ICCS 2011 - Second International Workshop on Computational Stochastics ICCS 2011

Website http://www-csfi.sigmath.es.osaka-u.ac.jp/faculty/personal/yamazaki/computational_stochastics-2011 | Edit Freely

Category operations research; computational science; optimization; simulation; applied probability; computing

Deadline: January 12, 2011 | Date: June 01, 2011-June 03, 2011

Venue/Country: University of Tsukuba, Japan

Updated: 2010-11-20 19:42:14 (GMT+9)

Call For Papers - CFP

http://www-csfi.sigmath.es.osaka-u.ac.jp/faculty/personal/yamazaki/computational_stochastics-2011.html

June 1-3, University of Tsukuba, Japan

(part of the 2011 International Conference on Computational Science)

This workshop is intended to provide a joint interdisciplinary forum for researchers applying probability and statistics in different scientific domains. The goal is to establish a meeting where stochastic models and methods are the common objective and the focus is on computational or algorithmic approaches.

The workshop solicits papers on all branches of computational stochastics such as numerics of stochastic processes, statistical computation, Monte Carlo methods, stochastic simulation, and stochastic optimization. Contributions are welcome from all areas where computational stochastic methods are developed or applied, e.g. networking and Internet applications, telecommunications, operations research, finance, insurance risk, bioinformatics, chemical biophysics, cell biology, and systems biology, amongst many others.

We also welcome papers that take a more abstracted or theoretical view, studying fundamental models and problem classes that may have applications in many areas. Such models often provide both theoretical and computational insights that help to bring out the big picture in terms of general solution techniques, algorithms, and computational methods.

Specific topics of interest include but are not limited to:

* Numerical Solutions of Markov Chains, SDEs and SPDEs

* Stochastic Simulation of Complex Systems, Networks and Processes

* Stochastic Programming, Modeling and Algorithms

* Stochastic Optimization, Approximation, Search and Learning

* Stochastic Time Series Analysis, Forecasting and Control

* Stochastic Sensitivity Analysis, Perturbation Analysis

* Statistical Inference, Bayesian Statistics, Variational Bayes

* Markov Chain Monte Carlo, Perfect Simulation, Exact Sampling

* Adaptive and Sequential Monte Carlo, Particle Filtering

Submission Information

The workshop will take place under the umbrella of the 2011 International Conference on Computational Science (ICCS). The conference will be held in Tsukuba, Japan, about 50 km from Tokyo Narita International Airport. ICCS is an ERA 2010 A-ranked conference series, and has been conducted annually in venues around the world since 2001. The proceedings are published by Elsevier in the Procedia Computer Science series.

The submission deadline of full papers is January 12, 2011.

Organizer: Kazutoshi Yamazaki, Center for the Study of Finance and Insurance, Osaka University, Japan

( k-yamazakisigmath.es.osaka-u.ac.jp )

Program Committee

Søren Asmussen, Aarhus University, Denmark

Kyung Chul Chae, Korea Advanced Institute of Science and Technology, South Korea

Masahiko Egami, Kyoto University, Japan

Peter Frazier, Cornell University, USA

Masaaki Fukasawa, Osaka University, Japan

Kevin Glazebrook, Lancaster University, UK

L. Jeff Hong, Hong Kong University of Science and Technology, Hong Kong

Jiaqiao Hu, State University of New York at Stony Brook, USA

Junichi Imai, Keio University, Japan

Ray Kawai, University of Leicester, UK

Sujin Kim, National University of Singapore, Singapore

Woo Chang Kim, Korea Advanced Institute of Science and Technology, South Korea

Arturo Kohatsu-Higa, Osaka University, Japan

Loo Hay Lee, National University of Singapore, Singapore

Tim Siu-Tang Leung, Johns Hopkins University, USA

Syoiti Ninomiya, Tokyo Institute of Technology, Japan

Ad Ridder, University of Amsterdam, The Netherlands

Ilya O. Ryzhov, Princeton University, USA

Werner Sandmann, Clausthal University of Technology, Germany

Bruce Schmeiser, Purdue University, USA

Kazutoshi Yamazaki, Osaka University, Japan

Kazuhiro Yasuda, Hosei University, Japan

Assaf Zeevi, Columbia University, USA

For further information, please e-mail Prof. Yamazaki ( k-yamazakisigmath.es.osaka-u.ac.jp ) or visit the workshop website:

http://www-csfi.sigmath.es.osaka-u.ac.jp/faculty/personal/yamazaki/computational_stochastics-2011.html