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ICERM Semester Program on "Computational Challenges in Probability"
(September 5, 2012 - December 7, 2012)

Organizing Committee

Picture

[Image: E. Vanden-Eijnden]


Introduction

Modern explorations in science, technology and medicine increasingly demand complex stochastic models. Computational and theoretical advances are needed in order to formulate, analyze, apply and interpret these models. Recent years have witnessed a remarkable interplay between computation and probability. On the one hand, probabilistic techniques have led to powerful computational methods such as Markov chain Monte Carlo algorithms, while on the other hand the calculation of probabilistic quantities such as modes and marginals of high-dimensional distributions and the analysis of data from random samples has posed several computational challenges.

The Fall 2012 Semester on "Computational Challenges in Probability" aims to bring together leading experts and young researchers who are advancing the use of probabilistic and computational methods to study complex models in a variety of fields. The goal is to identify common challenges, exchange existing tools, reveal new application areas and forge new collaborative efforts. The semester includes four workshops - Bayesian Nonparametrics, Uncertainty Quantification, Monte Carlo Methods in the Physical and Biological Sciences and Performance Analysis of Monte Carlo Methods. In addition, synergistic activities will be planned throughout the duration of the semester. In particular, there will be several short courses and plenary invited talks by experts on related topics such as graphical models, randomized algorithms and stochastic networks, regular weekly seminars and relevant film screenings.



**Long-Term Participants
View in-residence dates for long-term visitors
  • Loyce Adams
    (University of Washington)
  • Mohammadreza Aghajani
    (Brown University)
  • Julio Cesar Bueno de Andrade
    (University of Bristol)
  • Jose Blanchet
    (Columbia University)
  • Daniel Cargil
    (New Jersey Institute of Technology)
  • Annalisa Cerquetti
    (Sapienza University of Rome, Italy)
  • Xinyun Chen
    (Columbia University)
  • Arnaud Debussche
    (École Normale Supérieure de Cachan)
  • Jing Dong
    (Columbia University)
  • Paul Dupuis
    (Brown University)
  • Ibrahim Fatkulin
    (University of Arizona)
  • Zecheng Gan
    (Shanghai Jiao Tong University)
  • Arnab Ganguly
    (Swiss Federal Institute of Technology)
  • Nina Gantert
    (Ludwig-Maximilians-Universitat-Muenchen)
  • Dilan Gorur
    (Yahoo! Labs)
  • Thorbjorn Gudmundsson
    (KTH Royal Institute of Technology, Stockholm)
  • Matthew Harrison
    (Brown University)
  • Viet Ha Hoang
    (Nanyang Technological university)
  • Peng Hu
    (Université de Bordeaux I)
  • Henrik Hult
    (KTH Royal Institute of Technology, Stockholm)
  • Majid Janzamin
    (University of California, Irvine)
  • Dane Johnson
    (Brown University)
  • Sandeep Juneja
    (Tata Institute of Fundamental Research)
  • George Karniadakis
    (Brown University)
  • Kody Law
    (University of Warwick)
  • Antonio Lijoi
    (Università di Pavia)
  • Ling Lin
    (New York University)
  • Jun Liu
    (Harvard University)
  • Elizabeth Makrides
    (Brown University)
  • Youssef Marzouk
    (Massachusetts Institute of  Technology)
  • Markus Meuwly
    (Universitat Basel)
  • Shorash Miro
    (Ruhr-Universitat Bochum)
  • Karthyek Murthy
    (Tata Institute of Fundamental Research)
  • Akil Narayan
    (University of Massachusetts, Dartmouth)
  • Hao Ni
    (University of Oxford)
  • Pierre Nyquist
    (KTH Royal Institute of Technology, Stockholm)
  • Natesh Pillai
    (Harvard University)
  • Igor Pruenster
    (Università di Torino)
  • Kavita Ramanan
    (Brown University)
  • Boris Rozovsky
    (Brown University)
  • Matteo Ruggiero
    (Universita di Torino)
  • Valeriy Slastikov
    (University of Bristol)
  • Laura Slivinski
    (Brown University)
  • Aaron Smith
    (Stanford University)
  • Erik Sudderth
    (Brown University)
  • Michael Tretyakov
    (University of Nottingham)
  • Ivi Tsantili
    (National Technical University of Athens)
  • Daniele Venturi
    (Brown University)
  • Xiaoliang Wan
    (Louisiana State University)
  • Kasia Wolny
    (University of Warwick)
  • Wei Wu
    (Brown University)
  • Jie Zhong
    (University of Southern California)

WEEKLY SEMINARS/COURSES (during non-workshop weeks)
  • Coffee/Tea is 3:30-4:00 Mon-Fri.
  • MONDAY
  • TUESDAY
    11:00 - 12:00 Probability Seminar
    4:00- 5:00 Professional development seminar
    (for grad students and postdocs)
  • WEDNESDAY
    2:30 - 3:30 Research Sminar
  • THURSDAY
    11:00- 12:00 Additional Special Talks (occasional)
  • FRIDAY
    2:30-3:30 Postdoc/Grad Student Seminar
WORKSHOPS AND SPECIAL EVENTS
  • Opening Event: Wed 9/5-Fri 9/7
  • Tutorial #1: Thurs 9/13 and Fri 9/14
  • Workshop #1: Mon 9/17 - Fri 9/21
    Bayesian Nonparametrics
  • Tutorial #2: Thurs 10/4 and Fri 10/5
  • Workshop #2: Tues 10/9 - Fri 10/13
    Uncertainty Quantification
  • Tutorial #3: Thurs 10/25 and Fri 10/26
  • Workshop #3: Mon 10/29 - Fri 11/2
    Monte Carlo Methods in the Physical & Biological Sciences
  • Workshop # 4: Mon 11/28 - Wed 11/30
    Performance Analysis of Monte Carlo Methods
  • Closing Event: Th 12/6

Please note that on Monday, September 10th and Monday, October 22nd, the ICERM IT Staff will be holding Technology Tutorials to familiarize our visitors with the technology ICERM has to offer.

 

Special Talks & Lecture Series (see full schedule for more information)
  • October 16 - 18: David Gamarnik, MIT and Devarat Shah, MIT
  • November 5-6: Denis Talay, INRIA, Sophia-Antipolis, France
  • November 7: Jennifer Chayes, Microsoft Research and Christian Borgs, Microsoft Research
  • November 12-16: Robin Permantle, UPenn

Workshops and Associated Events:

Computational Challenges in Probability - Seminars


WednesdaySeptember 5, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 9:45Visitors are welcome to arrive at ICERM anytime after 8:30 am
9:45 - 10:00WelcomeICERM Director11th Floor Lecture Hall
10:00 - 11:00Overview of the Workshop on: Monte Carlo Methods in the Physical and Biological Sciences Eric Vanden Eijnden, NYU11th Floor Lecture Hall
11:00 - 1:00Break for Lunch
1:00 - 1:45Postdoc Introductions: Rare Events in Lightwave SystemsDaniel Cargill, New Jersey Institute of Technology11th Floor Lecture Hall
1:50 - 2:35Postdoc Introductions: A few approaches to large deviations for stochastic differential equationsArnab Ganguly, Swiss Federal Institute of Technology11th Floor Lecture Hall
2:40 - 3:25Postdoc Introductions- Particles methods with applications in financePeng Hu, Universite de Bordeaux I11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:05 - 4:50Postdoc Introductions- Some Comparisons of Markov Chains on Different State SpacesAaron Smith, Stanford University11th Floor Lecture Hall
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5:00 - 6:30Welcome Reception11th Floor Collaborative Space

