Undergraduate Workshop - October 28-29, 2011

Workshop Information

October 28, 2011 - 9:30am - October 29, 2011 - 12:00pm

REGISTRATIONS ARE CLOSED FOR THIS WORKSHOP

 

General Information

As part of its Education and Outreach Program for 2011-2012, the Statistical and Applied Mathematical Sciences Institute (SAMSI) will offer a two-day undergraduate workshop on topics of current interest in statistics and applied mathematics. In addition to an overview of current and planned SAMSI Research Programs, the program topic

 • UQ Methodology

will be covered in some depth. This workshop will be held on October 28-29, 2011 at SAMSI. The program will begin at 9:30 AM on Friday, October 28, and will be completed by 12 noon on Saturday, October 29. Participants are urged to arrive on Thursday evening and will be able to begin their return home by 12 noon on Saturday. Applications received by Friday, September 30, 2011, will receive full consideration.

 SAMSI will reimburse appropriate travel expenses as well as provide food and lodging.

Send questions to ugworkshop@samsi.info

 

Schedule

Friday, October 28, 2011
at SAMSI

8:30 a.m. Group #1 Shuttle from Radisson to SAMSI
8:45 Group #2 Shuttle from Radisson to SAMSI
8:30-9:15 Registration
9:15-9:30 Welcome and Introduction
Pierre Gremaud, SAMSI
9:30-10:20 Dan Cooley, Colorado State University
Spatial Analysis of Return Levels for Extreme Precipitation
10:20-10:50 MATLAB demo; Andreas Aristotelous, SAMSI
Commands
10:50-11:10 Break
11:10-12:00 Maggie Han, Auburn University
An Introduction to Stochastic Differential Equations
12:00-1:00 Lunch
1:00-1:50 Chia Ying Lee, SAMSI
Random Walking to the Brownian Motion
BMFourier.m; BrownianCovariance.m; GaussianDensityEvolution.m; Gen_BM.m;
RW_BinomDistri.m; RW_grid.m; RWbackward.m
1:50-2:20 R Demo; Ying Sun, SAMSI
Code file, mydata, myscore
2:20-2:50 Break
2:50-4:40 Jenny Brynjarsdottir and Nate Burch (workshop files), SAMSI
Data Assimilation and the Kalman Filter
4:40-5:00 Career options
Pierre Gremaud, SAMSI
5:10 Group #1 Shuttle from SAMSI to Radisson
5:30 Group #2 Shuttle from SAMSI to Radisson
6:00-8:00 Dinner at the Radisson Hotel (Room H, Third Floor)

Saturday, October 29, 2011
at SAMSI

8:15 a.m. Group #1 Shuttle from Radisson to SAMSI
8:30 Group #2 Shuttle from Radisson to SAMSI
8:30-9:00 Registration
9:00-9:50 Ralph Smith, N.C. State University
Mathematics of Uncertainty Quantification
height_linear.m, spring.m
9:50-10:40 Lulu Kang, Illinois Institute of Technology, and Devon Lin, Queen's University
Introduction on Gaussian Process
10:40-11:00 Break
11:00-12:00 R lab related to Lulu Kang and Devon Lin presentation
Implementation of Gaussian Process in R
Borehole.pdf; Borehole_fun.R; data4toyexample.txt; Toy.R
12:00 Adjourn
12:00 Group #1 Shuttle from SAMSI to RDU Airport
12:40 Group #2 Shuttle from SAMSI to Radisson