Numerical Analysis for Data Science Opening Workshop

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Virtual Presentations
Eastern Daylight Time (New York)

Dates:  August 26-27, 2020

Description:  Novel and efficient numerical techniques are needed to meet modern challenges in scientific computing and data science. This opening workshop is expected to complement the activities of the semester program on Numerical Analysis in Data Science. The workshop will be conducted virtually via Zoom and will consist of four main sessions built around the working groups. The talks will be aimed at a broader audience and will discuss research opportunities and challenges. At the end of each day, there is time budgeted for preliminary discussion during which participants can participate in preliminary stages of the working group formation and consolidation.

Schedule

Speakers Titles and Abstracts

Wednesday, August 26th   
Virtual – Eastern Daylight Time (NY)

9:40 am                          Welcome and Opening Remarks

David Banks, SAMSI Director; Mansoor Haider, SAMSI Associate Director & NSCU

10:00 – 11:30 am           Global Sensitivity Analysis

(Chairs: Pierre Gremaud & Mansoor Haider, NCSU)

Thierry Klein – ENAC and Institut de Mathématiques de Toulouse, University of Toulouse

10 Years of Sensitivity Analysis in Toulouse

Alen Alexanderian – North Carolina State University

Sensitivity Analysis for Forward and Inverse Uncertainty Quantification

11:30 – 12:30 pm         Global Sensitivity Analysis Working Group Formation

12:30 – 1:00 pm           Lunch Break

1:00 – 2:30 pm             Inverse Problems and Uncertainty Quantification

(Chairs: Arvind Saibaba, NCSU; Julianne Chung, VT)

John Bardsley – University of Montana

Marginalization-Based MCMC Methods for Hierarchical Inverse Problems

Julianne Chung – Virginia Tech

Computational Advancements in Large-Scale Inverse Problems

2:30 – 2:45 pm            Break

2:45 – 3:45 pm             Inverse Problems and Uncertainty Quantification Working Group Formation

3:45 – 4:30 pm             Additional Discussion (as needed)

4:30 pm                         Adjourn

Thursday, August 27th
Virtual – Eastern Daylight Time (NY)                      

8:45 – 9:45 am              Additional Discussion (as needed)

9:45 am                          Updates and Brief Announcements

10:00 – 11:25 am           Reinforcement Learning

(Chairs: Rui Song and Emily Griffith, NCSU)

Bo An, Nanyang Technological University

Reinforcement Learning in Competitive Environment

Susan Murphy, Harvard University

Intelligent Pooling: Practical Thompson Sampling for mHealth

11:25 – 12:30 pm           Reinforcement Learning Working Group Formation

12:30 – 1:00 pm            Lunch Break

1:00 – 2:30 pm              Randomized Numerical Linear Algebra

(Chairs: Arvind Saibaba, NCSU; Bart van Bloemen Waanders, Sandia National Laboratories)

Petros Drineas – Purdue University

Randomization in Numerical Linear Algebra (RandNLA)

Per-Gunnar Martinsson – UT Austin

Randomized Algorithms for Computing Full and Partial Factorizations of Matrices

2:30 – 2:45 pm             Break

2:45 – 3:45 pm             Randomized Numerical Linear Algebra Working Group Formation

3:45 – 4:30 pm             Lightning Round of Working Group Summaries and Closing Remarks

4:30 pm                        Adjourn

Questions:  email nds@samsi.info