Program

The Applied Probability Day 2026 will take place on April 24 in Mudd 303 (talks) and Mudd 301 (catering).

9:15am – 9:45am	Registration
9:45am – 10:00am	Welcome address by Dean Shih-Fu Chang
10:00am – 10:40am	Peter Glynn (Stanford University): Forty Years of Regeneration
10:40am –11:20am	Søren Asmussen (Aarhus University): On Wiener-Hopf factorization and Erlangization, with Applications to Finance and Queueing
11:20am – 11:30am	Break
11:30am – 12:00pm	Paul Glasserman (Columbia University): Importance Sampling for Latent Dirichlet Allocation
12:00pm – 12:30pm	Assaf Zeevi (Columbia University): Sampling with Sigman
12:30pm – 1:30pm	Lunch
1:30pm – 2:00pm	Alan Scheller-Wolf (Carnegie Mellon University): SPLIT: SymPathy for Large Jobs Improves Tail Latency
2:00pm – 2:30pm	Jing Dong (Columbia University): Service-Induced Congestion in Memory-Constrained LLM Serving
2:30pm – 3:00pm	Wenpin Tang (Columbia University): Stochastic Approaches to Conditional Diffusion Guidance and Applications
3:00pm – 3:30pm	Coffee break
3:30pm – 4:00pm	Henry Lam (Columbia University): Start Safe: Configuring Optimization Algorithms for Decision-Making under Extreme Risks
4:00pm – 4:30pm	Ton Dieker (Columbia University): QPLEX Decision Processes
4:30pm – 5:30pm	Panel session and closing remarks