RESIM 2012 - 9th International Workshop on Rare Event Simulation

RESIM 2012 is the 9th workshop in a series of successful events held on the same topic in Aachen (Germany) 1997, Enschede (The Netherlands) 1999, Pisa (Italy) 2000, Madrid (Spain) 2002, Budapest (Hungary) 2004, Bamberg (Germany) 2006, Rennes (France) 2008, and Cambridge (UK) (programme) 2010

It covers all aspects of rare event simulation ranging from purely theoretical developments to practical applications. The objective is to provide a forum for researchers and practitioners working in different locations and on different applications to present recent results, exchange ideas, and discuss open problems and new directions.

Invited presentations:
Ad Ridder
Department of Econometrics and Operations Research, Faculty of Economics and Business Administration, Vrije Universiteit, Amsterdam, The Netherlands
Minimum cross-entropy methods for rare-event simulation
Henrik Hult
Department of Mathematics, Royal Institute of Technology (KTH), Stockholm, Sweden
Efficient Monte Carlo algorithms for computing high quantiles

Thank you all for contributing to making RESIM 2012 a successful event. All presentations are available at the program page, including an archive fil of all presentations.

A few photos are posted (click on "Photos" in the menu to the left). If anyone has photos that they would like to share, please send them to us.

See you all at RESIM 2014 in Amsterdam.