Program on Numerical Analysis in Data Science

In many modern computational and data science applications, novel and efficient numerical techniques are needed to tackle challenges posed by complex physical models and massive datasets. Motivated by the need to address these challenges, this program will focus on three overlapping themes: (i) Randomized Numerical Linear Algebra (RandNLA) algorithms, (ii) Global Sensitivity Analysis, and (iii) Inverse Problems and Uncertainty Quantification, and (iv) Dimensionality Reduction. The goal of this program is to address foundational questions by bringing together researchers in numerical analysis, theoretical computer science, scientific computing, machine learning, statistics, and domain experts. Several working groups will be launched (virtually) in late August 2020, and the aim is to hold two workshops in Spring 2021.  Activities in this program will be complemented by the NSF-Funded research training grant titled ‘RTG: Randomized Numerical Analysis’.

Program Working Groups

    • Working Group I:  Large-scale Inverse Problems and Uncertainty Quantification
    • Working Group II:  Global Sensitivity Analysis
    • Working Group III:  Randomized Algorithms for Matrices and Data
    • Working Group IV:  Computational Algorithms for Reinforcement Learning (Leader – Rui Song, NCSU)

Questions: email nds@samsi.info

To see more information on research and other opportunities, visit the links below:
Visiting Research Fellows
Post-Doctoral Fellows
Participation in Workshops