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2008-09 Program on Sequential Monte Carlo Methods
NISS Project on Computer Models for Geophysical Risk

Adaptive Design, Sequential Monte Carlo and
Computer Modeling Workshop

April 15-17, 2009

General Information
Application
Schedule

General Information

Synopsis:

This is a joint workshop of the SAMSI Program on Sequential Monte Carlo (SMC) Methods and the NISS project on Computer Models for Geophysical Risks (CMGR). The workshop involves SMC researchers working on models and methods for sequential decision and design problems, and researchers working on statistical analysis of computer model data with special focus on adaptive design. The workshop will generate discussions between these two communities to define new computational approaches for design in computer modelling as well as stimulating novel algorithmic research in SMC. The workshop will be held at SAMSI.

Sessions:

Presentations will involve new research and work-in-progress, so the formal sessions will involve much open discussion. This will actively promote new collaborations in areas of common interest. The workshop also has an early evening poster session for all participants and particularly students and new researchers.

Researchers who have agreed to speak include: Nilay T. Argon (UNC-Chapel Hill), Derek Bingham (Simon Fraser University), Gardar Johannesson (LLNL), Herbert Lee (Univ. of California-Santa Cruz), Fei Liu (University of Missouri-Columbia), Hedibert Lopes (University of Chicago), Thomas Loredo (Cornell University), Ioanna Manolopoulou (SAMSI), William Notz (Ohio State University), Abel Rodriguez (Univ. of California-Santa Cruz), and Steve Sain (NCAR), Hoa Wang (Duke University), and Brian Williams (LANL).

Organizing Committee: Susie Bayarri (University of Valencia, Duke University and NISS) & Mike West (Duke University); Jim Berger (Duke University & SAMSI, Directorate Liaison)

Application

REGISTRATION IS NOW CLOSED.

Please make reservations at the Radisson RTP as soon as possible. The SAMSI room block and rate ($109) is effective until March 27, 2009. 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.

Tentative Schedule

Wednesday, April 15, 2009
NISS/SAMSI Building

12:00-1:15	Registration and Snacks
1:20-1:30	Welcome
1:30-3:00	William Notz, Ohio State University Adaptive Design Strategies for Computer Experiments in Three Settings Derek Bingham, Simon Fraser University Expected Improvement Criteria for Estimating Features of Expensive Computer Models
3:00-3:30	Break and Poster Set-up
3:30-5:00	Fei Liu, University of Missouri Adaptive Design for Variable Selection Hoa Wang, Duke University Sequential Learning in Dynamic Graphical Models
5:00-5:30	Poster Advertisements (2 minute ads each)
5:30-7:30	Poster Session and Reception SAMSI will provide poster presentation boards and tape. The board dimensions are 4 ft. wide by 3 ft. high. They are tri-fold with each side being 1 ft. wide and the center 2 ft. wide. Please make sure your poster fits the board. The boards can accommodate up to 16 pages of paper measuring 8.5 inches by 11 inches.

Thursday, April 16, 2009
NISS/SAMSI Building

9:00-9:30 a.m.	Registration and Continental Breakfast
9:30-11:00	Herbert Lee, Univ. of California, Santa Cruz Adaptive Sampling and Optimization Brian Williams, Los Alamos National Laboratory Sequential Experiment Design for Emulator and Predictive Maturity
11:00-11:30	Break
11:30-12:30	Tom Loredo, Cornell University Implementing Bayesian Inference and Design for Extrasolar Planet Studies
12:30-1:30	Lunch
1:30-3:00	Steve Sain, NCAR Statistical Calibration of Complex Computer Models Gardar Johannesson, Lawrence Livermore National Laboratory Using Adaptive SMC and Statistical Surrogate Models with Computer Models
3:00-3:30	Break
3:30-5:00	Ioanna Manolopoulou, SAMSI Targeted Sequential Resampling from Large Data Sets in Mixture Modeling Hedibert Lopes, University of Chicago Particle Mixture Modeling

Friday, April 17, 2009
NISS/SAMSI Building

9:00-9:30	Registration and Continental Breakfast
9:30-10:15	Nilay Argon, University of North Carolina Emergency Response Planning Via MC-POMDP Abel Rodriguez, Univ. of California, Santa Cruz Simulation-based Optimal Sequential Design
10:15-10:30	Break
10:30-12:00	Nancy Flournoy, University of Missouri Dave Higdon, Los Alamos National Laboratory Angela Patterson, General Electric Abel Rodriguez, Univ. of California-Santa Cruz Discussion Session
12:00-1:00	Lunch
1:00	Adjournment

Local Information (Hotels, etc.)

Program Page

2008-09 Program on Sequential Monte Carlo Methods NISS Project on Computer Models for Geophysical Risk

Adaptive Design, Sequential Monte Carlo and Computer Modeling Workshop