Key UQ methodologies and motivating applications

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.

Applications for this workshop are now closed

The Institute kindly requests that any papers published as a result of this programme’s activities are credited as such. Please acknowledge the support of the Institute in your paper using the following text:

The author(s) would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the programme Key UQ methodologies and motivating applications, where work on this paper was undertaken. This work was supported by EPSRC grant EP/K032208/1 and EP/R014604/1.

Timetable

Monday 8th January 2018
09:00 to 09:50	Registration	No Room Required
09:50 to 10:00	Welcome from David Abrahams (INI Director)	No Room Required
10:00 to 11:00	Jim Berger Duke University; University of Chicago Statistical perspectives on UQ, past and present	Room 1
11:00 to 11:30	Morning Coffee	No Room Required
11:30 to 12:30	Ralph Smith North Carolina State University Uncertainty Quantification from a Mathematical Perspective	Room 1
12:30 to 13:00	Poster Blitz I	Room 1
13:00 to 14:00	Lunch @ Churchill College	No Room Required
14:00 to 15:00	Bertrand Iooss Electricté de France; Université Paul Sabatier Toulouse III Uncertainty quantification of numerical experiments: Several issues in industrial applications	Room 1
15:00 to 16:00	Ahmed ElSheikh Machine learning techniques for uncertainty quantification of subsurface reservoir models	Room 1
16:00 to 16:30	Afternoon Tea	No Room Required
16:30 to 17:30	Richard Bradley London School of Economics Philosophical Approaches to Uncertainty and its Measurement	Room 1
17:30 to 18:30	Welcome Wine Reception & Poster Session I at INI	No Room Required

Tuesday 9th January 2018
09:00 to 10:00	Michael Goldstein Durham University Uncertainty analysis for complex systems modelled by computer simulators	Room 1
10:00 to 11:00	Max Gunzburger Florida State University Uncertainty quantification for partial differential equations: going beyond Monte Carlo	Room 1
11:00 to 11:30	Morning Coffee	No Room Required
11:30 to 12:30	Henry Wynn London School of Economics Experimental design in computer experiments: review and recent research	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
13:30 to 14:30	Lindsay Lee University of Leeds UQ in earth sciences: applications and challenges	Room 1
14:30 to 15:30	Peter Jan van Leeuwen University of Reading Sequential Bayesian Inference in high-dimensional geoscience applications	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required
16:00 to 17:00	Jakub Bijak Uncertainty quantification in demography: Challenges and possible solutions	Room 1

Wednesday 10th January 2018
09:00 to 10:00	Julia Charrier Aix Marseille Université A few elements of numerical analysis for PDEs with random coefficients of lognormal type	Room 1
10:00 to 11:00	Chris Oates Newcastle University Bayesian Probabilistic Numerical Methods	Room 1
11:00 to 11:30	Morning Coffee	No Room Required
11:30 to 12:30	Howard Elman University of Maryland, College Park Linear Algebra Methods for Parameter-Dependent Partial Differential Equations	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
13:30 to 17:00	Free Afternoon	No Room Required
19:30 to 22:00	Formal Dinner at Christ's College	No Room Required

Thursday 11th January 2018
09:00 to 10:00	Markus Bachmayr Rheinische Friedrich-Wilhelms-Universität Bonn Low-rank approximations for parametric and random PDEs	Room 1
10:00 to 11:00	Tony O'Hagan University of Sheffield Gaussian process emulation	Room 1
11:00 to 11:30	Morning Coffee	No Room Required
11:30 to 12:30	Masoumeh Dashti University of Sussex The Bayesian approach to inverse problems	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
13:30 to 14:00	Informal discussion	Room 1
14:00 to 14:30	Pre-discussion session	Room 1
14:30 to 15:30	Ronni Bowman Defence Science and Technology Laboratory Uncertainty Quantification (UQ) and Communication for Chemical and Biological Hazard Response	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required
16:00 to 17:00	Richard Clayton University of Sheffield Computational models of the heart: Why they are useful, and how they would benefit from UQ	Room 1
17:00 to 18:00	Drinks Reception at INI	No Room Required

Friday 12th January 2018
09:00 to 10:00	Robert Scheichl University of Bath Multilevel Monte Carlo Methods	Room 1
10:00 to 11:00	David Ginsbourger None / Other; Universität Bern Variations on the Expected Improvement	Room 1
11:00 to 11:30	Morning Coffee	No Room Required
11:30 to 12:30	Claudia Schillings University of Warwick Analysis of Ensemble Kalman Inversion	Room 1
12:30 to 13:30	Lunch @ Churchill College	No Room Required
13:30 to 14:30	Richard Wilkinson University of Sheffield UQ perspectives on approximate Bayesian computation (ABC)	Room 1
14:30 to 15:30	Catherine Powell University of Manchester ; Peter Challenor University of Exeter Discussion session	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required

