Monte Carlo methods are one of the main tools used to study the properties of complex physical, chemical and biological systems. Since their introduction in the late 1940s, these methods have undergone a remarkable expansion and are now used in many other fields, including statistical inference, engineering, and computer science. However, the design and theoretical understanding of Monte Carlo methods is still a challenging topic, especially for those problems where rare events play the key role in determining algorithm performance. The aim of the workshop is to bring together specialists in the application areas who understand the specific challenges posed by realistic problems and have developed sophisticated tools to tackle these problems, and mathematicians developing methods for algorithm analysis, abstraction, and optimization.
Sunday, October 28, 2012 - 6:00pm to Thursday, November 1, 2012 - 6:00pm
Institute for Computational and Experimental Research in Mathematics (ICERM), Providence, RI