High Dimensional Approximation for Uncertainty Quantification - November 10, 2011

This workshop will be held at SAMSI.  It will open with a Poster Session and Reception on November 9, from 5:30-7:00.

Motivation and Goals

The field of uncertainty quantification (UQ) has undergone tremendous growth in recent years. Many new methods and algorithms have been developed and used successfully to understand uncertainties in the computational simulation of large and complex problems. Though significant progress has been made,the curse of dimensionality remains a long-standing and cross-cutting challenge. Solving UQ problems(including uncertainty propagation, parameter estimation, probabilistic prediction and design) in high-dimensional parameter spaces requires efficient approaches to high-dimensional approximation. A host of ideas and techniques are relevant to this problem, including sparse grids, low-rank tensor approximations,l1 minimization, nonparametric regression, error estimation and adaptivity, and experimental design.

The purpose of this workshop is to bring together a group of researchers, who have made notable contributions to this challenge, to present and compare different strategies and to discuss new ideas. A particular emphasis of the workshop is to bridge gaps of viewpoint and methodology between applied mathematicians and statisticians, and to foster intellectual interactions and cross-disciplinary collaborations.

Format

Participation is open for a limited number of external registrants. External speakers, listed below, will present their views and research on problems of high-dimensional approximation in UQ. Group discussions will be carried out throughout the day to encourage interaction and a deeper understanding of the research issues.

APPLICATION

To begin the application process login and register, then click on "Apply for Workshop" button at the top of this page. When you have completed the form, be sure to click on the green "Submit" button.

This form also includes the application for financial support. You will be notified as soon as possible after your application if your participation will be possible; regrettably, limited seating will preclude acceptance of all applications. New researchers (graduate students, postdocs, and faculty in the early stages of their careers) and members of underrepresented groups are especially encouraged to apply.

The application/registration deadline is October 28, 2011. Note, however, that capacity might be reached before this deadline. Also, any application that requests support for expenses should typically be submitted at least 6 weeks in advance of the workshop.

Please make reservations at the Radisson RTP as soon as possible. The SAMSI room block and rate ($109) is effective until October 28, 2011. After this date, there is no guarantee a room will be available. If you have a change in plans, individual room reservations must be cancelled 72 hours prior to arrival. Check-in is at 3:00 PM; check-out is 12:00 noon.

If you need further information please send an email to uq@samsi.info.

Schedule

Wednesday, November 09, 2011
at SAMSI

Thursday, November 10, 2011
at SAMSI