Applied Probability Frontiers: Computational and Modeling Challenges

Videos from BIRS Workshop 15w5160

, Columbia University
- 10:15
Exact simulation for some multi-dimensional queueing models with renewal input
Watch video | Download video: 201506010929-Sigman.mp4 (127M)
, University of Oxford
- 11:57
Open Problems Session One
Watch video | Download video: 201506011103-Giles.mp4 (171M)
, University of Michigan
- 14:34
Model Uncertainty and Robust Stochastic Modeling
Watch video | Download video: 201506011338-Lam.mp4 (156M)
, Tata Institute for Fundamental Research
- 17:26
Ordinal optimization - Empirical large deviations rate estimators, and multi-armed bandit methods
Watch video | Download video: 201506011626-Juneja.mp4 (187M)
, Aarhus University
- 10:21
Markov processes and simulation. Snapshots from three decades
Watch video | Download video: 201506020904-Asmussen.mp4 (292M)
, University of Southern California
- 11:52
On the Control of Fork-Join Networks
Watch video | Download video: 201506021103-Ward.mp4 (144M)
, Institut Telecom-Mines / Télécom ParisTech
- 14:56
Efficient sampling log-concave distribution over high-dimensional space
Watch video | Download video: 201506021339-Moulines.mp4 (227M)
, University of Warwick
- 16:29
Towards not being afraid of the big bad data set
Watch video | Download video: 201506021533-Roberts.mp4 (170M)
, Cornell University
- 16:51
Poster Sessions
Watch video | Download video: 201506021630-Henderson.mp4 (112M)
, Brown University
- 09:33
Sensitivity analysis of reflected Brownian motions
Watch video | Download video: 201506030834-Ramanan.mp4 (144M)
, Columbia University/Georgia Tech
- 10:24
Exact simulation of stationary max-stable random fields
Watch video | Download video: 201506030934-Dieker.mp4 (147M)
, University of Iceland
- 12:14
Mass-Stationarity, Shift-Coupling, and Brownian Motion
Watch video | Download video: 201506031103-Thorisson.mp4 (212M)
, University of Oxford
- 10:07
Multilevel Monte Carlo methods
Watch video | Download video: 201506040906-Giles.mp4 (190M)
, Columbia University
- 12:01
Efficient simulation for weighted branching trees
Watch video | Download video: 201506041101-OlveraCravioto.mp4 (161M)
, Eindhoven University of Technology
- 14:32
Applied probability meets Bessel, Hermite, Kummer, Tricomi, Wiener & Hopf (and also Ornstein & Uhlenbeck)
Watch video | Download video: 201506041333-Boxma.mp4 (212M)
, Cornell University
- 16:36
Steins method for steady-state diffusion approximations
Watch video | Download video: 201506041531-Dai.mp4 (191M)
, Columbia University
- 10:15
Open Problems Session Two
Watch video | Download video: 201506050905-Blanchet.mp4 (297M)