WO 09:45-10:15 Pieter-Tjerk de Boer Looking back on 10 RESIM workshops
WO 10:15-10:45 Zdravko Botev When normality is a problem
WO 10:45-11:15 Leonardo Rojas Nandayapa A rare event simulation approach for the approximation
of the LT of the lognormal distribution
WO 11:45-12:30 Konstantinos Spiliopoulos Systems risk and rare events in large financial networks
WO 13:45-14:15 Kai Kratzer The flexible rare event sampling harness system (FRESH)
WO 14:15-14:45 Wander Wadman A splitting technique to estimate power grid reliability indices
WO 14:45-15:15 Manuel Villen Altamirano New concept of importance in RESTART simulations
WO 15:45-16:15 Corinna Ernst Rare event simulation in immune biology. Models of negative
selection in T-cell maturation
WO 16:15-16:45 Bert Bakker Integrating periodic boundary condition with IPS for the estimation
of collision risk in a large scale air traffic scenario
WO 16:45-17:15 Johan Nykvist Efficient importance sampling for power systems
TH 09:30-10:00 Kenny Chowdhary Renyi relative entropy and robustness in rare
event simulation
TH 10:00-10:30 Henrik Hult Min-max representations of viscosity solutions
of Hamilton-Jacobi equations and applications in rare event simulation
TH 10:30-11:00 Gang Liu A shaking transformation and two related methods for
rare event probability estimation
TH 11:30-12:00 Dragos Bozdog Rare events analysis for high-frequency equity data
TH 12:00-12:30 Pierre Nyquist Efficient importance sampling for a credit risk model
TH 13:30-14:00 Anand Vidyashankar Rare event simulations for branching processes in
fixed and random environments
TH 14:00-14:30 Kenji Nakagawa On-line estimation by importance sampling for the tail
probability of FIFO queue length
FR 09:30-10:00 Jeffrey Collamore Rare event simulation for stochastic fixed point equations
related to the smoothing transform
FR 10:00-10:30 Dane Johnson Importance sampling based on moderate deviations
FR 10:30-11:00 Daniel Reijsbergen Automated rare event simulation for stochastic Petri nets
FR 11:30-12:15 Dirk Kroese Reuven Rubinstein and the pursuit of black swans
FR 13:15-13:45 Frederic Cerou Central Limit Theorem for adaptive splitting
FR 13:45-14:15 Thorbjorn Gudmundsson Markov chain Monte Carlo for rare-event simulation for
stochastic recurrence equations with heavy-tailed innovations
FR 14:15-14:45 Francois Le Gland Convergence of a two-step adaptive multilevel splitting algorithm
FR 15:15-15:45 Josde Villen Altamirano RESTART simulation of repairable consecutive k-within-m-out-of-n:F systems
FR 15:45-16:15 Gerardo Rubino On the robustness of Fishman’s bound-based method for
the network reliability problem