Applied Probability Society Conference

Invited speakers

Frontier Session I: Stochastic Models in Phylogenetics
Chair: Amaury Lambert,
Speakers:
Mike Steel, University of Canterbury, Christchurch
Title: TBA
Jens Lagergren, Royal Institute of Technology, Stockholm
Title: Probabilistic models of gene duplications and lateral gene transfers
Lea Popovic, Concordia University, Montreal
Title: Five statistical questions about the Tree of Life

Frontier Session II: New Uses of Random Matrices
Chair: Andrea Montanari, Stanford University
Speakers:
David Gross, ETH Zurich
Toshiyuki Tanaka, Kyoto University
Andrea Montanari, Stanford University

Session: Control and Asymptotics for Queueing Systems
Chairs: Rami Atar and Adam Shwartz, Technion
Speakers:
Mor Armony, New York University
Ger Koole, VU University Amsterdam
Sasha Stolyar, Bell Laboratories, Alcatel-Lucent

Session: Topics in revenue management
Chair: Baris Ata, Northwestern University
Speakers:
Assaf Zeevi
Stefanus Jasin
Baris Ata, Northwestern University

Session: Monte Carlo Methods for Large Scale Networks and Applications
Chair: Jose Blanchet, Columbia University
Speakers:
Jingchen Liu, Columbia University
Henry K. Lam, Boston University
Jose Blanchet, Columbia University

Session: Learning in Stochastic Systems
Chair: Vivek Borkar, TIFR, Mumbai
Speakers:
Nahum Shimkin, Technion
Shie Mannor, Technion
Huizen (Janey) Yu, University of Helsinki

Session: Stochastic Networks and Applications
Chair: Tom Britton, Stockholm University
Speakers:
Nelly Litvak, Univeristy of Twente
Maria Deijfen, Stockholm University
Zdzislaw Burda, Krakow

Session: Stochastic Control and Stochastic Dynamic Games
Chair: Amarjit Budhiraja, University of North Carolina
Speakers:
Rami Atar, Technion
Vivek Borkar, TIFR, Mumbai
Lukasz Stettner, University of Warsaw

Session: Control and games in high-dimensional stochastic systems
Chair: Ton Dieker, Georgia Institute of Technology
Speakers:
Jinwoo Shin, Georgia Tech
Xuefeng Gao, Georgia Tech
Ramesh Johari, Stanford University

Session: Scheduling in Queueing Systems
Chair: Doug Down, McMaster University
Speakers:
Samuli Aalto, Aalto University
Esa Hyytiä, Aalto University
Varun Gupta, Carnegie Mellon University

Session: Control and properties of McKean-Vlasov limits
Chair: Paul Dupuis, Brown University
Speakers:
Wei Yang, University of Warwick
David McDonald, University of Ottawa
Markus Fischer, University of Padua

Session: Queueing Control
Chair: Eugene A. Feinberg, Stony Brook University
Speakers:
Konstantin Avrachenkov, INRIA-Sophia Antipolis
Moshe Haviv, Hebrew University of Jerusalem
Eugene A. Feinberg, Stony Brook University

Session: Affine Processes and Applications in Finance
Chair: Damir Filipovic, EPFL Lausanne
Speakers:
Pierre Patie, Universit Libre de Bruxelles
Robert Stelzer, TU Munich
Claudio Tebaldi, Bocconi University

Session: Random Multiple Access Models
Chairs: Serguei Foss and Seva Shneer, Heriot-Watt University and Eindhoven Technical University
Speakers:
Matthieu Jonckheere, University of Buenos Aires
Alexandre Proutiere, Microsoft Research, Cambridge
Patrick Thiran, EPFL Lausanne

Session: Special session on the Skorokhod Problem (in commemoration of A.V. Skorokhod)
Chair: David Gamarnik, MIT
Speakers:
Ruth Williams, UC San Diego
Takis Konstantopoulos, Uppsala University
Kavita Ramanan, Brown University

