Context

RESIM 2020 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… 


Registration is free but mandatory.

Contributed talks will be possible.

Invited speakers (To be confirmed)

  • Hansjoerg Albrecher, HEC Lausanne, Switzerland
  • David Aristoff, Colorado State University, USA
  • Freddy Bouchet, ENS Lyon, France
  • Valérie Chavez, HEC Lausanne, Switzerland
  • Jeffrey Collamore, University of Copenhagen, Danemark
  • Elena Di Bernardino, CNAM, Paris
  • Andrew Duncan, Imperial College London, UK
  • Paul Dupuis, Brown University, USA
  • Anne Dutfoy, EDF, France
  • Josselin Garnier, Ecole Polytechnique, France
  • Stephane Girard,INRIA Grenoble, France
  • Stefan Grosskinsky, University of Warwick, UK
  • Rosemary Harris, Queen Mary University of London, UK
  • Alissa M. Kleinnijenhuis, Oxford University, UK
  • Maria Kourkina Cameron, University of Maryland, USA
  • Henry Lam, Columbia University, USA
  • Pierre Lecuyer, Université de Montréal, Canada
  • Jean-Marc Martinez, CEA, France
  • Jerôme Morio, ONERA, France
  • Phillipe Naveau, Laboratoire des Sciences du Climat et l'Environnement, France
  • Pierre Nyquist, Eindhoven University of Technology, Netherlands
  • Iason Papaionnou, Technische Universität München, Germany
  • Sylvie Parey, EDF, France
  • Riccardo Rebonato, EDHEC, France
  • Mathias Rousset, IRISA, France
  • Bruno Sudret, ETH Zurich, Switzerland
  • Aretha Teckentrup, University of Edinburgh, UK
  • Hugo Touchette, Stellenbosch University, South Africa
  • Stefan Weber, Hannover University, Germany
  • Nick Whiteley, University of Bristol, UK

Organizing committee

  • Gersende Fort (Institut de Mathématiques de Toulouse)
  • Emmanuel Gobet (Ecole Polytechnique)
  • Arnaud Guyader (Sorbonne Université)
  • Tony Lelièvre (CERMICS,  Ecole des Ponts ParisTech)
Online user: 1