International Workshop on Computational Stochastics

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. Specific topics of interest include but are not limited to

* Numerical Solution of Markov Chains, SDEs and SPDEs
* Stochastic Simulation of Complex Systems, Networks and Processes
* 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

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. Specific topics of interest include but are not limited to

* Numerical Solution of Markov Chains, SDEs and SPDEs
* Stochastic Simulation of Complex Systems, Networks and Processes
* 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