ThursdaySeptember 6, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
10:00 - 11:00Performance Analysis of Monte Carlo Methods- An Overview Through Some ExamplesJose Blanchet, Columbia University11th Floor Lecture Hall
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11:00 - 1:00Break for Lunch
1:00 - 1:20Graduate Student Introduction- Asymptotic Coupling with Application in Queuing SystemsMohammadreza Aghajani, Brown University11th Floor Lecture Hall
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1:20 - 1:40Graduate Student Introduction: Efficient Monte Carlo and Tolerance-Enforced Simulation for SDEs in Queueing NetworksXinyun Chen, Columbia University11th Floor Lecture Hall
1:40 - 2:00Graduate Student Introduction: Exact Sampling of Loss SystemsJing Dong, Columbia University11th Floor Lecture Hall
2:00 - 2:20Graduate Student Introduction: Importance Sampling and Splitting Schemes Based on Large DeviationsDane Johnson, Brown University11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

FridaySeptember 7, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:40 - 10:00Graduate Student Introduction- Monte Carlo simulation of electrolytes near a spherical dielectric interface- modeling and algorithmsZecheng Gan, Shanghai Jiao Tong University11th Floor Lecture Hall
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10:00 - 10:20Graduate Student Introduction: Understanding Microbial CommunitiesElizabeth Makrides, Brown University11th Floor Lecture Hall
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10:20 - 10:40Graduate Student Introduction: Large deviations for finite state mean field interacting particle systemsWei Wu, Brown University11th Floor Lecture Hall
10:40 - 11:00Graduate Student Introduction: Well-posedness of stochastic hyperbolic equationsJie Zhong, University of Southern California11th Floor Lecture Hall
11:00 - 1:30Break for Lunch
1:30 - 2:30Reduced predictive models with uncertainty quantificationRoger Ghanem, University of Southern California11th Floor Lecture Hall
2:30 - 3:30Overview of the Workshop on- Bayesian NonparametricsPeter Orbanz, Columbia University11th Floor Lecture Hall
PDF
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondaySeptember 10, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:00Technology Tutorial, Part IIsani Cayetano, ICERM11th Floor Lecture Hall
3:00 - 3:30Technology Tutorial, Part IIShaun Wallace, ICERM11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdaySeptember 11, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Rotor-routing, smoothing kernels, and reduction of variance; breaking the O(1-over-N) barrierJames Propp, University of Massachusetts11th Floor Lecture Hall
PDF
PDF
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdaySeptember 12, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Simulating quantum dynamics- first steps towards more efficient Monte Carlo methodsJim Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Professional Development Seminar: Job Applications in Academia11th Floor Lecture Hall

ThursdaySeptember 13, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 10:30Gaussian Processes IRyan Adams, Harvard University11th Floor Lecture Hall
10:30 - 10:50Coffee/Tea Break11th Floor Collaborative Space
10:50 - 12:20Gaussian Processes IIRyan Adams, Harvard University11th Floor Lecture Hall
12:20 - 1:40Break for Lunch
1:40 - 3:10Combinatorial Stochastic Processes ITamara Broderick, University of California, Berkeley11th Floor Lecture Hall
PDF
3:10 - 3:30Coffee/Tea Break11th Floor Collaborative Space
3:30 - 5:00Combinatorial Stochastic Processes IITamara Broderick, University of California, Berkeley11th Floor Lecture Hall

FridaySeptember 14, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:30 - 10:30Matlab Practical: Gaussian ProcessesDilan Görür, University of California, Irvine11th Floor Lecture Hall
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 12:00Matlab Practical: Dirichlet ProcessesDilan Görür, University of California, Irvine11th Floor Lecture Hall
12:00 - 1:30Break for Lunch
1:30 - 3:30Theoretical Foundations IPeter Orbanz, University of Cambridge11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondaySeptember 17, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration & Welcome Coffee11th Floor Collaborative Space
8:55 - 9:00WelcomeICERM Director, Jill Pipher11th Floor Lecture Hall
9:15 - 10:00Using Bayesian Nonparametrics for Practical Optimization of Machine Learning AlgorithmsRyan Adams, Harvard University11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Computer Emulation with Non-Stationary Gaussian ProcessesSurya Tokdar, Duke University11th Floor Lecture Hall
PDF
PDF
11:15 - 12:00Bayesian nonparametrics for adaptive surveys and testsLawrence Carin, Duke University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch
2:00 - 2:45Convergence of latent mixing measures in finite and infinite mixture modelsLong Nguyen, University of Michigan11th Floor Lecture Hall
PDF
PDF
2:45 - 3:30Dirichlet process mixtures are inconsistent for the number of components in a finite mixtureJeffrey Miller, Brown University11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45Bayesian estimation of the discrepancy with misspecified parametric modelsPierpaolo De Blasi, Universita di Torino11th Floor Lecture Hall
PDF
PDF
5:00 - 6:30Welcome Reception11th Floor Collaborative Space

TuesdaySeptember 18, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Bayesian Nonparametric Approaches for Partially-Observable Reinforcement LearningFinale Doshi-Velez, Massachusetts Institute of Technology11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Species sampling priors for the analysis of array CGH dataMichele Guindani, University of Texas, MD Anderson Cancer Center11th Floor Lecture Hall
11:15 - 12:00On a simple class of Bayesian nonparametric autoregression modelsFernando Quintana, Pontifical Catholic University of Chile11th Floor Lecture Hall
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12:00 - 5:00Afternoon Free for Collaborations

WednesdaySeptember 19, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Nonparametric Bayes tensor factorizations for big dataDavid B. Dunson, Duke University11th Floor Lecture Hall
PDF
PDF
10:00 - 10:05Group Photo11th Floor Lecture Hall
10:05 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Bayesian Emulation and Calibration of a Dynamic Model for an H1N1 Influenza EpidemicMarian Farah, MRC Biostatistics Unit11th Floor Lecture Hall
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PDF
11:15 - 12:00Discovery and prediction from clinical physiologic dataSuchi Saria, Stanford University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch
2:00 - 2:45Nonparametric priors for exchangeable graphs and arraysPeter Orbanz, Columbia University11th Floor Lecture Hall
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2:45 - 3:30Further structure underlying the beta (and Indian buffet) processDaniel Roy, University of Cambridge11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45Multiresolution Gaussian ProcessesEmily Fox, University of Washington11th Floor Lecture Hall
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7:00 - 8:30Poster Session & Dessert Reception11th Floor Collaborative Space and Lecture Hall

