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2nd Intl. Workshop, Comput. Stochastics 2011 : Second International Workshop On Computational Stochastics


When Jun 1, 2011 - Jun 3, 2011
Where Tsukuba, Japan
Submission Deadline Jan 12, 2011
Notification Due Feb 20, 2011
Final Version Due Mar 7, 2011
Categories    simulation   optimization   computational science   operations research

Call For Papers

CALL FOR PAPERS: Second International Workshop on Computational Stochastics

June 1-3, University of Tsukuba, Japan
(part of the 2011 International Conference on Computational Science)

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.

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 methods.

Specific topics of interest include but are not limited to:

* Numerical Solutions of Markov Chains, SDEs and SPDEs
* Stochastic Simulation of Complex Systems, Networks and Processes
* Stochastic Programming, Modeling and Algorithms
* 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

Submission Information

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:

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