MS-Tu-D-37
A Statistical perspective of UQ: design, modeling and computations - Part III of III
For Part I, see MS-Mo-D-37
For Part II, see MS-Mo-E-37

Date: August 11
Time: 13:30--15:40
Room: 301B

(Note: Click title to show the abstract.)

Organizer:
Wu, Jeff (Georgia Inst. of Tech.)
Woods, David (Univ. of Southampton)
Xiong, Shifeng (Chinese Acad. of Sci.)

Abstract: This minisymposium consists of three sessions. Each co-organizer will organize one session. They will address the three aspects of the title: design, modeling, and computations. The focus will be on these problems from the statistical perspective but will also bring in interface with work in applied mathematics on UQ. In design, both space-filling designs and sparse grids are considered. In modeling, both stochastic kriging and generalized polynomial chaos approximation are considered. Comparisons and contrasts between work in applied math and statistics will be emphasized. Computational challenges for high dimensions and big data are the third theme.


MS-Tu-D-37-1
13:30--14:00
Accelerating asymptotically exact MCMC for computationally intensive models via local approximations
Conrad, Patrick (Univ. of Warwick)
Marzouk, Youssef (Massachusetts Inst. of Tech.)


MS-Tu-D-37-2
14:00--14:30
UQ Modeling in Photonic Bandgap Engineering Simulations
Wang, Weichung (National Taiwan Univ.)


MS-Tu-D-37-3
14:30--15:00
Probability Measures on Numerical Solutions of ODEs and PDEs for Uncertainty Quantification and Inference
Conrad, Patrick (Univ. of Warwick)
Girolami, Mark (Univ. of Warwick)
Stuart, Andrew (Univ. of Warwick)


CP-Tu-D-37-4
15:00--15:20
Data Assimilation for Shallow Water Equations: The Minimax Approach
Tirupathi, Seshu (IBM Research - Ireland)
Tchrakian, Tigran (IBM Research - Ireland)
Zhuk, Sergiy (IBM)
McKenna, Sean (IBM Research)


CP-Tu-D-37-5
15:20--15:40
An Experimental Test of Several Generalized Utility Functions in post-Decision Identification
Soboleva, Olena (Kharkiv National Univ. of Radio Electronics)

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Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA