RESIM 2021 will be the 13th workshop in a series of successful events held on the topic of rare-event simulation since 1997. The topics of the workshop covers all aspects of rare-event simulation, from purely theoretical developments to practical applications. The objective is to bring together researchers, not only from the mathematical sciences, and practitioners to discuss recent results and how methods and open problems from different areas can lead to new directions that drive the field forward.

The highlighted topics of this conference are (non exhaustive): risk management and stress-test in finance/insurance, statistical physics, climate and environment, reliability and uncertainty quantification, large deviation, Sequential Monte Carlo and particle methods, extreme value theory… 

NEWS (June 4th, 2020): due to the coronavirus (Covid-19) outbreak, the workshop will take place in Paris on the following dates: 18th -21st May 2021. This website will be soon updated accordingly.


- Registration: April 30th, 2020. Registration is free but mandatoryGo to the registration page. 

- Contributed talkFebruary 29th, 2020. When you register, submit a presentation.

- PosterApril 15th, 2020 (extended deadline). Same procedure as for contributed talks. Confirmation by April 20th, 2020.

The workshop will take place at  Centre de Recherche des Cordeliers,  15 rue de l'Ecole de Médecine, Paris 75006. 

A round table about "Climate risks" will be organized.

Invited speakers (confirmed)

  • Hansjoerg Albrecher, HEC Lausanne, Switzerland, webpage
  • David Aristoff, Colorado State University, USAwebpage
  • Freddy Bouchet, ENS Lyon, Francewebpage
  • Maria K. Cameron, Univ. of Maryland, USAwebpage
  • Valérie Chavez, HEC Lausanne, Switzerlandwebpage
  • Jeffrey Collamore, University of Copenhagen, Danemarkwebpage
  • Elena Di Bernardino, CNAM, Francewebpage
  • Eric Dumonteil, IRSN, Francewebpage
  • Andrew Duncan, Imperial College London, UKwebpage
  • Josselin Garnier, Ecole Polytechnique, Francewebpage
  • Stephane Girard,INRIA Grenoble, Francewebpage
  • Sylvain Girard, Phimeca, Francewebpage
  • Stefan Grosskinsky, University of Warwick, UKwebpage
  • Rosemary Harris, Queen Mary University of London, UKwebpage
  • Henry Lam, Columbia University, USAwebpage
  • Pierre Lecuyer, Université de Montréal, Canadawebpage
  • David Moncoulon, CCR Paris, Francewebpage
  • Phillipe Naveau, Laboratoire des Sciences du Climat et l'Environnement, Francewebpage
  • Pierre Nyquist, KTH Royal Institute of Technology, Swedenwebpage
  • Iason Papaionnou, Technische Universität München, Germanywebpage
  • Sylvie Parey, EDF, Francewebpage
  • Clémentine Prieur, University Joseph Fourier, Francewebpage
  • Kavita Ramanan, Brown University, USAwebpage
  • Clément Rey, Ecole Polytechnique, France, webpage
  • Mathias Rousset, INRIA Rennes, Francewebpage
  • Bruno Sudret, ETH Zurich, Switzerlandwebpage
  • Rodrigo Targino, Getulio Vargas Foundation, Brazilwebpage
  • Hugo Touchette, Stellenbosch University, South Africawebpage
  • Stefan Weber, Hannover University, Germanywebpage
  • Nick Whiteley, University of Bristol, UKwebpage

Round table about  "Climate risks":

  • Moderator: Juliette Nouel (journalist)
  • Panelists:
    • Valérie Chavez (HEC Lausanne)
    • Ivar Ekeland (Univ. Dauphine)
    • Violaine Lepousez (Carbone 4)
    • David Moncoulon (CCR)
    • Philippe Naveau (Laboratoire des Sciences du Climat et de l’Environnement)
    • Sylvie Parey (EDF)

Organizing committee

  • Gersende Fort (Institut de Mathématiques de Toulouse)webpage
  • Emmanuel Gobet (Ecole Polytechnique)webpage
  • Arnaud Guyader (Sorbonne Université)webpage
  • Tony Lelièvre (CERMICS,  Ecole des Ponts ParisTech)webpage


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