ThursdaySeptember 20, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Clusters and features from combinatorial stochastic processesTamara Broderick, University of California, Berkeley11th Floor Lecture Hall
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PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Slice sampling dependent normalized random measuresSinead Williamson, Carnegie Mellon University11th Floor Lecture Hall
11:15 - 12:00The tilted Beta processNils Lid Hjort, University of Oslo11th Floor Lecture Hall
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12:00 - 12:05Survey Distribution
12:05 - 2:00Break for Lunch
2:00 - 2:45Nonparametric priors for analyzing censored data and data from repair modelsJayaram Sethuraman, Florida State University11th Floor Lecture Hall
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2:45 - 3:30Canonically correlated random measures and an application to survival analysisAntonio Lijoi, Universita di Pavia11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45A nonparametric regression model for Bayesian survival analysisChris Holmes, University of Oxford11th Floor Lecture Hall
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FridaySeptember 21, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Bayes factors for high and infinite dimensional modelsSteve MacEachern, Ohio State University11th Floor Lecture Hall
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PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15On adaptation for the posterior distribution under local and sup-norm lossesJudith Rousseau, Universite de Paris-Dauphine11th Floor Lecture Hall
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11:15 - 12:00Posterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional ModelsAndriy Norets, Princeton University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch
2:00 - 2:45Modeling exchangeable collections of networks using nonparametric Bayesian mixturesAbel Rodriguez, University of California, Santa Cruz11th Floor Lecture Hall
2:45 - 3:30Random Partition Distributions Indexed by Pairwise InformationDavid Dahl, Brigham Young University11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45On some distributional properties of Gibbs-type priorsIgor Pruenster, University of Torino & Collegio Carlo Alberto11th Floor Lecture Hall
PDF
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5:00 - 6:00What do rough paths have to do with financeTerry Lyons, University of Oxford11th Floor Lecture Hall

MondaySeptember 24, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30The role of noise in ensembles of nanomagnetic particlesM. Neklyudov, Tubingen Universitat11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdaySeptember 25, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Directed random walk on an oriented percolation clusterNina Gantert, Technische Universitat Munchen11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdaySeptember 26, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

ThursdaySeptember 27, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

FridaySeptember 28, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Postdoc/Grad Student SeminarTBA11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondayOctober 1, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Introduction to Uncertainty Quantification IA. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayOctober 2, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Bacterial chemotaxis and coalescing diffusionsIbrahim Fatkullin, University of Arizona11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Professional Development Seminar: Hiring Process11th Floor Lecture Hall

WednesdayOctober 3, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Introduction to Uncertainty Quantification IIA. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

ThursdayOctober 4, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

FridayOctober 5, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Postdoc/Grad Student SeminarTBA10th Floor Classroom
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00New Horizons in Uncertainty QuantificationRoger Ghanem, University of Southern California11th Floor Lecture Hall
5:15 - 5:45Discussion11th Floor Lecture Hall

TuesdayOctober 9, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration & Welcome Coffee 11th Floor Collaborative Space
8:55 - 9:00WelcomeJill Pipher, ICERM Director11th Floor Lecture Hall
9:15 - 10:00Introduction to UQ. A TutorialRoger Ghanem, University of Southern California 11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Strategies to Quantify Epistemic Uncertainty- Dealing with Uncertainty of UncertaintyDongbin Xiu, Purdue University11th Floor Lecture Hall
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11:15 - 12:00Building Surrogates of Very Expensive Computer Codes- Applications to Uncertainty QuantificationNicholas Zabaras, Cornell University11th Floor Lecture Hall
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12:00 - 2:00Break for Lunch
2:00 - 2:45A Dynamic Bi-Orthogonal Stochastic Method for Solving Time-Dependent Stochastic PDEsThomas Hou, California Institute of Technology11th Floor Lecture Hall
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2:45 - 3:30Inference and Data Assimilation with Optimal MapsYoussef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 4:45Scalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological SystemsGuang Lin, Pacific Northwest National Laboratory11th Floor Lecture Hall
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5:00 - 6:30Welcome Reception 11th Floor Collaborative Space

WednesdayOctober 10, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00A support theorem in Holder norm for a stochastic wave equationMarta Sanz-Sole, University of Barcelona11th Floor Lecture Hall
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10:00 - 10:05Group Photo11th Floor Lecture Hall
10:05 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Parameter Estimation in Second-order Continuous Time Linear AutoregressionsSergey Lototsky, University of Southern California11th Floor Lecture Hall
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11:15 - 12:00Stein's Method with Malliavin CalculusIvan Nourdin, Vandoeuvre-les-Nancy11th Floor Lecture Hall
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12:00 - 2:00Break for Lunch
2:00 - 2:45Stochastic Models in Fiber OpticsAnne de Bouard, Ecole Polytechnique11th Floor Lecture Hall
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2:45 - 3:30Numerical approximation of random and stochastic (partial) differential equationsPeter Kloeden, Institute of Mathematics, Goethe University11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 4:45Can Optimal Statistical Estimators be Computed?Houman Owhadi, California Institute of Technology11th Floor Lecture Hall
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7:00 - 8:30Poster Session & Dessert Reception 11th Floor Collaborative Space and Lecture Hall

ThursdayOctober 11, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Forward and Backward Uncertainty Propagation in Non-linear Shock-dominated ProblemsDidier Lucor, CNRS - Pierre and Marie Curie University11th Floor Lecture Hall
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10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Layer Methods for Navier-Stokes Equations with Additive NoiseM.V. Tretyakov, University of Nottingham11th Floor Lecture Hall
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11:15 - 12:00PDF Solutions of Stochastic Hyperbolic EquationsDaniel Tartakovsky, University of California, San Diego11th Floor Lecture Hall
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12:00 - 12:45Nonlinear Instability of Two-dimensional Poiseuille Flows in a Long ChannelXiaoliang Wan, Louisiana State University11th Floor Lecture Hall
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12:45 - 2:00Break for Lunch
2:00 - 2:45A New Approach for Obtaining Exact PDF Equations for Low-dimensional Nonlinear Functionals of the Solution to High-dimensional Stochastic ProblemsDaniele Venturi, Brown University11th Floor Lecture Hall
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2:45 - 3:30Blended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic SystemsThemis Sapsis, Courant Institute of Mathematical Sciences11th Floor Lecture Hall
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3:30 - 3:35Survey Distribution11th Floor Lecture Hall
3:35 - 4:05Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 5:00Mathematical Modeling of Human Lymphocyte Proliferation with CFSE DataH.T. Banks, North Carolina State University11th Floor Lecture Hall
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FridayOctober 12, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00TBADong Li, University of British Columbia11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Stochastic model reduction using low-rank separated representationsAlireza Doostan, University of Colorado11th Floor Lecture Hall
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11:15 - 12:00Positive-definite random matrix ensembles in multi-scale mechanicsSonjoy Das, University at Buffalo (SUNY)11th Floor Lecture Hall
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12:00 - 2:00Break for Lunch
2:00 - 5:00Afternoon of Collaborations11th Floor Collaborative Space

SaturdayOctober 13, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Wiener Chaos Expansion for Random Perturbations in SPDEsChia Ying Lee, University of North Carolina at Chapel Hill11th Floor Lecture Hall
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10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Stochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White NoiseZhongqiang Zhang, Brown University11th Floor Lecture Hall
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11:15 - 12:00Statistical Models of Spatial Processes Based on Local-Interaction Energy FunctionalsDionissios T. Hristopulos, Technical University of Crete11th Floor Lecture Hall
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12:00 - 2:00Break for Lunch
2:00 - 2:45The expected signature of a diffusion process and its PDEHao Ni, University of Oxford11th Floor Lecture Hall
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3:00 - 3:30Coffee/Tea Break
3:30 - 4:15TBATBA11th Floor Lecture Hall
4:15 - 4:45Conference Farewell 11th Floor Lecture Hall

