MiR@W day: Uncertainty in Complex Computer Models

Monday 2nd February 2015

Organiser: Andrew Stuart

Schedule:

Lectures to be held in Room D1.07 (morning) and B3.02 (afternoon)

08:45-09:10 Registration/Coffee, MRC Office/Mathematics Institute Common Room
09:15-09:55 Dave Higdon (LANL) (Room D1.07) Calibration, Error, and Extrapolative Predictions with Computational Models
10:00-10:40 Jeremy Oakley (Sheffield) (Room D1.07) Bayesian calibration for complex computer models: emulators, history matching, and model discrepancy
10:45-11:25 Tea/Coffee, Mathematics Institute Common Room
11:30-12:10 Nicholas Zabaras (Warwick) (Room D1.07) A graph-theoretic approach to uncertainty quantification for multiscale problems
12:15-12:55 Michael Goldstein (Durham) (Room D1.07)The Bayes linear approach to uncertainty analysis for complex computer models
13:00-14:10 Lunch, Mathematics Institute Common Room
14:15-14:40 Claudia Schillings (Warwick) (Room B3.02) Analysis of the Ensemble Kalman Filter for Inverse Problems
14:45-15:10 Sergios Agapiou (Warwick) (Room B3.02) Unbiased estimation for inverse problems
15:15-15:40 Aretha Teckentrup (Warwick) (Room B3.02) Quasi-and Multilevel Monte Carlo methods for Bayesian elliptic inverse problems
15:45-16:25 Tea/Coffee, Mathematics Institute Common Room
16:30-16:55 Yulong Lu (Warwick) Bayesian Level Set Method for Piecewise Constant Reconstruction
17:00-17:25 Shiwei Lan (Warwick) (Room B3.02) Gaussian Process — Geometric Monte Carlo for Big Models
17:30-18:10 Tony O'Hagan (Sheffield) (Room B3.02) Inverting an Imperfect Model
18:15-19:30 Dinner, Mathematics Institute Common Room

Funded by: