Birs- 15w5160: Applied Probability Frontiers: Computational and Modeling Challenges

  1. Title:
    Exact simulation for some multi-dimensional queueing models with renewal input

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  2. Title:
    Open Problems Session One

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  3. Title:
    Model Uncertainty and Robust Stochastic Modeling

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  4. Title:
    Ordinal optimization - Empirical large deviations rate estimators, and multi-armed bandit methods

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  5. Title:
    Markov processes and simulation. Snapshots from three decades

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  6. Title:
    On the Control of Fork-Join Networks

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  7. Title:
    Efficient sampling log-concave distribution over high-dimensional space

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  8. Title:
    Towards not being afraid of the big bad data set

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  9. Title:
    Poster Sessions

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  10. Title:
    Sensitivity analysis of reflected Brownian motions

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  11. Title:
    Exact simulation of stationary max-stable random fields

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  12. Title:
    Mass-Stationarity, Shift-Coupling, and Brownian Motion

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  13. Title:
    Multilevel Monte Carlo methods

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  14. Title:
    Efficient simulation for weighted branching trees

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  15. Title:
    Applied probability meets Bessel, Hermite, Kummer, Tricomi, Wiener & Hopf (and also Ornstein & Uhlenbeck)

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  16. Title:
    Steins method for steady-state diffusion approximations

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  17. Title:
    Open Problems Session Two

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