MondayOctober 15, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayOctober 16, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Combinatorial optimization on random graphs. Survey.David Gamarnik, Massachusetts Institute of Technology11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdayOctober 17, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Computing ChoiceDevavrat Shah, Massachusetts Institute of Technology11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Computing ChoiceDevavrat Shah, Massachusetts Institute of Technology11th Floor Lecture Hall
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ThursdayOctober 18, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Combinatorial optimization on random graphs. Survey.David Gamarnik, Massachusetts Institute of Technology11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Professional Development Seminar: Ethics in Research I11th Floor Lecture Hall

FridayOctober 19, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:00 - 3:30Postdoc/Grad Student Seminar11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondayOctober 22, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayOctober 23, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Structure estimation in graphical models- Practical algorithms and information-theoretic limitsMartin Wainwright, University of California, Berkeley11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Professional Development Seminar: Ethics in Research II11th Floor Lecture Hall

WednesdayOctober 24, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30On the Fluid Limits of a Resource Sharing Algorithm with Logarithmic WeightsPhillipe Robert, INRIA11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

ThursdayOctober 25, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Diffusion limit for a stochastic kinetic problemArnaud Debussche, Ecole Normale Superieure de Cachan
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

FridayOctober 26, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:30 - 11:00Tutorial Session- Monte Carlo Methods in the Physical and Biological SciencesPaul Dupuis, Brown University11th Floor Lecure Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdayOctober 31, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration
8:55 - 9:00WelcomeJill Pipher, Director, ICERM
9:00 - 10:20Accelerated Molecular Dynamics MethodsArthur F. Voter, Los Alamos National Laboratory11th Floor Lecture Hall
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10:20 - 10:40Coffee/Tea Break11th Floor Collaborative Space
10:40 - 11:30Extension of the string method for saddle points searchWeiqing Ren, National University of Singapore and IHPC11th Floor Lecture Hall
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11:30 - 12:20Computational Approaches to Investigate Ligand Migration Pathways in ProteinsMarkus Meuwly, Universitat Basel11th Floor Lecture Hall
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12:15 - 2:00Break for Lunch and Free Time
2:00 - 2:50Adaptive Kinetic Monte Carlo for Long Time Simulations and Global OptimizationHannes Jonsson, University of Iceland (Haskoli Islands)11th Floor Lecture Hall
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2:50 - 3:20Coffee/Tea Break
3:20 - 4:30Challenges in Path Integral Monte CarloDavid Ceperley, University of Illinois Urbana-Champaign11th Floor Lecture Hall
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7:00 - 8:30Poster Session and Dessert Reception 11th Floor Lecture Hall and Collaborative Space

ThursdayNovember 1, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:50Ferromagnets and the mean-field classical Heisenberg modelKay Kirkpatrick, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
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10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:20Concentration inequalities for Feynman-Kac particle models and their applicationsPierre Del Moral, INRIA11th Floor Lecture Hall
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11:20 - 12:10Sign and Phase Problems in Markov Chain Monte Carlo- Sampling the UnsampleableJames E. Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall
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12:10 - 2:00Break for Lunch and Free Time
2:00 - 2:50Metastability and Monte Carlo Methods for Multiscale ProblemsKonstantinos Spiliopoulos, Boston University11th Floor Lecture Hall
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2:50 - 2:55Group Photo11th Floor Lecture Hall
2:55 - 3:35Coffee/Tea Break11th Floor Collaborative Space
3:30 - 4:20Overcoming the rare-event sampling problem in biological systems with infinite swappingNuria Plattner, Universitat Basel11th Floor Lecture Hall
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4:30 - 6:00Workshop Reception

FridayNovember 2, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:50Antithetic Thermostat for Fast Computing MachinesCristian Predescu, D. E. Shaw Research11th Floor Lecture Hall
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10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:20Metastability and coarse-graining of stochastic systemsJianfeng Lu, Duke University11th Floor Lecture Hall
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11:20 - 12:10Bayesian inference of three-dimensional chromosomal organization from Hi-C dataJun Liu, Harvard University11th Floor Lecture Hall
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12:20 - 5:00Afternoon for Collaborations11th Floor Lecture Hall
3:00 - 3:30Coffee/Tea Break11th Floor Collaborative Space

MondayNovember 5, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Discretization and simulation of stochastic dynamics with singular coefficients, Part IDenis Talay, Institut National de Recherche en Informatique Automatique (INRIA)11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayNovember 6, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Discretization and simulation of stochastic dynamics with singular coefficients, Part IIDenis Talay, Institut National de Recherche en Informatique Automatique (INRIA)11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Professional Development Seminar: Papers and Journals11th Floor Lecture Hall

WednesdayNovember 7, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Sparse Graph Limits. Part 1- Left and Right ConvergenceJennifer Chayes, Microsoft Research11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Sparse Graph Limits. Part 2- Partitions and Large Deviation ConvergenceChristian Borgs, Microsoft Research11th Floor Lecture Hall
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ThursdayNovember 8, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
10:00 - 11:00On stochastic differential gamesNicolai Krylov, University of Minnesota11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:30 - 5:30Public Lecture: A Tale of Two Climates Christopher K.R.T. Jones, University of North Carolina, Chapel Hill11th Floor Lecture Hall

FridayNovember 9, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
1:00 - 7:30Blackwell-Tapia Conference11th Floor Lecture Hall
2:30 - 3:30Postdoc/Grad Student Seminar10th Floor Classroom
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondayNovember 12, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayNovember 13, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Overview of generating functions and their usesRobin Pemantle, University of Pennsylvania11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdayNovember 14, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:00 - 3:30Rates of exponential growth and decayRobin Pemantle, University of Pennsylvania11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

ThursdayNovember 15, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
10:00 - 11:30Inverse Fourier transformsRobin Pemantle, University of Pennsylvania11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
5:00 - 7:00Public Lecture: Physics in Animation and Visual EffectsRon Henderson, Director of Simulation and Visual Effects, DreamWorks Animation11th Floor Lecture Hall

FridayNovember 16, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Postdoc/Grad Student Seminar11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondayNovember 19, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
TuesdayNovember 20, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Large deviations for weighted empirical measures arising in importance samplingHenrik Hult, KTH Royal Institute of Technology11th Floor Lecture Hall
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2:30 - 3:30The Concert Queueing Game with a Fluid-Finite Random PopulationSandeep Juneja, Tata Institute of Fundamental Research11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Professional Development Seminar: Grant Proposals11th Floor Lecture Hall

WednesdayNovember 21, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

ThursdayNovember 22, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:00 - 5:00ICERM is Closed

FridayNovember 23, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:00 - 5:00ICERM is Closed

MondayNovember 26, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayNovember 27, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Optimal Scaling of MCMC algorithmsNatesh Pillai, Harvard University11th Floor Lecture Hall
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2:30 - 3:30Accurate filtering for the Navier-Stokes EquationKody Law, University of Warwick11th Floor Lecture Hall
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3:30 - 3:40ICERM Long Term Visitor Group Photo 11th Floor Lecture Hall
3:40 - 4:10Coffee/Tea Break11th Floor Collaborative Space

