Simulation of Rare Events - Methodology UQ
This group will focus on methods for simulating rare events in high-dimensional physical systems, especially PDE models. We will explore the use of importance sampling and large deviation theory in order to identify important mechanisms or configurations of the parameters that lead to rare events. We also will consider the role of asymptotic analysis in constructing effective sampling weights for such computations.
Next Meeting: Friday 3/30 @ 1pm
Next week, Juan will continue with the Vanden-Eijden & Weare paper.
-------- Meeting Details ---------
Topic: Rare Events
Date: Friday, March 30, 2012
Time: 1:00 pm, Eastern Daylight Time (New York, GMT-04:00)
Meeting Number: 683 755 022
Meeting Password: Rare-wg1
Website: samsi.webex.com
Audio: (919) 685-9382
SAMSI venue: Rm 219
Next Meeting: Thursday, March 22 @ 3pm
Our next meeting will be Thursday, March 22 at 3pm. Juan will present a paper by Vanden-Eijnden and Weare on particle filtering for data assimilation. The two related papers have been posted in the "Documents" section.
========= Meeting Details ===========
Topic: Rare Event
Date: Thursday, March 22, 2012
Time: 3:00 pm, Eastern Daylight Time (New York, GMT-04:00)
Website: samsi.webex.com
Meeting Number: 689 620 329
Meeting Password: Rare-wg1
Audio: (919) 685-9382
SAMSI venue: Rm 219
Meeting: Friday March 2nd @ 2pm
Our next meeting is scheduled for this Friday. Due to various reasons, it was decided to postpone last meeting's agenda to the next meeting. So, we will be talking about this paper by Chatterjee and Dey: http://arxiv.org/abs/0906.1034
======= Meeting Details ==========
Date: Friday, March 2, 2012
Time: 2:00 pm, Eastern Standard Time (New York, GMT-05:00)
Meeting Number: 687 596 043
Meeting Password: Rare-wg1
SAMSI venue: Rm 219
Website: samsi.webex.com
Audio: (919) 685-9382
===============================
Next meeting: Friday 2/24 @ 2pm
At our next meeting, It'll be me again, presenting a paper by Chatterjee and Dey, and in a related vein, also discussing a rare event simulation problem for Erdos-Renyi graphs that Shankar, Jim, Jan and I have been working on, if time permits.
The Chatterjee and Dey paper can be found here: http://arxiv.org/abs/0906.1034
======= Meeting Details ===========
Date: Friday, February 24, 2012
Time: 2:00 pm, Eastern Standard Time (New York, GMT-05:00)
Meeting Number: 686 456 105
Meeting Password: Rare-wg1
SAMSI venue: Rm 219
Website: samsi.webex.com
Audio: (919) 685-9382
Rare Events Meeting: Thursday, Feb 9th, 11am EST
Announcing our first meeting of the semester! It will be this Thursday, Feb 9, at 11am-12pm.
First, we will spend some time discussing the plan for the rest of the semester. Then, in preparation for next week's Rare Events workshop, I will present a brief overview of a paper by one of the speakers, Kay Kirkpatrick:-
http://arxiv.org/abs/1111.6999
=== Meeting Details ===
Topic: Simulation of Rare Events
Date: Thursday, February 9, 2012
Time: 11:00am -12:00pm, EST
SAMSI venue: TBA
Website: samsi.webex.com
Meeting Number: 681 467 051
Meeting Password: Rare-wg1