QMC Transition Workshop: 7-9 May, 2018

Deadline for applications for this workshop was March 30, 2018

Location

This workshop will take place at SAMSI, Research Triangle Park, NC

Description

The transition workshop for the QMC program is an opportunity for the active working groups in the program to exchange results and share their perspectives on common issues. This workshop is focused on recent research progress that has been made in connection with the many research areas spanned by the QMC program. Sessions of talks dedicated to each working group will feature presentations by active members. The workshop also seeks to facilitate planning for continuing collaborations on further research questions to extend beyond the period of the QMC program.

Schedule and Supporting Media

Printable Schedule
Presentation Abstracts
Participant List

Monday, May 7, 2018
SAMSI, Research Triangle Park, NC

Description Speaker Slides
Registration
Opening Remarks Ilse Ipsen, SAMSI Associate Director
 Working Group V: Sampling and Analysis in High Dimensions When Samples Are Expensive
Approximating Multivariate Functions When Function Information Is Expensive Fred Hickernell, Illinois Institute of Technology
Stable Phaseless Sampling and Reconstruction Cheng Cheng, SAMSI Postdoc
 Small Sample Statistical Analysis and Algorithms for Multivariate Functions Mac Hyman, Tulane University
 Working Group IV: Representative Points for Small-Data and Big-Data Problems
Overview of Research in Working Group IV Roshan Vengazhiyil, Georgia Institute of Technology
Two Ongoing Works in WGIV Simon Mak, Georgia Institute of Technology
Dimension Reduction for Gaussian Process Models via Convex Combination of Kernels Lulu Kang, Illinois Institute of Technology
Discussion of “Representative Points for Small and Big Data Problems” Murali Haran, Pennsylvania State University
Density Estimation by Randomized Quasi-Monte Carlo Pierre L’Ecuyer, University of Montreal
Working Groups 4/5 Discussion
Transitioning the QMC Program

Tuesday, May 8, 2018
SAMSI, Research Triangle Park, NC

Description Speaker Slides
Working Group II: Probabilistic Numerics
Selected Highlights from the Probabilistic Numerics Working Group Chris Oates, University of Montreal; Tim Sullivan, Free University of Berlin and Zuse Institute Berlin
A Bayesian Conjugate Gradient Method Jonathan Cockayne, University of Warwick
Probability Models for Discretization Uncertainty with Adaptive Grid Designs Oksana Chkrebtii, Ohio State University
Probabilistic Integrators for Deterministic Differential Equations Han Lie, Freie Universitaet Berlin
 Working Group VI: Adaptive Choice of Sobolev Space Weights
Monte Carlo and (Randomized) Quasi-Monte Carlo Simulations with Lattice Builder and SSJ Florian Pluchhammer, University of Montreal
 Working Group III: Sampling by Interacting Particle Systems
Mathematical Aspects of Stein Variational Gradient Descent Jianfeng Lu, Duke University
Quadrature Points via Heat Kernel Repulsion Matthias Sachs, SAMSI Postdoc
Working Groups 2/3/6 Discussion

Wednesday, May 9, 2018
SAMSI, Research Triangle Park, NC

Description Speaker Slides
Working Group VII: Multivariate Decomposition Method (MDM) and Applications
Working Group VIII: Application of QMC to PDEs with Random Coefficients
Working Group IX: Multivariate Integration and Approximation in the Context of IBC
Importance Sampling the Union of Rare Events with an Application to Power Systems Analysis Art Owen, Stanford University
Applying Quasi-Monte Carlo Methods to a Stochastic Eigenvalue Problem Alexander Gilbert, University of New South Wales
Reduced Component-by-Component Constructions of (Polynomial) Lattice Points Peter Kritzer, Austrian Academy of Sciences
Working Groups 7/8/9 Discussion
Workshop Wrap Up David Banks, SAMSI Director

Questions: email qmc@samsi.info