RESIM 2021 : 13th International Workshop on Rare-Event Simulation
18-21 May 2021 Paris (France)
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In memoriam: Manuel Villén-Altamirano (1948-2021)
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Planning
Friday, May 21, 2021
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
›9:00 (1h)
S. Parey
T. Lelièvre
9:00 - 10:00 (1h)
S. Parey
T. Lelièvre
›
Stochastic simulation and extremes of climate variables in an industrial context
- Sylvie Parey, EDF Labs
09:00-10:00 (1h)
›10:00 (30min)
Break
10:00 - 10:30 (30min)
Break
›10:30 (1h30)
Session: Industrial Applications
S. Parey
10:30 - 12:00 (1h30)
Session: Industrial Applications
S. Parey
›
Use of Adaptative Multilevel Splitting for particle transport applications
- Eric Dumonteil, Institut de Recherches sur les lois Fondamentales de l'Univers
10:30-11:00 (30min)
›
A reformulated chance constraint optimization problem for the fatigue design of an offshore wind turbine mooring system
- Miguel Munoz Zuniga, IFP Energies nouvelles
11:00-11:30 (30min)
›
Modeling flood and drought insured losses at current and future climate conditions in France
- David Moncoulon, Caisse Centrale de Réassurance
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
T. Lelièvre
13:30 - 14:30 (1h)
Contributed talks
T. Lelièvre
›
Rare event simulation for steady-state probabilities via recurrency cycles
- Krzysztof Bisewski, University of Lausanne
13:30-13:50 (20min)
›
Importance Sampling for Large Sums of i.i.d Random Variables
- Nadhir Ben Rached, RWTH Aachen University
13:50-14:10 (20min)
›14:30 (30min)
Break
14:30 - 15:00 (30min)
Break
›15:00 (1h)
S. Grosskinsky
F. Bouchet
15:00 - 16:00 (1h)
S. Grosskinsky
F. Bouchet
›
Limit Theorems for Cloning Algorithms
- Stefan grosskinsky, TU Delft
15:00-16:00 (1h)
›16:00 (1h)
Session: Statistical Physics
F. Bouchet
16:00 - 17:00 (1h)
Session: Statistical Physics
F. Bouchet
›
Unbiased importance sampling for non-equilibrium steady states
- D. Aristoff
16:00-16:30 (30min)
›
Compactness Methods for Rare Event Simulation Estimators
- Alex Shkolnik, University of California, Santa Barbara
16:30-17:00 (30min)
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