The main goal of the workshop consists in offering an extensive insight of the rare event simulation and analysis fundamentals. Rare event analysis is of essential importance in highly secure complex systems, e.g. nuclear plants, flight control systems, epidemic propagation, bacteriology analysis, network communication and sensitive information processing, where catastrophic failures may result in human, material and money losses.

The accurate estimation and forecasting of the associated probabilities impose strong constraints not only from a theoretical standpoint but also for numerical simulations. As direct Monte Carlo simulations do not stand to practical requirements, classical applications rely on static or adaptive importance sampling and splitting, interacting particle systems. A strong emphasis is therefore considered for unified theoretical formulations and foundations, addressing, at the same time, advanced numerical simulation and estimation examples, applied practical examples.

This workshop is partly organized by the INRIA ARC EPS on bacteriology risk analysis in eco-systems and and the ANR VIROSCOPY on epidemic propagation analysis.