UQ for inverse problems in complex systems

Workshop theme

It is characteristic of many physical systems that quantities that are accessible to experimental observation are related through mathematical models to important characteristics that are not directly observable. For this reason, the formulation and solution of inverse problems is a fundamental component of scientific inference and engineering design using data and models. It is also one of the fundamental challenges in Uncertainty Quantification, since uncertainty and stochastic error affects both the observable quantities and models. Those challenges become very severe when the systems involved are complex, e.g. incorporating multiple physical processes acting over a range of scales.

The workshop will be devoted to exploring the challenges associated with stochastic inverse problems for complex systems. The workshop will be organized around a set of themes: (1) Formulation, solution, and use of inverse problems for large complex systems; (2) Bayesian model calibration; (3) Efficiency and accuracy in computational methods for stochastic inverse problems; and (4) Experimental design. We will also organize a discussion exploring the possibility of establishing a set of community challenge problems.

Timetable

Monday 9th April 2018
09:00 to 09:50	Registration	No Room Required
09:50 to 10:00	Welcome from Christie Marr (INI Deputy Director)	No Room Required
10:00 to 11:00	Ilya Mandel University of Birmingham Studying black holes with gravitational waves: Why GW astronomy needs you!	Room 1
11:00 to 11:30	Morning Coffee	No Room Required
11:30 to 12:00	Paul Constantine University of Colorado Subspace-based dimension reduction for forward and inverse uncertainty quantification	Room 1
12:00 to 13:30	Buffet Lunch at INI	No Room Required
13:30 to 14:30	Christoph Schwab ETH Zürich Deterministic Multilevel Methods for Forward and Inverse UQ in PDEs	Room 1
14:30 to 15:00	Richard Nickl University of Cambridge Statistical guarantees for Bayesian uncertainty quantification in inverse problems	Room 1
15:00 to 15:30	Robert Scheichl University of Bath Low-rank tensor approximation for sampling high dimensional distributions	Room 1
15:30 to 16:00	Afternoon Tea	No Room Required
16:00 to 17:00	Panel Discussion: Establishing UQ Challenge Problems & Supporting Infrastructure	Room 1
17:00 to 18:00	Welcome Wine Reception at INI	No Room Required

Tuesday 10th April 2018
09:00 to 10:00	Youssef Marzouk Massachusetts Institute of Technology Optimal Bayesian experimental design: focused objectives and observation selection strategies	Room 1
10:00 to 10:30	Claudia Schillings Universität Mannheim On the Convergence of Laplace's Approximation and Its Implications for Bayesian Computation	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	Hugo Maruri-Aguilar Queen Mary University of London Smooth metamodels	Room 1
11:30 to 12:00	Michael Goldstein Durham University Inverting the Pareto Boundary: Bayes linear decision support with a soft constraint	Room 1
12:00 to 13:30	Buffet Lunch at INI	No Room Required
13:30 to 14:30	Andrew Stuart University of Warwick Large Graph Limits of Learning Algorithms	Room 1
14:30 to 15:00	Afternoon Tea	No Room Required
15:00 to 16:00	Tim Sullivan Freie Universität Berlin Bayesian probabilistic numerical methods	Room 1
16:00 to 17:00	Poster Session	Discussion Room

Wednesday 11th April 2018
09:00 to 10:00	Angela Dean Ohio State University Experimental Design for Prediction of Physical System Means Using Calibrated Computer Simulators	Room 1
10:00 to 10:30	Peter Challenor University of Exeter Experimental Design for Inverse Modelling: From Real to Virtual and Back	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	David Ginsbourger None / Other; Universität Bern Quantifying and reducing uncertainties on sets under Gaussian Process priors	Room 1
11:30 to 12:00	Daniel Williamson University of Exeter Parameter inference, model error and the goals of calibration	Room 1
12:00 to 13:30	Buffet Lunch at INI	No Room Required
19:30 to 22:00	Formal Dinner Gonville & Caius College	No Room Required

Thursday 12th April 2018
09:00 to 10:00	Jeremy Oakley University of Sheffield Bayesian calibration, history matching and model discrepancy	Room 1
10:00 to 10:30	Masoumeh Dashti University of Sussex Modes of posterior measure for Bayesian inverse problems with a class of non-Gaussian priors	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 11:30	Nicholas Dexter University of Tennessee; Oak Ridge National Laboratory Joint-sparse recovery for high-dimensional parametric PDEs	Room 1
11:30 to 12:00	Aretha Teckentrup University of Edinburgh Deep Gaussian Process Priors for Bayesian Inverse Problems	Room 1
12:00 to 13:30	Buffet Lunch at INI	No Room Required
13:30 to 14:30	Derek Bingham Simon Fraser University Bayesian model calibration for generalized linear models: An application in radiation transport	Room 1
14:30 to 15:00	Ian Vernon University of Durham Multilevel Emulation and History Matching of EAGLE: an expensive hydrodynamical Galaxy formation simulation.	Room 1
15:00 to 15:30	Afternoon Tea	No Room Required
15:30 to 16:00	Matthew Pratola Ohio State University A Comparison of Approximate Bayesian Computation and Stochastic Calibration for Spatio-Temporal Models of High-Frequency Rainfall Patterns	Room 1
16:00 to 17:00	Poster Session	Discussion Room

Friday 13th April 2018
09:00 to 10:00	Luc Pronzato Université de Nice Sophia Antipolis; CNRS (Centre national de la recherche scientifique) Bayesian quadrature, energy minimization and kernel herding for space filling design	Room 1
10:00 to 10:30	Serge Guillas University College London Computer model calibration with large nonstationary spatial outputs: application to the calibration of a climate model	Room 1
10:30 to 11:00	Morning Coffee	No Room Required
11:00 to 12:00	Final Panel Discussion	Room 1
12:00 to 13:30	Buffet Lunch at INI	No Room Required

Uncertainty quantification for complex systems: theory and methodologies

UQ for inverse problems in complex systems

Organisers

Derek Bingham Simon Fraser University
Donald Estep Colorado State University
Catherine Powell University of Manchester
Claudia Schillings Universität Mannheim
Daniel Williamson University of Exeter

Speakers

Derek Bingham Simon Fraser University
Peter Challenor University of Exeter
Paul Constantine University of Colorado
Masoumeh Dashti University of Sussex
Angela Dean Ohio State University
Nicholas Dexter University of Tennessee; Oak Ridge National Laboratory
David Ginsbourger None / Other; Universität Bern
Michael Goldstein Durham University
Serge Guillas University College London
Ilya Mandel University of Birmingham
Hugo Maruri-Aguilar Queen Mary University of London
Youssef Marzouk Massachusetts Institute of Technology
Richard Nickl University of Cambridge
Jeremy Oakley University of Sheffield
Matthew Pratola Ohio State University
Luc Pronzato Université de Nice Sophia Antipolis; CNRS (Centre national de la recherche scientifique)
Robert Scheichl University of Bath
Claudia Schillings Universität Mannheim
Christoph Schwab ETH Zürich
Andrew Stuart University of Warwick
Tim Sullivan Freie Universität Berlin
Aretha Teckentrup University of Edinburgh
Ian Vernon University of Durham
Daniel Williamson University of Exeter

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Participants

Kweku Abraham University of Cambridge
Evan Baker University of Exeter
Russell Barton National Science Foundation
Derek Bingham Simon Fraser University
Neil Chada University of Warwick
Peter Challenor University of Exeter
Thomas Chuna Michigan State University
Paul Constantine University of Colorado
Masoumeh Dashti University of Sussex
Ronald De Vore Texas A&M University
Angela Dean Ohio State University
Nicholas Dexter University of Tennessee; Oak Ridge National Laboratory
Simona Domesová Academy of Sciences of the Czech Republic
Duc Lam Duong University of Sussex
Sebastien Garrigues INRA - Institut National de la Recherche Agronomique; Centre for Ecology & Hydrology
David Ginsbourger None / Other; Universität Bern
Matteo Giordano University of Cambridge; Cambridge Centre for Analysis
Mark Girolami Imperial College London; The Alan Turing Institute
Michael Goldstein Durham University
Susana Gomes Imperial College London
Margarita Grushanina University of Vienna
Serge Guillas University College London
Max Gunzburger Florida State University
Abdul Lateef Haji Ali University of Oxford
Stylianos Katsarakis University of Sussex
Louise Kimpton University of Exeter
Nikola Kovachki CALTECH (California Institute of Technology)
Alexander Litvinenko King Abdullah University of Science and Technology (KAUST); Technische Universität Braunschweig
Kerstin Lux Universität Mannheim
Juan Pablo Madrigal cianci EPFL - Ecole Polytechnique Fédérale de Lausanne
Ilya Mandel University of Birmingham
Manuel Marschall Weierstraß-Institut für Angewandte Analysis und Stochastik
Hugo Maruri-Aguilar Queen Mary University of London
Youssef Marzouk Massachusetts Institute of Technology
Jordan Melendez Ohio State University
Gary Mirams University of Nottingham
Helena Nandi Formentin Universidade Estadual de Campinas; Durham University
Richard Nickl University of Cambridge
Jeremy Oakley University of Sheffield
Anamika Pandey King Abdullah University of Science and Technology (KAUST); Technische Universität Kaiserslautern
Sahani Pathiraja Universität Potsdam
Thomas Pennington University of Bath
Catherine Powell University of Manchester
Matthew Pratola Ohio State University
Luc Pronzato Université de Nice Sophia Antipolis; CNRS (Centre national de la recherche scientifique)
Joscha Reimer Christian-Albrechts-Universität zu Kiel
James Rynn University of Manchester; National Physical Laboratory
Robert Sawko IBM Research
Robert Scheichl University of Bath
Claudia Schillings Universität Mannheim
Christoph Schwab ETH Zürich
Pranay Seshadri University of Cambridge
Timothy Smith University of Texas at Austin
Alessio Spantini Massachusetts Institute of Technology
Björn Sprungk Universität Mannheim
Andrew Stuart University of Warwick
Tim Sullivan Freie Universität Berlin
Aretha Teckentrup University of Edinburgh
Ian Vernon University of Durham
Victoria Volodina University of Exeter
Simon Weißmann Universität Mannheim
Daniel Williamson University of Exeter
Henry Wynn London School of Economics
wenzhe xu University of Exeter
Yuanying Zhao Imperial College London