Tutorial: Optimal Transport Methods in Operations Research and Statistics, APS INFORMS, 2017, Northwestern University.
Exact Simulation of Multidimensional Diffusions, Newton Institute, 2017, Cambridge.
Optimal Transport in Risk Analysis, EVA 2017, TU Delft.
Robust Risk Analysis, IWAP 2016, Toronto.
Monte Carlo Methods for Spatial Extremes, MCQMC 2016, Stanford University.
Exact Simulation of Objects Depending on Inifnite Future Information with Applications to Optimal Exact Simulation of Max-Stable Processes, EVA, 2015. Portugal, SIAM 2015 conference.
Multiscale Analysis of Limit Order Books, University of Chicago, Conference on High Frequency Trading at the Stevanovich Center, 2015.
Tolerance Enforced Simulation for Stochastic Differential Equations via Rough Path Analysis, Newton Institute, 2013; Conference in Monte Carlo, Warwick, 2014.
Exact Sampling of Multidimensional Reflected Brownian Motion, Tata Institute of Fundamental Research, India, 2014; Brown University 2015 and MCQMC 2014 (expended version).
A Markov Chain Substitution Scheme for Approximation of Choice Models, IBM Watson Theory, 2013.
Efficient Splitting-Based Rare Event Simulation Algorithms for Heavy-Tailed Sums, Winter Simulation Conference, 2013.
Modeling and Analysis of Systemic Risk Insurance Networks, New Direction in Management Science and Engineering, Stanford University, 2012; Conference in Monte Carlo, Ecole Polytechnique Paris, 2012.
Perfect Sampling for Infinite Server and Loss Systems, Winter Simulation Conference, 2012.
Steady-state Simulation for Reflected Brownian Motion and Related Networks, 10th International Stochastic Networks Conference, MIT, 2012; Princeton ORFE Colloquium (modified version), 2012.
On Lyapunov Bounds and Subsolutions of Efficient Importance Sampling Estimators, Seminar at Michigan, 2010.
Rare Event Simulation for Many Server Queues, Seminar at Cornell, 2010.
Efficient Rare Event Simulation for High Excursions of Gaussian Random Fields, Stanford Probability Seminar, 2010.
Optimal Sampling of Overflow Paths in Jackson Networks, Applied Probability Society Conference, 2009; Stochastic Networks Semester Activity at the Newton Institute, 2010.
State-dependent Importance Sampling for Random Walks with Regularly Varying Increments,
Stochastic Networks Satellite Workshop in Edinburgh, 2010.