Session: Graphical Models, Inference and Applications
Chair: David Gamarnik, MIT, Devavrat Shah
Speakers:
Mohsen Bayati, Stanford University
Justin Sales, INRIA and Ecole Normale Superieure
Ramesh Johari, Stanford University

Session: Large Scale Stochastic Systems
Chair: David Gamarnik, MIT, Devavrat Shah, MIT
Speakers:
Srikanth Jagabathula, MIT/NYU
Kuang XU, MIT
David Goldberg, MIT

Session: Random Graphs and Algorithms
Chair: David Gamarnik, MIT, Devavrat Shah, MIT
Speakers:
Remco van der Hofstad, Eindhoven University of Technology
Johan van Leeuwaarden, Eindhoven University of Technology
David Gamarnik, MIT

Session: Stochastic Networks and Applications-I
Chair: David Gamarnik, MIT, Devavrat Shah, MIT
Speakers:
Varun Gupta, Carnegie Mellon University
Yuan Zhong, MIT
Ross Anderson, MIT

Session: Stochastic Networks and Applications-II
Chair: David Gamarnik, MIT, Devavrat Shah, MIT
Speakers:
Aleksander Stolyar, Bell Labs
David D. Yao, Columbia University
Devavrat Shah, MIT

Session: Probabilistic Methods in Immunology
Chair: Ayalvadi Ganesh, University of Bristol
Speakers:
Carmen Molina-Paris, University of Leeds
Ken Duffy, Hamilton Institute
Ellen Baake, University of Bielefeld

Session: Three generations of tail asymptotics
Chair: John Hasenbein, University of Texas at Austin
Speakers:
John Hasenbein, University of Texas at Austin
Jim Dai, Georgia Tech
TBA

Session: Simulation Optimization
Chair: Shane Henderson, Cornell University
Speakers:
Eunji Lim, University of Miami
Raghu Pasupathy, Virginia Tech
Shane Henderson, Cornell University

Session: Stochastic Control Methods in Mathematical Finance
Chair: Daniel Hernandez, CIMAT Guanajuato
Speakers:
Agnes Sulem, INRIA
Netzahualcoyotl Castaeda-Leyva, Universidad Autonoma de Aguascalientes
Jun Sekine, Osaka University

Session: Applications of continuous-time branching processes
Chair: Remco van der Hofstad, Eindhoven University of Technology
Speakers:
Mia Deijfen, Stockholm University
Shankar Bhamidi, University of North Carolina
TBA

Session: Stochastic Models using Fractional Random Processes
Chair: Ingemar Kaj, Uppsala University
Speakers:
Clement Dombry, Poitiers University
Serge Cohen, Toulouse University
Christian Bender, Saarland University

Session: Stochastic Geometry
Chair: Takis Konstantopoulos, Uppsala University
Speakers:
Gunter Last, Karlsruhe Institute of Technology
Herman Thorisson, University of Iceland
Sergey Zuyev, Chalmers University of Technology

Session: Control of Queues
Chair: Mark Lewis, Cornell University
Speakers:
Hayriye Ayhan, Georgia Institute of Technology
Nilay Argon, University of North Carolina
Mark. E. Lewis, Cornell University

Session: Stochastic Models of Market Microstructure
Chair: Costis Maglaras, Columbia University
Speakers:
Rama Cont, Columbia Unviersity
Alex Schied, University of Mannheim
Ciamac Moallemi/Costis Maglaras, Columbia University

Session: Empirical Adventures in Call Centers and Hospitals
Chair: Avi Mandelbaum, Technion
Speakers:
Sergey Zeltyn, IBM Research Labs, Haifa
Mor Armony, New York University
Baris Ata, Northwestern University

Session: TBA
Chair: Michel Mandjes, University of Amsterdam
Speakers:
TBA

Session: Tales about Tails
Chair: Thomas Mikosch, University of Copenhagen
Speakers:
Zakhar Kabluchko University of Ulm
Vicky Fasen TU Munich
Yizao Wang, University of Michigan