Uncertainty quantification for complex systems: theory and methodologies

Key UQ methodologies and motivating applications

Organisers

Robert Scheichl University of Bath
Ralph Smith North Carolina State University
Richard Wilkinson University of Sheffield
David Woods University of Southampton
Henry Wynn London School of Economics

Speakers

Markus Bachmayr Rheinische Friedrich-Wilhelms-Universität Bonn
Jim Berger Duke University; University of Chicago
Jakub Bijak
Ronni Bowman Defence Science and Technology Laboratory
Richard Bradley London School of Economics
Julia Charrier Aix Marseille Université
Richard Clayton University of Sheffield
Masoumeh Dashti University of Sussex
Howard Elman University of Maryland, College Park
Ahmed ElSheikh
David Ginsbourger None / Other; Universität Bern
Michael Goldstein Durham University
Max Gunzburger Florida State University
Bertrand Iooss Electricté de France; Université Paul Sabatier Toulouse III
Lindsay Lee University of Leeds
Tony O'Hagan University of Sheffield
Chris Oates Newcastle University
Robert Scheichl University of Bath
Claudia Schillings University of Warwick
Ralph Smith North Carolina State University
Peter Jan van Leeuwen University of Reading
Richard Wilkinson University of Sheffield
Henry Wynn London School of Economics

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Participants

Christian Agrell University of Oslo
Rania Alharbey King Abdulaziz University
Dario Filippo Azzimonti Università della Svizzera italiana
Evgenia Babushkina Freie Universität Berlin
Markus Bachmayr Rheinische Friedrich-Wilhelms-Universität Bonn
Evan Baker University of Exeter
Ron Bates Rolls-Royce Plc
Jim Berger Duke University; University of Chicago
Alex Bespalov University of Birmingham
Jakub Bijak
Philippe Blondeel KU Leuven
Esteve Borras mora University of Edinburgh; University of Strathclyde
Ronni Bowman Defence Science and Technology Laboratory
Richard Bradley London School of Economics
Peter Challenor University of Exeter
Dominic Etienne Charrier Durham University
Julia Charrier Aix Marseille Université
Richard Clayton University of Sheffield
Adam Crowder University of Manchester
Masoumeh Dashti University of Sussex
Dario Domingo University of Leeds
Howard Elman University of Maryland, College Park
Ahmed ElSheikh
Scott Ferson University of Liverpool
sebastien Garrigues INRA - Institut National de la Recherche Agronomique; Centre for Ecology & Hydrology
Aytekin Gel Arizona State University
David Ginsbourger None / Other; Universität Bern
Mark Girolami Imperial College London; The Alan Turing Institute
Michael Goldstein Durham University
Umberto Gostoli University of Glasgow
Max Gunzburger Florida State University
Mengwu Guo EPFL - Ecole Polytechnique Fédérale de Lausanne
Jack S. Hale Université du Luxembourg
Shih-Lung Tracy Huang CSIRO Mathematics, Informatics and Statistics
Bertrand Iooss Electricté de France; Université Paul Sabatier Toulouse III
Lindsay Lee University of Leeds
Joseph Leedale University of Liverpool
Guanglian Li Universität Bonn
Josephine Lloyd-papworth University of Reading
Xuefei Lu Bocconi University
Nevin Martin Sandia National Laboratories
Hermann Matthies Technische Universität Braunschweig
Gary Mirams University of Nottingham
Craig Newsum University of Manchester
Fabio Nobile EPFL - Ecole Polytechnique Fédérale de Lausanne
Tony O'Hagan University of Sheffield
Chris Oates Newcastle University
Filippo Pagani University of Manchester
Rui Paulo Universidade de Lisboa
E. Bruce Pitman University at Buffalo
Christopher Pope University of Leeds
Catherine Powell University of Manchester
David Pugh McLaren Applied Technologies
Giovanni Rabitti Bocconi University
Edmund Ryan Lancaster University
James Rynn University of Manchester; National Physical Laboratory
Markus Schartau Christian-Albrechts-Universität zu Kiel
Robert Scheichl University of Bath
Claudia Schillings University of Warwick
Eric Silverman University of Glasgow
David Silvester University of Manchester
spyros Skoulakis KPMG
Ralph Smith North Carolina State University
Paul Smith University of Leeds
Björn Sprungk Universität Mannheim
Andrew Stuart University of Warwick
Chris Thompson IBM Research
Peter Jan van Leeuwen University of Reading
Marcel Van Oijen Centre for Ecology & Hydrology
Philipp Wacker Friedrich-Alexander-Universität Erlangen-Nürnberg
Yu-Ping Wang Tulane University
Richard Wilkinson University of Sheffield
David Woods University of Southampton
Henry Wynn London School of Economics
Adah Zhang Sandia National Laboratories