19 T.W. Alexander Drive
P.O. Box 14006
Research Triangle Park, NC 27709-4006
Tel: 919.685.9350
Fax: 919.685.9360
[email protected]

2008-09 Education and Outreach Program

SAMSI Two-Day Undergraduate Workshop

October 31 - November 1, 2008

General Information
Application
Schedule

General Information

As part of its Education and Outreach Program for 2008-2009, 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

Sequential Monte Carlo Methods

will be covered in some depth.

This workshop will be held on October 31-November 1, 2008 at SAMSI. The program will begin at 9:30 AM on Friday, October 31, and will be completed by 12 noon on Saturday, November 1. 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 26, 2008, will receive full consideration.

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

Application

REGISTRATION IS NOW CLOSED

Schedule

Friday, October 31, 2008
NISS/SAMSI Building

8:30 AM	Shuttle from Radisson to SAMSI (Group #1)
8:45	Shuttle from Radisson to SAMSI (Group #2)
9:00	Shuttle from Radisson to SAMSI (Group #3)
9:15	Welcome and Introductions
9:30-10:20	Jochen Voss, Warwick University and SAMSI Introduction to Sequential Monte Carlo Methods
10:20-10:50	Gentry White, N.C. State University and SAMSI R demonstration
10:50-11:10	Break
11:10-12:00	Nathan Green, Defence Science and Technology Laboratories and SAMSI Inference about a Covert Hazardous Release using SMC
12:00-12:30 PM	Christian Macaro, Duke University and SAMSI Long-tailed Stochastic Volatility in Finance
12:30-1:30	Lunch
1:30-2:00	Sourish Das, Duke University and SAMSI Dynamic Models: When History Reveals the Future
2:00-2:30	Julien Cornebise, TELECOM ParisTech and SAMSI How to Catch a Submarine and a Plane with the Same Tool: Sequential Monte Carlo Methods
2:30-2:45	Summary of Experience
2:45-3:15	Break
3:15-4:15	Francesca Petralia, Duke University and SAMSI Gentry White, N.C. State University and SAMSI Interactive R session (linked to Nathan Green's application)
4:15-4:45	Pierre Gremaud, N.C. State University and SAMSI Discussion of Graduate School and Career Options
4:45	Shuttle to Radisson (Group #1)
5:00	Shuttle to Radisson (Group #2)
5:15	Shuttle to Radisson (Group #3)
6:00	Dinner at Radisson Hotel

Saturday, November 1, 2008
NISS/SAMSI Building

8:30 AM	Shuttle from Radisson to SAMSI (Group #1)
8:45 AM	Shuttle from Radisson to SAMSI (Group #2)
9:00-9:50	Jaya Bishwal, University of North Carolina and SAMSI Stochastic Quadratures and Financial Applications
9:50-10:20	Ioanna Manolopoulou, SAMSI Rare Event Detection in Statistical Modelling of Very Large Data Sets
10:20-10:40	Break
10:40-11:10	Chunlin Ji, Duke University and SAMSI MATLAB demonstration
11:10-12:00	Melanie Bain, University of North Carolina and SAMSI Sarah Schott, Duke University and SAMSI Minghui Shi, Duke University and SAMSI Interactive MATLAB Session (linked to Jaya Bishwal's application)
12:00 PM	Adjournment and Departure

Please send questions to [email protected]

Local Information (Hotels, etc.)

2008-09 Education and Outreach Program Page