Session: Stochastic Networks in Biology
Chair: Lea Popovic, Concordia University
Speakers:
Ruth Williams, University of California San Diego
Ganesh Ayalvadi, Bristol University
Scott McKinley, University of Florida

Session: New Directions in Stochastic Games - I
Chair: Alexandre Proutiere, Microsoft Research and Ramesh Johari, Stanford University
Speakers:
Jörgen Weibull, Stockholm School of Economics
Milan Vojnovic, Microsoft Research, Cambridge
Alexandre Proutiere, Microsoft Research, Cambridge

Session: New Directions in Stochastic Games - II
Chair: Alexandre Proutiere, Microsoft Research and Ramesh Johari, Stanford University
Speakers:Olivier Gueant, Universite Paris-Diderot
Sandeep Juneja, TIFR
Yashodan Kanoria, Stanford University

Session: Stochastic Models for Computer and Communication Systems
Organiser: Amber Puha, California State University San Marcos
Speakers:
William A. Massey, Princeton University
Adam Wierman, Caltech
Amber Puha, California State University San Marcos

Session: Probabilist Models in Revenue Management
Chair: Amber Puha, California State University San Marcos
Speakers:
Marty Reiman, Alcatel-Lucent Bell Labs
Assaf Zeevi, Columbia University
Costis Maglaras, Columbia University

Session: Random Trees and Applications
Chair: Philippe Robert, INRIA
Speakers:
Nicolas Broutin, INRIA
Cecilia Holmgren, Uppsala University
Amandine Veber, Ecole Polytechnique

Session: Limit Order Books
Chair: Steven Shreve, Carnegie Mellon University
Speakers:
Jean-Philippe Bouchaud, Ecole Polytechnique and Capital Fund
Management
Rama Cont, Columbia University
Jim Gatheral, City University of New York

Session: Probability in Industry Applications
Chair: Mark Squillante, IBM
Speakers:
Alexandre Proutiere, Microsoft Research
Laurent Massoulie, Technicolor Research
Mark Squillante, IBM

Session: Novel Applications of Matrix-Analytic Models
Chair: Peter Taylor, University of Melbourne
Speakers:
Nikki Sonenberg, University of Melbourne
Sophie Hautphenne, University of Melbourne
Guy Latouche, Universite Libre de Bruxelles

Session: Queues with Dynamically-Varying Priorities
Chair: Peter Taylor, University of Melbourne
Speakers:
Xin Wang, University of Western Ontario
Ilze Ziedins, University of Auckland
Peter Taylor, University of Melbourne

Session: Control of Heavily Loaded Queueing Systems
Chairs: Rami Atar and Amy Ward, Technion and University of Southern California
Speakers:
Ohad Perry, Centrum Wiskunde and Informatica, Amsterdam
Josh Reed, New York University
Amy Ward, University of Southern California

Session: Applications of Many Server Heavy Traffic Limits
Chair: Assaf Zeevi, Columbia University
Speakers:
Petar Momcilovic,
Ana Radonovic,
TBA

Session: Phase Transitions in Stochastic Networks
Chair: Ilze Ziedins, University of Auckland
Speakers:
Stan Zachary, Heriot Watt University
Ilze Ziedins, University of Auckland
Christine Fricker,

Session: Resouce Sharing
Chair: Bert Zwart, Centrum Wiskunde and Informatica, Amsterdam
Speakers:
Florian Simatos, Centrum Wiskunde and Informatica, Amsterdam
Neil Walton, University of Cambridge
Josh Reed, New York University

Latest news

See useful information here

Tentative program available!

Registration is open!

Plenary speakers: Paul Dupuis, Svante Janson, and Philippe Robert

Tutorial speakers: Avi Mandelbaum and Sid Resnick

Key Contacts