Location
This workshop took place at SAMSI, Research Triangle Park, NC
Description
The transition workshop for the QMC program was an opportunity for the active working groups in the program to exchange results and share their perspectives on common issues. This workshop 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’s goal was 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 [email protected]