RESIM 2021 : 13th International Workshop on Rare-Event Simulation

18-21 May 2021 Paris (France)

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Planning

Wednesday, May 19, 2021

09:00

10:00

11:00

12:00

13:00

14:00

15:00

16:00

17:00

18:00

›9:00 (1h)

B. Sudret
A. Guyader

9:00 - 10:00 (1h)

B. Sudret

A. Guyader

› Surrogate models and active learning for reliability analysis - Bruno Sudret, ETH Zurich, Chair of Risk, Safety & Uncertainty Quantification 09:00-10:00 (1h)

›10:00 (30min)

Break

10:00 - 10:30 (30min)

Break

›10:30 (1h30)

Session: Reliability, Uncertainty
B. Sudret

10:30 - 12:00 (1h30)

Session: Reliability, Uncertainty

B. Sudret

› The cross-entropy method for model-based prediction and updating of rare events - Iason Papaioannou, Engineering Risk AnalysisGroup, Technische Universität München, Arcisstr. 21, 80290 München 10:30-11:00 (30min)

› Shapley and aggregated Shapley effects for sensitivity analysis with correlated inputs. Application to long-term avalanche hazard assessment. - Clémentine Prieur, Clémentine PRIEUR 11:00-11:30 (30min)

› Rare event simulation for piecewise deterministic Markov processes - Josselin Garnier, École Polytechnique 11:30-12:00 (30min)

›12:00 (30min)

Lunch

12:00 - 12:30 (30min)

Lunch

›12:30 (30min)

Informal discussions in Gather Town

12:30 - 13:00 (30min)

Informal discussions in Gather Town

›13:00 (30min)

Poster session

13:00 - 13:30 (30min)

Poster session

Poster session in Gather Town

›13:30 (1h)

Contributed talks
A. Guyader

13:30 - 14:30 (1h)

Contributed talks

A. Guyader

› Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit - Guo-Jhen Wu, KTH Royal Institute of Technology 13:30-13:50 (20min)

› Point process-based approach for the reliability analysis of systems modeled by costly simulators - guillaume perrin, Université Gustave Eiffel 13:50-14:10 (20min)

› Monte Carlo Methods for Estimating Economic Capital - Marvin Nakayama, New Jersey Institute of Technology 14:10-14:30 (20min)

›14:30 (30min)

Break

14:30 - 15:00 (30min)

Break

›15:00 (1h)

H. Touchette
J. Garnier

15:00 - 16:00 (1h)

H. Touchette

J. Garnier

› Large deviation estimators and their efficiency - Hugo Touchette, Stellenbosch University 15:00-16:00 (1h)

›16:00 (30min)

Break

16:00 - 16:30 (30min)

Break

›16:30 (1h30)

Session: Large Deviations
H. Touchette

16:30 - 18:00 (1h30)

Session: Large Deviations

H. Touchette

› Computing the quasipotential for nongradient SDEs - Maria Cameron, University of Maryland 16:30-17:00 (30min)

› Large deviations and rare event simulation for iterated random functions - Jeffrey Collamore, University of Copenhagen = Københavns Universitet 17:00-17:30 (30min)

› Giant leaps and long excursions: rare events in non-Markovian systems - Rosemary Harris, School of Mathematical Sciences, Queen Mary University of London, UK 17:30-18:00 (30min)

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