Workshop - Simulation and probability: recent trends

in partnership with ERC

Rennes, from june 5th to june 8th

Organization board: Frédéric Cérou, Mathias Rousset, Fabien Panloup.

Scientific board: Frédéric Cérou, Mathias Rousset, Fabien Panloup, Tony Lelièvre, Bernard Delyon.

Particle Monte Carlo simulation methods usually refer to a now ubiquitous strategy where a sample of random "particles" approximating a target probability distribution are simulated using importance splitting and/or killing of particles according to some appropriate rules.

This workshop aims at gathering in a single mathematically oriented event, some recent trends related to those particle methods.

In particular: (i) the simulation of rare events and large deviation theory; and (ii) the filtering/assimilation of high dimensional data.

Hotels in Rennes are very busy during the workshop, please book as soon as possible, or see "Practical information" section for help.

Partners

Irmar LMJL ENS Rennes LMBA LAREMA

Affiliation

ANR CNRS Rennes 1 Rennes 2 Nantes INSA Rennes INRIA ENSRennes UBO UBS Angers UBL