WednesdayNovember 28, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:25Registration and Welcome Coffee11th Floor Collaborative Space
9:25 - 9:30ICERM Director's Welcome11th Floor Lecture Hall
9:30 - 10:30Importance sampling in the neighborhood of a stable equilibrium pointPaul Dupuis, Brown University11th Floor Lecture Hall
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10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 12:00Continuous Sequential Importance Sampling for Irreducible DiffusionsKrzysztof Latuszynski, University of Warwick11th Floor Lecture Hall
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12:00 - 2:30Break for Lunch and Free Time
2:30 - 3:30ABC and empirical likelihoodChristian Robert, Universite de Paris-Dauphine11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Some Recent Advances in Optimal Scaling for MCMCGareth Roberts, University of Warwick11th Floor Lecture Hall
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5:15 - 6:45Welcome Reception11th Floor Collaborative Space

ThursdayNovember 29, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 10:00Feedback Particle FilterSean Meyn, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
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10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:30Can local particle filters beat the curse of dimensionalityRamon van Handel, Princeton University11th Floor Lecture Hall
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11:30 - 11:40Group Photo11th Floor Lecture Hall
11:40 - 2:30Break for Lunch and Free Time
2:30 - 3:30Slow Mixing for the Hard-Core Model on Z^2Dana Randall, Georgia Institute of Technology11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Comparison Inequalities and Fastest-Mixing Markov ChainsJim Fill, Johns Hopkins University11th Floor Lecture Hall
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7:00 - 8:30Poster Session11th Floor Lecture Hall and Collaborative Space

FridayNovember 30, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:30 - 10:30TBAEric Moulines, Centre National de la Recherche Scientifique (CNRS)11th Floor Lecture Hall
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 12:00On the empirical efficiency of local MCMC algorithms with auxiliary variablesMylene Bedard, University of Montreal11th Floor Lecture Hall
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12:00 - 2:30Break for Lunch and Free Time
2:30 - 3:30The Best Performing Monte Carlo Estimator A likelihood Framework for Compromising between Statistical Efficiency and Computational EfficiencyXiao-Li Meng, Harvard University11th Floor Lecture Hall
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3:30 - 3:35Please don't forget to fill out your survey, thanks!11th Floor Lecture Hall
3:35 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondayDecember 3, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

TuesdayDecember 4, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdayDecember 5, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break

ThursdayDecember 6, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:30Closing Event Discussion Panel11th Floor Collaborative Space
4:30 - 6:00Closing Reception11th Floor Collaborative Space

FridayDecember 7, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
3:30 - 4:00Coffee/Tea Break

Bayesian Nonparametrics (September 17-21, 2012)


Organizing Committee


[Image courtesy of Daniel Roy and Yee Whye Teh]

Description

Data-rich investigations need advanced tools for allowing data to inform and interact with models. Bayesian Nonparametrics is a rapidly growing subfield of statistics and machine learning that provides a framework for creating complex statistical models that are both expressive and tractable. Recent, successful applications of nonparametric Bayesian models across a variety of domains suggests that these models have the potential for wide use. The challenge of constructing and using models on very high dimensional or even infinite dimensional spaces creates many opportunities for fruitful interactions between mathematicians, statisticians and computer scientists. Areas of interest include prior construction, posterior inference, posterior asymptotics, algorithmic development, and practical applications.

  • Loyce Adams
    (University of Washington)
  • Ryan Adams*
    (Harvard University)
  • Mohammadreza Aghajani
    (Brown University)
  • Asohan Amarasingham
    (City College of New York)
  • Sergio Bacallado
    (Stanford University)
  • Manisha Bhardwaj
    (University of Houston)
  • Jose Blanchet
    (Columbia University)
  • Tamara Broderick*
    (UC Berkeley)
  • Daniel Cargill
    (New Jersey Institute of Technology)
  • Lawrence Carin*
    (Duke University)
  • Annalisa Cerquetti
    (Sapienza University of Rome)
  • Xinyun Chen
    (Columbia University)
  • David Dahl*
    (Texas A&M University)
  • Pierpaolo De Blasi*
    (University of Turin)
  • Jing Dong
    (Columbia University)
  • Finale Doshi-Velez*
    (Harvard Medical School)
  • Vanja Dukic
    (University of Colorado)
  • David Dunson*
    (Duke University)
  • Paul Dupuis
    (Brown University)
  • David Duvenaud
    (University of Cambridge)
  • Marian Farah*
    (MRC Biostatistics Unit, Cambridge, UK)
  • Ibrahim Fatkullin
    (University of Arizona)
  • Stefano Favaro*
    (University of Torino)
  • Gilbert Fellingham
    (Brigham Young University)
  • Nicholas Foti
    (Dartmouth College)
  • Emily Fox*
    (University of Washington)
  • Kassie Fronczyk
    (UT MD Anderson Cancer Center/Rice University)
  • Zecheng Gan
    (Shanghai Jiao Tong University)
  • Arnab Ganguly
    (Swiss Federal Institute of Technology)
  • Stuart Geman
    (Brown University)
  • Dilan Gorur
    (Yahoo! Labs)
  • Tristan Gray-Davies
    (Oxford University)
  • Michele Guindani*
    (University of Texas MD Anderson Cancer Center)
  • Matthew Harrison
    (Brown University)
  • Eric Manuel Hernandez
    (University of Vermont)
  • Nils Hjort*
    (University of Oslo)
  • Chris Holmes*
    (University of Oxford)
  • Peng Hu
    (Universite de Bordeaux I)
  • Lancelot James*
    (Hong Jong University of Science and Technology)
  • Majid Janzamin
    (University of California, Irvine)
  • Dane Michael Johnson
    (Brown University)
  • George Karniadakis
    (Brown University)
  • Dan Lee
    (Duke University
  • Ben Letham
    (Massachusetts Institute of Technology)
  • Antonio Lijoi*
    (Università di Pavia)
  • Ling Lin
    (New York University)
  • Lizhen Lin
    (University of Arizona)
  • Jingchen Liu
    (Columbia University)
  • James Lynch
    (University of South Carolina)
  • Terry Lyons
    (University of Oxford)
  • Steve MacEachern*
    (Ohio State University)
  • Ahmad Mahmoody
    (Brown University)
  • Elizabeth Makrides
    (Brown University)
  • Youssef Marzouk
    (Massachusetts Institute of Technology)
  • Markus Meuwly
    (Universität Basel)
  • Jeffrey Miller*
    (Brown University)
  • Sorin Mitran
    (University of North Carolina)
  • Peter Mueller*
    (University of Texas, Austin)
  • Karthyek Murthy
    (Tata Institute of Fundamental Research)
  • Akil Narayan
    (University of Massachusetts, Dartmouth)
  • Long Nguyen*
    (University of Michigan)
  • Hao Ni
    (University of Oxford)
  • Andriy Norets*
    (Princeton University)
  • Peter Orbanz*
    (Columbia University)
  • Konstantina Palla
    (University of Cambridge)
  • James Propp
    (University of Massachusetts)
  • Igor Pruenster*
    (Università di Torino)
  • Fernando Quintana*
    (Pontifical Catholic University of Chile)
  • Kavita Ramanan
    (Brown University)
  • Abel Rodriguez*
    (University of California, Santa Cruz)
  • Judith Rousseau*
    (Université de Paris-Dauphine)
  • Daniel Roy*
    (University of Cambridge)
  • Boris Rozovsky
    (Brown University)
  • Matteo Ruggiero
    (Universita di Torino)
  • Suchi Saria*
    (Stanford University)
  • Angela Schoergendorfer
    (IBM Watson Research Center)
  • Debarka Sengupta
    (Indian Statistical Institute)
  • Jayaram Sethuraman*
    (Florida State University)
  • Laura Slivinski
    (Brown University)
  • Aaron Matthew Smith
    (Stanford University)
  • Bedrich Sousedik
    (University of Southern California)
  • Sanvesh Srivastava
    (Purdue University)
  • Erik Sudderth
    (Brown University)
  • Surya Tokdar*
    (Duke University)
  • Michael Tretyakov
    (University of Nottingham)
  • Lorenzo Trippa
    (Harvard University)
  • Fatma Ulker
    (Massachusetts Institute of Technology)
  • Javier Velez
    (Massachusetts Institute of Technology)
  • Daniele Venturi
    (Brown University)
  • Xiaoliang Wan
    (Louisiana State University)
  • Yair Weiss
    (Hebrew University)
  • Sinead Williamson*
    (Carnegie Mellon University)
  • Wei Wu
    (Brown University)
  • Hongxia Yang
    (IBM Watson Research)
  • Jie Zhong
    (University of Southern California)
  • Hongxiao Zhu
    (Virginia Tech University)
  • Silvia Zuffi
    (Brown University)
DatesTitleOrganizers
September 17-21, 2012Bayesian NonparametricsKassie Fronczyk, Stuart Geman, Matthew Harrison, Michael Jordan, Peter Mueller, Erik Sudderth

