Tim Sullivan

ECMath Colloquium

ECMath Colloquium

This week's colloquium at the Einstein Center for Mathematics Berlin will be on the topic of “Stochastics meets PDE.” The speakers will be:

  • Antoine Gloria (Sorbonne): Stochastic homogenization: regularity, oscillations, and fluctuations
  • Peter Friz (TU Berlin and WIAS Berlin): Rough Paths, Stochastics and PDEs
  • Nicholas Dirr (Cardiff): Interacting Particle Systems and Gradient Flows

Time and Place. Friday 6 July 2018, 14:00–17:00, Humboldt-Universität zu Berlin, Main Building Room 2094, Unter den Linden 6, 10099 Berlin.

Published on Monday 2 July 2018 at 12:00 UTC #event

SIAM UQ18

SIAM UQ18 in Garden Grove

The fourth SIAM Conference on Uncertainty Quantification (SIAM UQ18) will take place at the Hyatt Regency Orange County, Garden Grove, California, this week, 16–19 April 2018.

As part of this conference, Mark Girolami, Philipp Hennig, Chris Oates and I will organise a mini-symposium on “Probabilistic Numerical Methods for Quantification of Discretisation Error” (MS4, MS17 and MS32).

Published on Saturday 14 April 2018 at 08:00 UTC #event

British Library

ProbNum 2018

Next week Chris Oates and I will host the SAMSI–Lloyds–Turing Workshop on Probabilistic Numerical Methods at the Alan Turing Institute, London, housed in the British Library. The workshop is being held as part of the SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics.

The accuracy and robustness of numerical predictions that are based on mathematical models depend critically upon the construction of accurate discrete approximations to key quantities of interest. The exact error due to approximation will be unknown to the analyst, but worst-case upper bounds can often be obtained. This workshop aims, instead, to further the development of Probabilistic Numerical Methods, which provide the analyst with a richer, probabilistic quantification of the numerical error in their output, thus providing better tools for reliable statistical inference.

This workshop has been made possible by the generous support of SAMSI, the Alan Turing Institute, and the Lloyd's Register Foundation Data-Centric Engineering Programme.

Published on Friday 6 April 2018 at 07:00 UTC #event #prob-num #samsi

SFB 1294

SFB1294 Colloquium

Next week it will be a great pleasure to give the SFB 1294 Data Assimilation colloquium talk on the topic of “Distributional Uncertainty in Uncertainty Quantification”.

Time and Place. Friday 8 December 2017, 10:15–11:45, University of Potsdam, Campus Golm, Building 28, Lecture Hall 108

Abstract. Many problems in forward and inverse uncertainty quantification assume a single probability distribution of interest, e.g. a distribution of random inputs or a prior measure for Bayesian inference. However, on close inspection, many of these probability distributions are not completely determined by the available information, and this introduces an additional source of uncertainty. For example there may be good grounds for assuming a particular form for the distribution, but the "correct" values of a few parameters may be known only approximately; at another extreme, only a few moments or statistics of the distribution may be known, leaving an infinite-dimensional non-parametric distributional uncertainty to be reckoned with.

Such so-called distributional or Knightian uncertainties may be particularly important if critical features of the system depend upon underdetermined aspects of the probability distribution such as tail behaviour. This talk will give a brief introduction to the treatment of such uncertainties, in both finite- and infinite-dimensional settings, including maximum entropy and optimisation approaches.

Published on Friday 1 December 2017 at 08:00 UTC #event #sfb1294

The Alan Turing Institute

Inverse Problems Summer School at the Alan Turing Institute

From 29 August–1 September 2017, the Alan Turing Institute will host a summer school on Mathematical Aspects of Inverse Problems organised by Claudia Schillings (Mannheim) and Aretha Teckentrup (Edinburgh and Alan Turing Institute), two of my former colleagues at the University of Warwick. The invited lecturers are:

Published on Friday 23 June 2017 at 09:00 UTC #event #inverse-problems