UNQ
3 January 2018 to 29 June 2018
In areas as diverse as climate modelling, manufacturing, energy, life sciences, finance, geosciences and medicine, mathematical models and their discretisations into computer models are routinely used to inform decisions, assess risk and formulate policies. How accurate are the predictions made using such models? This crucial question lies at the heart of uncertainty quantification (UQ).
UQ is a broad phrase used to describe methodologies for taking account of uncertainties when mathematical and computer models are used to describe real-world phenomena. This includes propagating uncertainty from unknown model inputs to model outputs, the study of uncertainty in the models themselves, developing approximation schemes that result in tractable and accurate computer models, robust design, model calibration and other inverse problems, model bias and discrepancy etc. This programme focuses on UQ for complex systems which have complicated mathematical descriptions such as systems of partial differential equations for which even a single deterministic inversion of an associated computer model is very costly.
The scientific challenges of modern life, the recent rapid growth in computing power and the demand for more accurate and precise predictions in areas affecting improved infrastructures, public safety and economic well-being have spawned a recent surge in UQ activity. New UQ methodologies have and are continuing to be developed by statisticians and applied mathematicians independently.
The main aim of the programme is to bring applied mathematicians and statisticians together to formulate a common mathematical foundation for UQ and to establish long-lasting interactions that will lead to significant advances in UQ theory and methodologies for complex systems. Participants will work together to develop theories and methodologies for reducing the cost of model inversion, increasing the level of tractable complexity in modelling, and enabling efficient risk assessment and decision making. Five core themes of common interest to statisticians and applied mathematicians will provide the focus. These are:
Click here to download the programme's final scientific report
Title | Year | Programme |
---|---|---|
MULTILEVEL ADAPTIVE SPARSE LEJA APPROXIMATIONS FOR BAYESIAN INVERSE PROBLEMSAuthors: Elisabeth Ullmann, T. Neckel, H. J Bungartz, Ionut-Gabriel Farcas, Jonas Latz |
2017 | UNQ |
Conditions for the finiteness of the moments of the volume of level setsAuthors: J.M. Azais, David Ginsbourger, J.R. Leon, D. Armentano |
2017 | UNQ |
IGA-based Multi-Indec Stochastic Collocation for random PDEs on Arbitrary domainsAuthors: Lorenzo Tamellini, Joakim Beck, Raul Fidel Tempone |
2017 | UNQ |
Approximation of probability density functions for SPDEs using truncated series expansionsAuthors: Max Gunzburger, Henry Wynn, Giacomo Capodaglio |
2017 | UNQ |
Group kernels for Gaussian process and metamodels with categorical inputsAuthors: E. Padonou, Y. Deville, G. Perrin, Henry Wynn, Olivier Roustant |
2017 | UNQ |
Uncertainty qualification for computer models with spatial output using calibration-optimal basesAuthors: Daniel Williamson, John Scinocca, Viatcheslav Kharin, James Salter |
2017 | UNQ |
Efficient adaptive multilevel stochastic galerkin approximation using implicit a posteriori error estimationAuthors: Catherine Powell, Alex Bespalov, Adam Crowder |
2017 | UNQ |
Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputsAuthors: Alex Bespalov, Dirk Praetorius, Leonardo Rocchi, Michele Ruggeri |
2017 | UNQ |
Fast sampling of parameterised Gaussian random fieldsAuthors: Mr Marvin Eisenberger, Jonas Latz, Elisabeth Ullmann |
2017 | UNQ |
Robust Preconditioning for Stochastic Galerkin Formulations of Parameter-Dependent Linear Elasticity EquationsAuthors: David Silvester, Arbaz Khan, Catherine Powell |
2017 | UNQ |
8 January 2018 to 12 January 2018
1 February 2018 to 1 February 2018
5 February 2018 to 9 February 2018
5 March 2018 to 9 March 2018
9 April 2018 to 13 April 2018
15 June 2018 to 15 June 2018
Wednesday 17th January 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Hermann Matthies Technische Universität Braunschweig |
Room 2 | |
Wednesday 14th February 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Lorenzo Tamellini Università degli Studi di Pavia |
Room 2 |
Wednesday 21st February 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Francois-Xavier Briol Imperial College London; University of Warwick |
Room 2 |
Monday 26th February 2018 | |||
---|---|---|---|
14:00 to 16:00 |
Henry Wynn London School of Economics |
Room 2 |
Tuesday 27th February 2018 | |||
---|---|---|---|
14:00 to 16:00 |
Björn Sprungk Universität Mannheim |
Room 2 |
Thursday 1st March 2018 | |||
---|---|---|---|
14:00 to 15:00 |
Jens Lang Technische Universität Darmstadt |
Room 2 |
Friday 16th March 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Andy Wiltshire Met Office |
Room 2 |
Wednesday 28th March 2018 | |||
---|---|---|---|
11:00 to 13:00 |
David Woods University of Southampton |
Room 2 |
Thursday 5th April 2018 | |||
---|---|---|---|
11:00 to 12:00 |
Ines Cecilio Schlumberger Cambridge Research |
Room 1 | |
16:00 to 17:00 |
Andrew Stuart University of Warwick |
Room 1 | |
Wednesday 2nd May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Matt Plumlee Northwestern University |
Room 2 |
Friday 4th May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Matt Dunlop CALTECH (California Institute of Technology) |
Room 2 |
Wednesday 9th May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Arbaz Khan University of Manchester |
Room 2 |
Thursday 10th May 2018 | |||
---|---|---|---|
14:00 to 15:00 |
Albert Cohen Université Pierre et Marie Curie Paris |
Room 2 |
Monday 14th May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Viet Ha Hoang Nanyang Technological University |
Room 2 |
Wednesday 16th May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
John Paul Gosling University of Leeds |
Room 2 |
Friday 18th May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Hailiang Du Durham University |
Room 2 |
Monday 21st May 2018 | |||
---|---|---|---|
14:00 to 16:00 |
Paul Constantine University of Colorado |
Room 2 | |
Wednesday 23rd May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Francois-Xavier Briol Imperial College London; University of Warwick |
Room 2 |
Tuesday 29th May 2018 | |||
---|---|---|---|
14:00 to 15:00 |
Sebastian Ullmann Technische Universität Darmstadt |
Room 2 |
Wednesday 30th May 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Ronald De Vore Texas A&M University |
Room 2 | |
Friday 1st June 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Francois Bachoc Université de Toulouse |
Room 2 | |
Tuesday 5th June 2018 | |||
---|---|---|---|
14:00 to 15:00 |
Joakim Beck King Abdullah University of Science and Technology (KAUST) |
Room 2 |
Friday 8th June 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Tom Santner Ohio State University |
Room 2 | |
Monday 18th June 2018 | |||
---|---|---|---|
11:00 to 13:00 |
Melina Freitag University of Bath |
Room 2 | |
Tuesday 19th June 2018 | |||
---|---|---|---|
14:00 to 15:00 |
David Silvester University of Manchester |
Room 2 | |
Wednesday 20th June 2018 | |||
---|---|---|---|
10:30 to 13:00 |
Clémentine Prieur Université de Grenoble; INRIA Grenoble - Rhône-Alpes |
Room 2 | |
14:05 to 14:55 |
Henry Wynn London School of Economics |
Room 1 | |
14:55 to 15:45 |
Xun Huan Sandia National Laboratories; University of Michigan |
Room 1 | |
16:10 to 17:00 |
Serge Guillas University College London |
Room 1 | |
Monday 25th June 2018 | |||
---|---|---|---|
11:00 to 13:00 |
spyros Skoulakis KPMG |
Room 2 |
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