Undergraduate Workshop - October 28-29, 2011
Workshop Information
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 |