Video Links
Description Speaker
Video
Abstract
Slides

ThursdaySeptember 13, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 10:30Gaussian Processes IRyan Adams, Harvard University11th Floor Lecture Hall
10:30 - 10:50Coffee/Tea Break11th Floor Collaborative Space
10:50 - 12:20Gaussian Processes IIRyan Adams, Harvard University11th Floor Lecture Hall
12:20 - 1:40Break for Lunch
1:40 - 3:10Combinatorial Stochastic Processes ITamara Broderick, University of California, Berkeley11th Floor Lecture Hall
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3:10 - 3:30Coffee/Tea Break11th Floor Collaborative Space
3:30 - 5:00Combinatorial Stochastic Processes IITamara Broderick, University of California, Berkeley11th Floor Lecture Hall

FridaySeptember 14, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:30 - 10:30Matlab Practical: Gaussian ProcessesDilan G�r�r, University of California, Irvine11th Floor Lecture Hall
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 12:00Matlab Practical: Dirichlet ProcessesDilan G�r�r, University of California, Irvine11th Floor Lecture Hall
12:00 - 1:30Break for Lunch
1:30 - 3:30Theoretical Foundations IPeter Orbanz, University of Cambridge11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

MondaySeptember 17, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration & Welcome Coffee11th Floor Collaborative Space
8:55 - 9:00WelcomeICERM Director, Jill Pipher11th Floor Lecture Hall
9:15 - 10:00Using Bayesian Nonparametrics for Practical Optimization of Machine Learning AlgorithmsRyan Adams, Harvard University11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Computer Emulation with Non-Stationary Gaussian ProcessesSurya Tokdar, Duke University11th Floor Lecture Hall
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11:15 - 12:00Bayesian nonparametrics for adaptive surveys and testsLawrence Carin, Duke University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch
2:00 - 2:45Convergence of latent mixing measures in finite and infinite mixture modelsLong Nguyen, University of Michigan11th Floor Lecture Hall
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PDF
2:45 - 3:30Dirichlet process mixtures are inconsistent for the number of components in a finite mixtureJeffrey Miller, Brown University11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45Bayesian estimation of the discrepancy with misspecified parametric modelsPierpaolo De Blasi, Universita di Torino11th Floor Lecture Hall
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5:00 - 6:30Welcome Reception11th Floor Collaborative Space

TuesdaySeptember 18, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Bayesian Nonparametric Approaches for Partially-Observable Reinforcement LearningFinale Doshi-Velez, Massachusetts Institute of Technology11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Species sampling priors for the analysis of array CGH dataMichele Guindani, University of Texas, MD Anderson Cancer Center11th Floor Lecture Hall
11:15 - 12:00On a simple class of Bayesian nonparametric autoregression modelsFernando Quintana, Pontifical Catholic University of Chile11th Floor Lecture Hall
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PDF
12:00 - 5:00Afternoon Free for Collaborations

WednesdaySeptember 19, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Nonparametric Bayes tensor factorizations for big dataDavid B. Dunson, Duke University11th Floor Lecture Hall
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10:00 - 10:05Group Photo11th Floor Lecture Hall
10:05 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Bayesian Emulation and Calibration of a Dynamic Model for an H1N1 Influenza EpidemicMarian Farah, MRC Biostatistics Unit11th Floor Lecture Hall
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11:15 - 12:00Discovery and prediction from clinical physiologic dataSuchi Saria, Stanford University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch
2:00 - 2:45Nonparametric priors for exchangeable graphs and arraysPeter Orbanz, Columbia University11th Floor Lecture Hall
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2:45 - 3:30Further structure underlying the beta (and Indian buffet) processDaniel Roy, University of Cambridge11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45Multiresolution Gaussian ProcessesEmily Fox, University of Washington11th Floor Lecture Hall
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7:00 - 8:30Poster Session & Dessert Reception11th Floor Collaborative Space and Lecture Hall

ThursdaySeptember 20, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Clusters and features from combinatorial stochastic processesTamara Broderick, University of California, Berkeley11th Floor Lecture Hall
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PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15Slice sampling dependent normalized random measuresSinead Williamson, Carnegie Mellon University11th Floor Lecture Hall
11:15 - 12:00The tilted Beta processNils Lid Hjort, University of Oslo11th Floor Lecture Hall
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12:00 - 12:05Survey Distribution
12:05 - 2:00Break for Lunch
2:00 - 2:45Nonparametric priors for analyzing censored data and data from repair modelsJayaram Sethuraman, Florida State University11th Floor Lecture Hall
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2:45 - 3:30Canonically correlated random measures and an application to survival analysisAntonio Lijoi, Universita di Pavia11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45A nonparametric regression model for Bayesian survival analysisChris Holmes, University of Oxford11th Floor Lecture Hall
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FridaySeptember 21, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Bayes factors for high and infinite dimensional modelsSteve MacEachern, Ohio State University11th Floor Lecture Hall
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PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:15On adaptation for the posterior distribution under local and sup-norm lossesJudith Rousseau, Universite de Paris-Dauphine11th Floor Lecture Hall
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11:15 - 12:00Posterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional ModelsAndriy Norets, Princeton University11th Floor Lecture Hall
12:00 - 2:00Break for Lunch
2:00 - 2:45Modeling exchangeable collections of networks using nonparametric Bayesian mixturesAbel Rodriguez, University of California, Santa Cruz11th Floor Lecture Hall
2:45 - 3:30Random Partition Distributions Indexed by Pairwise InformationDavid Dahl, Brigham Young University11th Floor Lecture Hall
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3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45On some distributional properties of Gibbs-type priorsIgor Pruenster, University of Torino & Collegio Carlo Alberto11th Floor Lecture Hall
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PDF
5:00 - 6:00What do rough paths have to do with financeTerry Lyons, University of Oxford11th Floor Lecture Hall

Uncertainty Quantification (October 9-13, 2012)


Organizing Committee
Description

Rapid growth in computational resources has heightened the expectation that scientific knowledge can indeed be a driver for societal well-being and betterment. At the same time, our ability to measure the natural and social world around has significantly increased, aided by technological development in sensors, the internet, and other modalities of communication. Science is thus faced, simultaneously, with a complex description of reality at an unprecedented resolution, and the possibility to describe this reality with mathematical models of increasing complexity. Probabilistic formulations of physical problems can be viewed as attempts to adapt rational procedures to this complexity, while tackling the conceptual challenges they inevitably present. As a testament to the significance of this confluence of mathematics, science, and technology, Uncertainty Quantification is arguably one of the fastest growing sub-disciplines in mechanics.


