International Workshop on
Computational Stochastics

Such approaches are usually spread over conferences focused on the application domain rather than the stochastic nature of models or solution approaches. But similar challenges occur in different fields such that their computational solution is often more important than the underlying real world system. However, too many researchers hardly mutually notice each others' progress though actually working on the same topic. It is highly desirable to bring them together under the common umbrella of computational stochastics in order to present recent results, exchange knowledge, discuss open problems and new directions.

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. Specific topics of interest include but are not limited to

• Numerical Solution of Markov Chains, SDEs and SPDEs
• Stochastic Simulation of Complex Systems, Networks and Processes
• 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

Authors are cordially invited to submit papers written in English and reporting original, unpublished research, applications and recent developments in Computational Stochastics.

Papers of up to 10 pages should be submitted through the ICCS submission system. Make sure that you select the International Workshop on Computational Stochastics there. The papers must be formatted according to the rules of Elsevier's Procedia Computer Science.

• Latex Template plus Instructions
• MS Word Template File

• Make sure that the Elsevier, Science Direct and Procedia header/logo is included.
• Are both sources and printable version available?
• Is the length of the printable version OK? (maximum 10 pages)
• Is the layout OK? Are the figures legible?
• Can you open the file without getting messages about missing fonts?
• Does it conform to the Procedia format?
  Printing area not larger than 165 mm × 230 mm; watch for figures, tables etc)
• Do not reduce line spacing, font sizes etc to make everything fit.
• Meta data (on URL)
  • Are all authors listed and in the correct order?
  • Is the abstract identical to the one in the paper?

At least one author of each accepted paper must register at the conference site and present the paper at the workshop.

Werner Sandmann
Department of Mathematics
Clausthal University of Technology, Germany

For general information on the ICCS conference such as registration, venue, travel and accomodation, please regularly consult the ICCS web site. In particular, check the frequently asked questions there.

If you have any questions specific to the Workshop on Computational Stochastics, please send an email to Werner Sandmann.

The workshop will take place on Tuesday, June 1, 2010

Check out the workshop schedule.

List of Accepted Papers (sorted by first authors' names)

• A Taylor Series Approach to the Numerical Analysis of the M/D/1/N Queue
  B. Abbas (University of Bejaia, Algeria), B. Heidergott (Vrije Universiteit, Amsterdam, The Netherlands), D. Aissani (University of Bejaia, Algeria)

• Numerical Solution of Level Dependent Quasi-birth-and-death Processes
  H. Baumann, W. Sandmann (Clausthal University of Technology, Germany)

• The Delta-thermostat: Selective Normal-modes Excitation by Colored-noise Langevin Dynamics
  M. Ceriotti, M. Parrinello (ETH Zürich, Switzerland)

• Stochastic Models and Simulation of Ion Channel Dynamics
  C. E. Dangerfield, K. Burrage (Oxford University, UK)

• A Maximum Likelihood Estimator for Parameter Distributions in Heterogeneous Cell Populations
  J. Hasenauer, S. Waldherr, N. Radde, M. Doszczak, P. Scheurich, F. Allgöwer (University of Stuttgart, Germany)

• Optimal Experimental Design using a Bayesian Framework for Parameter Identification in Dynamic Intracellular Network Models
  A. Kramer, N. Radde (University of Stuttgart, Germany)

• Mean Square Convergence of a Semidiscrete Scheme for SPDEs of Zakai Type Driven by Square Integrable Martingales
  A. Lang (University of Mannheim, Germany)

• Free Energy Computation by Controlled Langevin Dynamics
  J. C. Latorre, C. Hartmann, C. Schütte (Free University of Berlin, Germany)

• Asymptotic Optimality of the Cross-Entropy Method for Markov Chain Problems
  A. Ridder (Vrije Universiteit, Amsterdam, The Netherlands)

• On the Robustness of a One-Period Look-Ahead Policy in Multi-armed Bandit Problems
  I. O. Ryzhov (Princeton University, USA), P. I. Frazier (Cornell University, USA), W. B. Powell (Princeton University, USA)

• Influence of Feedback in Wave Based Chaotic Networks
  R. Sprik (University of Amsterdam, The Netherlands)

• An Optimal Finite State Projection Method
  V. Sunkara, M. Hegland (Australian National University, Australia)

• Maximum A Posteriori Estimation for Markov Chains Based on Gaussian Markov Random Fields
  H. Wu, F. Noe (Free University of Berlin, Germany)

For more information such as registration, venue, travel and accomodation, please regularly consult the ICCS web site. In particular, check the frequently asked questions there.