Applied probability has seen a revolutionary growth in research activity, driven by the information age and exploding technological frontiers. Applications include the internet and the world wide web, social networks, integrated supply chains in manufacturing networks, the highly intertwined international economies, and so on. The common thread running through these is that they are large interconnected systems that are emergent with very little top down design to optimize them. Probabilistic methods with limit theorems as their mainstay are best suited to find structure and regularity to help model, analyze and optimize such systems. Interface of probability with learning theory, optimization and control, and statistics has been the driving force behind the emerging paradigms, techniques and mathematics to address the huge scale of problems seen in such technological and commercial applications, not to mention several in biological or physical systems. In this six day program on advances in applied probability, we will have some of the leading researchers from the field conduct short courses in emerging areas, including:
- Statistical learning theory
- High dimensional computation
- Monte Carlo methods
- Discrete probability
- Empirical methods in probability
Eligibility criteria : Familiarity with probability at advanced undergraduate level
If interested applicants are unable to apply for the program through the link, please email to email@example.com.