The communities of computational science, stochastic analysis, and statistics have evolved largely along distinct paths. To forge ahead, however, in the direction of transformative scientific impact, requires symbiotic exchange and collaboration. It is the intent of this workshop on Uncertainty Quantification to bring together leading researchers in these three fields in order to delineate new horizons and forge new synergies that will accelerate the evolution of UQ capabilities to become an enabler of scientific and economic progress.


  • Loyce Adams
    (University of Washington)
  • Mohammed Ageel
    (Jazan University)
  • Mohammadreza Aghajani
    (Brown University)
  • Rick Archibald
    (Oak Ridge National Laboratory)
  • Leon Arriola
    (University of Wisconsin)
  • H.T. Banks*
    (North Carolina State University)
  • Getachew Befekadu
    (University of Notre Dame)
  • Jose Blanchet
    (Columbia University)
  • Daniel Cargill
    (New Jersey Institute of Technology)
  • Peng Chen
    (École Polytechnique Fédérale de Lausanne)
  • Xinyun Chen
    (Columbia University)
  • Yanlai Chen
    (University of Massachusetts, Dartmouth)
  • Yi Chen
    (Purdue University)
  • Sonjoy Das*
    (University at Buffalo (SUNY))
  • Anne de Bouard*
    (École Polytechnique)
  • Jing Dong
    (Columbia University)
  • Alireza Doostan*
    (University of Colorado)
  • Vanja Dukic
    (University of Colorado)
  • Paul Dupuis
    (Brown University)
  • Fariba Rahroo
    (US Air Force Officr of Scientific Research)
  • Ibrahim Fatkullin
    (University of Arizona)
  • Jonathan Feinberg
    (Simula School of Research and Innovation)
  • Zecheng Gan
    (Shanghai Jiao Tong University)
  • Mahadevan Ganesh
    (Colorado School of Mines)
  • Arnab Ganguly
    (Swiss Federal Institute of Technology)
  • Roger Ghanem*
    (University of Southern California)
  • Claude Gittelson
    (Purdue University)
  • Jerrad Hampton
    (University of Colorado)
  • Shuo Han
    (California Institute of Technology)
  • Xioying Han
    (Auburn University)
  • Matthew Harrison
    (Brown University)
  • Eric Hernandez
    (University of Vermont)
  • Viet Ha Hoang
    (Nanyang Technological University)
  • Tom Hou*
    (California Institute of Technology)
  • Dionissios Hristopulos*
    (Technical University of Crete)
  • Peng Hu
    (Universite de Bordeaux I)
  • Xun Huan
    (Massachusetts Institute of Technology)
  • Majid Janzamin
    (University of California, Irvine)
  • Dane Johnson
    (Brown University)
  • Evangelia Kalligiannaki
    (University of Southern California)
  • Evangelia Kalpinelli*
    (Brown University)
  • George Karniadakis
    (Brown University)
  • Abdul-Qayyum Khaliq
    (Middle Tennessee State University)
  • Peter Kloeden*
    (Johann Wolfgang Goethe-Universität Frankfurt)
  • Kody Law
    (University of Warwick)
  • Chia Ying Lee*
    (University of North Carolina)
  • Dong Li*
  • (Princeton University)
  • Antonio Lijoi
    (Università di Pavia)
  • Guang Lin*
    (Pacific Northwest National Laboratory)
  • Ling Lin
    (New York University)
  • Anna Liu
    (University of Massachusetts)
  • Jingchen Liu
    (Columbia University)
  • Jun Liu
    (Harvard University)
  • Yufei Liu
    (Brown University)
  • Sergey Lototsky*
    (University of Southern California)
  • Didier Lucor*
    (Paris VI, Department of Mechanics)
  • Elizabeth Makrides
    (Brown University)
  • Youssef Marzouk*
    (Massachusetts Institute of Technology)
  • Shorash Miro
    (Ruhr-Universitat Bochum)
  • Rebecca Morrison
    (University of Texas at Austin)
  • Karthyek Murthy
    (Tata Institute of Fundamental Research)
  • Akil Narayan
    (University of Massachusetts Dartmouth)
  • Hao Ni*
    (University of Oxford)
  • Ivan Nourdin*
    (Université de Nancy I (Henri Poincaré))
  • Houman Owhadi*
    (California Institute of Technology)
  • Dimitrios Papadimitriou
    (UGent)
  • Igor Pruenster
    (Università di Torino)
  • Maziar Raissi
    (George Mason University)
  • Kavita Ramanan
    (Brown University)
  • Boris Rozovsky
    (Brown University)
  • Matteo Ruggiero
    (Univerita di Torino)
  • Marta Sanz-Sole*
    (Universitat de Barcelona)
  • Themistoklis Sapsis*
    (Massachusetts Institute of Technology)
  • Laura Slivinski
    (Brown University)
  • Aaron Smith
    (Stanford University)
  • Bedrich Sousedik
    (University of Southern California)
  • Jerome Stein
    (Brown University)
  • Erik Sudderth
    (Brown University)
  • Molei Tao
    (New York University)
  • Daniel Tartakovsky*
    (University of California, San Diego)
  • Michael Tretyakov*
    (University of Nottingham)
  • Ivi Tsantili
    (National Technical University of Athens)
  • Daniele Venturi*
    (Brown University)
  • Xiaoliang Wan*
    (Louisiana State University)
  • Clayton Webster
    (Oak Ridge National Laboratory)
  • Kasia Wolny
    (University of Warwick)
  • Wei Wu
    (Brown University)
  • Dongbin Xiu*
    (Purdue University)
  • Jun Yan
    (University of Connecticut)
  • Nicholas Zabaras*
    (Cornell University)
  • Handy Zhang*
    (Brown University)
  • Sven Zenker
    (University of Bonn Medical Center)
  • Jie Zhong
    (University of Southern California)
  • Xueyu Zhu
    (Brown University)
DatesTitleOrganizers
October 9-13, 2012Uncertainty QuantificationRoger Ghanem, George Karniadakis, Boris Rozovsky, Marta Sanz-Sole

Video Links
Description Speaker
Video
Abstract
Slides

MondayOctober 1, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Introduction to Uncertainty Quantification IA. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

WednesdayOctober 3, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
11:00 - 12:00Introduction to Uncertainty Quantification IIA. Narayan, University of Massachusetts Dartmouth11th Floor Lecture Hall
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space

FridayOctober 5, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
2:30 - 3:30Postdoc/Grad Student SeminarTBA10th Floor Classroom
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00New Horizons in Uncertainty QuantificationRoger Ghanem, University of Southern California11th Floor Lecture Hall
5:15 - 5:45Discussion11th Floor Lecture Hall

