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Key UQ methodologies and motivating applications


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8th January 2018 to 12th January 2018
David Woods
Robert Scheichl
Ralph Smith
Richard Wilkinson
Henry Wynn


Workshop theme

Uncertainty Quantification (UQ) concerns the assessment of uncertainties and errors in complex mathematical models. Sources of uncertainty and error include uncertain model inputs, noisy data, incomplete knowledge of the model, and errors in numerical approximations. A variety of UQ methodologies have been developed by the Statistics and Applied Mathematics communities, often addressing similar problems from different perspectives, or using similar techniques but with different emphasis and nomenclature. To start the INI programme on UQ for complex systems, this workshop will bring together leading researchers from both Statistics and Applied Mathematics for a series of introductory and tutorial presentations. The aim is to improve the understanding within each community of the others’ research methods, and to identify common key challenges to address within the programme.

The third community invested in UQ problems are the domain area experts and practitioners. The workshop will also include presentations from speakers from a variety of important application areas. The aim is to identify key applied, generic, problems for which UQ solutions are required. Again, these presentations will help inform the direction of the INI programme.

Tutorial Speakers

  • Dr Markus Bachmayr “Low-rank approximations for parametric and random PDEs"
  • Professor Jim Berger “Statistical perspectives on UQ, past and present”
  • Dr Julia Charrier "A few elements of numerical analysis for PDEs with random coefficients of lognormal type"
  • Professor Peter Challoner
  • Dr Masoumeh Dashti “The Bayesian approach to inverse problems”
  • Professor Howard Elman
  • Professor David Ginsbourger “Variations on the Expected Improvement”
  • Professor Mark Girolami "Probabilistic Numerical Computation: a Role for Statisticians in Numerical Analysis?”
  • Professor Michael Goldstein “Uncertainty analysis for complex systems modelled by computer simulators”
  • Tony O’Hagan “Gaussian process emulation"
  • Dr Catherine Powell
  • Professor Robert Scheichl
  • Dr Claudia Schillings
  • Professor Ralph Smith "Uncertainty Quantification from a Mathematical Perspective"
  • Dr Clayton Webster
  • Professor Henry Wynn “Experimental design in computer experiments: review and recent research”


Application speakers

  • Dr Ron Bates “Application of Uncertainty Quantification and Management in Model-Based Systems Engineering"
  • Professor Jakub Bijak “Uncertainty quantification in demography: Challenges and possible solutions"
  • Professor Veronica Bowman “UQ and Communication for Chemical and Biological Hazard Response"
  • Professor Richard Clayton “Computational models of the heart: Why they are useful, and how they would benefit from UQ"
  • Dr Ahmed ElSheikh “Uncertainty quantification of subsurface reservoir models using machine learning techniques"
  • Dr Bertrand Iooss “Uncertainty quantification of numerical experiments: Several issues in industrial applications"
  • Dr Lindsay Lee “UQ in earth sciences: applications and challenges"


Deadline for applications: 29th October 2017

We have limited funds available to support the travel costs of PhD students. Please indicate on the application form if you wish to apply.

UNQ programme participants DO NOT need to apply, programme participants with visit dates during UNQW01 will automatically be added to the attendee list.

Please note members of Cambridge University are welcome to turn up and sign in as a non-registered attendee on the day(s) during the workshop and attend the lecture(s). Please note that we cannot provide you with any support including name badge, meals or accommodation.

In addition to visiting the INI, there are multiple ways in which you can participate remotely.

Apply now


Registration Only    
  • Registration Package: £230
  • Student Registration Package: £180

The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Monday - Friday), wine reception and formal dinner, but does not include other meals or accommodation.

Registration and Accommodation
  • Accommodation Package: £580

The Accommodation Package includes a registration fee, bed and breakfast accommodation at Churchill College from the evening of Sunday 7th January 2018 to breakfast on Saturday 13th January 2018, together with lunches and refreshments during the days that lectures take place (Monday - Friday). The formal dinner is also included, but no other evening meals.

Formal Dinner Only
  • Formal Dinner: £50

Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event. For all remaining participants who would like to attend, such as programme participants, the above charge will apply.


Accommodation in single study bedrooms with shared facilities and breakfast are provided at Churchill College,



Lunch will be served at Churchill College in the Cafeteria from 12:30 to 13:30 on days that lectures take place (on Monday 8th January lunch will take place from 13:00 to 14:00).

  • Accommodation Package and Registration Package participants should present their vouchers as payment for their meal
  • Those issued with a blue Institute door entrance card can add money onto the card via the Porters' Lodge at Churchill College
  • Other participants must purchase their meal using cash

Evening Meal

Participants are free to make their own arrangements for dinner.

Formal Dinner

The Formal Dinner will take place Wednesday 10th January at Christ's College. Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event.


University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons