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Surrogate models for UQ in complex systems


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5th February 2018 to 9th February 2018
Serge Guillas
Lindsay Lee
Fabio Nobile
Clayton Webster


Serge Guillas (UCL), s.guillas[at][dot]uk
Lindsay Lee (Leeds), L.A.Lee[at][dot]uk
Fabio Nobile (EPFL), fabio.nobile[at]epfl[dot]ch
Clayton Webster (Oak Ridge National Labs), webstercg[at]ornl[dot]gov

Workshop theme

Our modern treatment of predicting the behavior of physical and engineering problems relies on approximating solutions in terms of physical and

stochastic domains, particularly in the case of uncertainty quantification (UQ), where the input data (coefficients, forcing terms, boundary conditions, geometry, etc) are affected by randomness.  For higher resolution and accuracy, simulations must increase the number of deterministic and stochastic variables, and expend more effort resolving smooth or even discontinuous behavior within each individual component.  Simulating the entire complex system at the level of fidelity that truly predicts the solution, remains elusive outside of idealized situations.  To combat this resulting explosion in computational effort, surrogate models are employed to quickly and efficiently predict the input-output map of many complex simulations.  As such, this workshop will be organized around a set of themes in which surrogate models have become an essential tool in enabling and accelerating UQ for a variety of problems, including:

1.  High-dimensional stochastic systems;

2.  Inference, optimization, and control in the presence of uncertainty;

3.  Stochastic multi-scale and multi-physics problems; and

4.  Design of physical and computational experiments;

However, constructing accurate surrogates for such problems and computing their predictions along with the uncertainties they introduce, constitute additional challenges. This workshop will explore a variety of approaches that have been developed to address such challenges, including Gaussian processes, sparse interpolation and projection, discrete least squares, compressed sensing, dimension reduction, multi-fidelity formulations, Bayesian inference, homogenization techniques, and atomistic to continuum coupling methods.


  • Dr Maria Adamou
  • Dr Ben Adcock
  • Dr Martin Eigel
  • Prof Oliver Ernst
  • Dr Maurizio Filippone
  • PD Dr David Ginsbourger
  • Prof Michael Goldstein
  • Dr John Paul Gosling
  • Prof Robert Gramacy
  • Dr Catherine Powell
  • Prof Olivier Roustant
  • Prof Christoph Schwab
  • Dr Ralph Smith
  • Dr Elaine Spiller
  • Prof Christine Shoemaker
  • Dr Lorenzo Tamellini
  • Dr Aretha Teckentrup
  • Prof Raul Tempone
  • Dr Hoang Tran
  • Dr Danny Williamson
  • Dr Guannan Zhang

In addition to invited talks, a poster session will be organised, as well as a two panel discussions

Deadline for applications: 5th December 2017

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.

UNQ programme participants DO NOT need to apply, programme participants with visit dates during UNQW02 will automatically be added to the attendee list.

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.

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.


Unfortunately we do not have any accommodation to offer, so all successful applicants will need to source their own accommodation.  Please see the Hotels Combined website for a list of local hotels and guesthouses.



Lunch will be served at Churchill College in the Cafeteria on the days that lectures take place.

Evening Meal

Participants are free to make their own arrangements for dinner.

Formal Dinner

The Formal Dinner will take place Wednesday 7th February at Trinity 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