is to bring together researchers, not only from the mathematical sciences, and practitioners to discuss recent results and how methods and open problems from different areas can lead to new directions that drive the field forward.
The highlighted topics of this conference are (non exhaustive): risk management and stress-test in finance/insurance, statistical physics, climate and environment, reliability and uncertainty quantification, large deviation, Sequential Monte Carlo and particle methods, extreme value theory…
Organizers:
Gersende Fort (Institut de Mathématiques de Toulouse, CNRS), Emmanuel Gobet (CMAP, Ecole Polytechnique),
Arnaud Guyader (LPSM , Sorbonne Université),
Tony Lelièvre (CERMICS, Ecole des Ponts ParisTech).
