Workshop

Mathematical and computational modelling

of rare events in complex systems

November 18-20, 2019 - CCEN/UFPE, Recife, PE, Brazil

This Workshop is an activity of the RareDep Project, a Math-AmSud project developed jointly by a team of researchers based in Brazil, Chile, France and Uruguay.

The RareDep project focus on developing new techniques addressing two central elements for the improvement of the available tools for risk analysis of complex systems. One is the case of rare events, occurring both in performance and in dependability evaluation of systems modeled as made of many components. Rare events preclude the use of Monte Carlo techniques when the event of interest has a small probability of occurring, and specific methods are necessary, with many open problems in the area. Independence is the usual assumption when building models, but we know that the assumption is almost never satisfied. We often are constrained by the necessity of assuming independent components in order to be able to use the available methods. In RareDep, we intend to address both problems simultaneously.

The aim of the workshop is to bring together researchers working in the modelling of multi-component systems, estimation of rare events and related topics.

Location

The activities will be held at the Auditorium of CCEN-UFPE. Only at Monday 18th, between 15h00 and 17h30 the activities will be held at the Auditorium of CIn-UFPE.

Talks

Antônio Santos Macêdo, Universidade Federal de Pernambuco, Brazil

Title: A hierarchical theory of non-equilibrium fluctuations in multiscale complex systems

Carla Monteiro, Universidade Federal de Pernambuco, Brazil

Title: Logistic Biclustering for Binary Genomic data

Fernanda De Bastiani, Universidade Federal de Pernambuco, Brazil

Title: Influential diagnostics in spatial linear mixed models. [Slides]

Gustavo Guerberoff, Universidad de la República, Uruguay

Title: Separability in SBS. [Slides]

Héctor Cancela, Universidad de la República, Uruguay

Title: Studying Metabolic Networks Through Monte Carlo Simulations. [Slides]

Javiera Barrera, Universidad Adolfo Ibáñez, Chile

Title: Resilient Power Grid Design Considering Geographically Correlated Failures. [Slides]

Jose Manuel Martinez, Universidad Técnica Federico Santa María, Chile

Title: Fast Transient Analysis of Continuous Time Markov Chains by Probability Mass Selection

Luis Stabile, Universidad de la República, Uruguay

Title: Complexity and Heuristics for the Max Cut-Clique Problem. [Slides]

Maria do Carmo Soares de Lima, Universidade Federal de Pernambuco, Brazil

Title: Failure time and survival analysis with medical data applications. [Slides]

Nelson Villagra, Universidad Nacional de la Patagonia "San Juan Bosco", Argentina

Title: Results of clustering analysis applied to proteomic data using affnity propagation algorithm. [Slides]

Pablo Romero, Universidad de la República, Uruguay

Title: Graph fragmentation problems. [Slides]

Ricardo Ehlers, Universidade de São Paulo, Brazil

Title: Advances in Bayesian Computation. [Slides]

Tatijana Stosic, Universidade Federal Rural de Pernambuco, Brazil

Title: Fractal and multifractal time series analysis

Mini-courses

Borko Stosic, Universidade Federal Rural de Pernambuco, Brazil

Title: Jackstrap and Multiple Data Envelopment Analysis,

Link to material HERE.

Bruno Tuffin, INRIA-Rennes, France

Title: Monte Carlo Simulation and Rare Event Estimation. [Slides]

Posters

César Diogo Bezerra da Silva, Universidade Federal de Pernambuco, Brazil

Title: In a Class of Probabilistic Cellular Automata with non-local interaction

Dora Jimenez, Universidad Adolfo Ibáñez, Chile

Title: Network reliability under geographical correlated failures

Guido Lagos, Universidad de Santiago de Chile, Chile

Title: On the validity and rate of convergence of the Lévy-frailty CLT-type result for network reliability

Leon Tarquino da Costa, Universidade Federal de Pernambuco, Brazil

Title: Dynamic’s Aspects of the Flip-Annihilation Process

Mario Estrada, Universidade Federal de Pernambuco, Brazil

Title: Absorption time for the die and jump model with one particle

Submissions

We welcome submissions to be considered for presentation at our workshop, in the form of a poster. Please send your proposal (name, affiliation, and a short abstract of about 200 words), by November 6th, to pablo@de.ufpe.br and we will contact you in short.

Organizing Committee

  • Alejandra Rada, Universidade Federal do ABC
  • Héctor Cancela, Universidad de la República
  • Javiera Barrera, Universidad Adolfo Ibáñez
  • Nelson Villagra, Universidad Nacional de la Patagonia
  • Pablo Rodriguez, Universidade Federal de Pernambuco - Coordinator
  • Raydonal Ospina, Universidade Federal de Pernambuco
  • Silvio de Barros Melo, Universidade Federal de Pernambuco

Support