Second International Workshop on Computational Stochastics

Event Detail

General Information
Wednesday, June 1, 2011 - Friday, June 3, 2011
Target Audience:
Academic and Practice
Tsukuba International Congress Center, Tsukuba, Japan
Country: Japan (JPN)
Event Details/Other Comments:

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 approaches. Specific topics of interest include but are not limited to:

Numerical Solutions of Markov Chains, SDEs and SPDEsStochastic Simulation of Complex Systems, Networks and ProcessesStochastic Programming, Modeling and AlgorithmsStochastic Optimization, Approximation, Search and LearningStochastic Time Series Analysis, Forecasting and ControlStochastic Sensitivity Analysis, Perturbation AnalysisStatistical Inference, Bayesian Statistics, Variational BayesMarkov Chain Monte Carlo, Perfect Simulation, Exact SamplingAdaptive and Sequential Monte Carlo, Particle Filtering

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
( )
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 ( ) or visit the workshop website: