Program on Optimization (OPT)

Optimization is an exceptional field where collaboration between Mathematics and Statistics can produce truly groundbreaking advances. It is the mission of this year-long SAMSI Research Program to capitalize on and advance this synergy. The Program aims to guide the interaction between Mathematics and Statistics, so as to produce benefits for each area individually, but also combined:

  1. Optimization for large-scale statistical analysis(e.g. computation of high-dimensional covariance functions)
  2. Statistical approaches for numerical solution of large-scale optimization problems (e.g. Bayesian inference for parameter estimation, inverse problems, UQ)
  3. Applications of optimization

The Optimization Program is set to be the fourth in a series of highly successful SAMSI Research Programs, following in the foot steps of: Uncertainty Quantification (2011/12), Statistical and Computational Methodology for Massive Datasets (2012/13), and Low-Dimensional Structure in High-Dimensional Systems (2013/14).

This natural progression is spurred on by rapidly advancing research areas that will form the core of the Program. Among others they include the following topics around which research working groups have been formed:  

Questions: email opt@samsi.info