Optimization is an exceptional field where collaboration between Mathematics and Statistics can produce truly groundbreaking advances. It is the mission of this year-long SAMSI Research Program to capitalize on and advance this synergy. The Program aims to guide the interaction between Mathematics and Statistics, so as to produce benefits for each area individually, but also combined:
- Optimization for large-scale statistical analysis(e.g. computation of high-dimensional covariance functions)
- Statistical approaches for numerical solution of large-scale optimization problems (e.g. Bayesian inference for parameter estimation, inverse problems, UQ)
- Applications of optimization
The Optimization Program is set to be the fourth in a series of highly successful SAMSI Research Programs, following in the foot steps of: Uncertainty Quantification (2011/12), Statistical and Computational Methodology for Massive Datasets (2012/13), and Low-Dimensional Structure in High-Dimensional Systems (2013/14).
This natural progression is spurred on by rapidly advancing research areas that will form the core of the Program. Among others they include the following topics around which research working groups have been formed:
- Working Group I: Statistical inverse problems (Leaders: Alen Alexanderian, Arvind Saibaba)
- Working Group II: E/M and M/M algorithms (Leaders: Hua Zhou, Eric Chi)
- Working Group III: Sum-of-squares optimization and semidefinite programming (Leader: Dávid Papp)
- Working Group IV: Bayesian optimization and decision analysis
- Working Group V: Mixed-integer PDE-constrained optimization (Leaders: Sven Leyffer, Ekkehard Sachs)
- Working Group VI: Modeling and computation of equilibrium problems (Leader: Shu Lu)
- Working Group VII: Optimization with applications to energy and environment (Leaders: Mihai Anitescu, Jianfeng Lu)
- Working Group VIII: Probabilistic numerics (Leaders: David Bortz, Vanja Dukic)
- Working Group IX: Small area estimation (Leader: Ekkehard Sachs)
- Working Group X: Radiotherapy optimization(Leader: Dávid Papp)
- Working Group XI: Fast statistics (Leader: Xiaoming Huo)
- Working Group XII: Optimization for electronic structure models (Leader: Jianfeng Lu)
- Working Group XIII: Minimum action principle for multi-physics problems
Questions: email [email protected]