MCMC Revolution in Reliability Engineering

by Konstantin Zuev

As I have already mentioned,  I was invited to give a talk at the Southern California Probability Symposium 2001. After some thinking, I have decided to talk about the MCMC revolution that has happened over the last decade in the field of reliability engineering that lies at the boundary of engineering sciences and applied probability. This talk will be in the spirit of this paper by Persi Diaconis of Stanford.

Southern California Probability Symposiums have a reach history.
This is the schedule for SCPS-2011:

  • 9:50 – 10:40  Jinqiao Duan, IPAM and Illinois Institute of Technology, “Random Dynamical Systems with Non-Gaussian Noises”
  • 11:10 – 12:00  Tom Alberts, Cal Tech, “The Continuum Directed Random Polymer and the KPZ Universality Class”
  • 2:00 – 2:50  Allan Sly, UC Berkeley, “Asymptotic Learning on Social Networks”
  • 3:20 – 4:10  Tomoyuki Ichiba, UC Santa Barbara, “On collision of Brownian particles and applications”
  • 4:10 – 5:00  Konstantin Zuev, USC, “Markov Chain Monte Carlo Revolution in Reliability Engineering”
  • 6:00  Dinner

It is a great pleasure and honor for me to be in this company!