TuesdayOctober 9, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration & Welcome Coffee 11th Floor Collaborative Space
8:55 - 9:00WelcomeJill Pipher, ICERM Director11th Floor Lecture Hall
9:15 - 10:00Introduction to UQ. A TutorialRoger Ghanem, University of Southern California 11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Strategies to Quantify Epistemic Uncertainty- Dealing with Uncertainty of UncertaintyDongbin Xiu, Purdue University11th Floor Lecture Hall
PDF
11:15 - 12:00Building Surrogates of Very Expensive Computer Codes- Applications to Uncertainty QuantificationNicholas Zabaras, Cornell University11th Floor Lecture Hall
PDF
12:00 - 2:00Break for Lunch
2:00 - 2:45A Dynamic Bi-Orthogonal Stochastic Method for Solving Time-Dependent Stochastic PDEsThomas Hou, California Institute of Technology11th Floor Lecture Hall
PDF
2:45 - 3:30Inference and Data Assimilation with Optimal MapsYoussef Marzouk, Massachusetts Institute of Technology11th Floor Lecture Hall
PDF
3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 4:45Scalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological SystemsGuang Lin, Pacific Northwest National Laboratory11th Floor Lecture Hall
PDF
5:00 - 6:30Welcome Reception 11th Floor Collaborative Space

WednesdayOctober 10, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00A support theorem in Holder norm for a stochastic wave equationMarta Sanz-Sole, University of Barcelona11th Floor Lecture Hall
PDF
10:00 - 10:05Group Photo11th Floor Lecture Hall
10:05 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Parameter Estimation in Second-order Continuous Time Linear AutoregressionsSergey Lototsky, University of Southern California11th Floor Lecture Hall
PDF
11:15 - 12:00Stein's Method with Malliavin CalculusIvan Nourdin, Vandoeuvre-les-Nancy11th Floor Lecture Hall
PDF
12:00 - 2:00Break for Lunch
2:00 - 2:45Stochastic Models in Fiber OpticsAnne de Bouard, Ecole Polytechnique11th Floor Lecture Hall
PDF
2:45 - 3:30Numerical approximation of random and stochastic (partial) differential equationsPeter Kloeden, Institute of Mathematics, Goethe University11th Floor Lecture Hall
PDF
3:30 - 4:00Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 4:45Can Optimal Statistical Estimators be Computed?Houman Owhadi, California Institute of Technology11th Floor Lecture Hall
PDF
7:00 - 8:30Poster Session & Dessert Reception 11th Floor Collaborative Space and Lecture Hall

ThursdayOctober 11, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Forward and Backward Uncertainty Propagation in Non-linear Shock-dominated ProblemsDidier Lucor, CNRS - Pierre and Marie Curie University11th Floor Lecture Hall
PDF
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Layer Methods for Navier-Stokes Equations with Additive NoiseM.V. Tretyakov, University of Nottingham11th Floor Lecture Hall
PDF
11:15 - 12:00PDF Solutions of Stochastic Hyperbolic EquationsDaniel Tartakovsky, University of California, San Diego11th Floor Lecture Hall
PDF
12:00 - 12:45Nonlinear Instability of Two-dimensional Poiseuille Flows in a Long ChannelXiaoliang Wan, Louisiana State University11th Floor Lecture Hall
PDF
12:45 - 2:00Break for Lunch
2:00 - 2:45A New Approach for Obtaining Exact PDF Equations for Low-dimensional Nonlinear Functionals of the Solution to High-dimensional Stochastic ProblemsDaniele Venturi, Brown University11th Floor Lecture Hall
PDF
2:45 - 3:30Blended Reduced Subspace Methods for Uncertainty Quantification of Unstable Stochastic SystemsThemis Sapsis, Courant Institute of Mathematical Sciences11th Floor Lecture Hall
PDF
3:30 - 3:35Survey Distribution11th Floor Lecture Hall
3:35 - 4:05Coffee/Tea Break 11th Floor Collaborative Space
4:00 - 5:00Mathematical Modeling of Human Lymphocyte Proliferation with CFSE DataH.T. Banks, North Carolina State University11th Floor Lecture Hall
PDF

FridayOctober 12, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00TBADong Li, University of British Columbia11th Floor Lecture Hall
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Stochastic model reduction using low-rank separated representationsAlireza Doostan, University of Colorado11th Floor Lecture Hall
PDF
11:15 - 12:00Positive-definite random matrix ensembles in multi-scale mechanicsSonjoy Das, University at Buffalo (SUNY)11th Floor Lecture Hall
PDF
12:00 - 2:00Break for Lunch
2:00 - 5:00Afternoon of Collaborations11th Floor Collaborative Space

SaturdayOctober 13, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:15 - 10:00Wiener Chaos Expansion for Random Perturbations in SPDEsChia Ying Lee, University of North Carolina at Chapel Hill11th Floor Lecture Hall
PDF
10:00 - 10:30Coffee/Tea Break 11th Floor Collaborative Space
10:30 - 11:15Stochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White NoiseZhongqiang Zhang, Brown University11th Floor Lecture Hall
PDF
11:15 - 12:00Statistical Models of Spatial Processes Based on Local-Interaction Energy FunctionalsDionissios T. Hristopulos, Technical University of Crete11th Floor Lecture Hall
PDF
PDF
12:00 - 2:00Break for Lunch
2:00 - 2:45The expected signature of a diffusion process and its PDEHao Ni, University of Oxford11th Floor Lecture Hall
PDF
3:00 - 3:30Coffee/Tea Break
3:30 - 4:15TBATBA11th Floor Lecture Hall
4:15 - 4:45Conference Farewell 11th Floor Lecture Hall

Monte Carlo Methods in the Physical and Biological Sciences (Oct 29 - Nov 2, 2012)


Organizing Committee


[Image courtesy of Eric Vanden-Eijnden]

Description

Monte Carlo methods are one of the main tools used to study the properties of complex physical, chemical and biological systems. Since their introduction in the late 1940s, these methods have undergone a remarkable expansion and are now used in many other fields, including statistical inference, engineering, and computer science. However, the design and theoretical understanding of Monte Carlo methods is still a challenging topic, especially for those problems where rare events play the key role in determining algorithm performance. The aim of the workshop is to bring together specialists in the application areas who understand the specific challenges posed by realistic problems and have developed sophisticated tools to tackle these problems, and mathematicians developing methods for algorithm analysis, abstraction, and optimization.

  • Loyce Adams
    (University of Washington)
  • Ikemefuna Agbanusi
    (Boston University)
  • Mohammadreze Aghajani
    (Brown University)
  • Alfred Akinsete
    (Marshall University)
  • Tapio Ala-Nissila
    (Aalto University)
  • Rosalind Allen
    (University of Edinburgh)
  • Ibraheem Alolyan
    (King Saud University)
  • David Anderson
    (University of Wisconsin)
  • Radhakrishnan Balu
    (U.S. Army Research Office)
  • Bruce Berne
    (Columbia University)
  • Jose Blanchet
    (Columbia University)
  • Sergiy Borodachov
    (Towson University)
  • Wei Cai
    (Shanghai Jiaotong University)
  • Maria Cameron
    (University of Maryland)
  • Daniel Cargill
    (New Jersey Institute of Technology)
  • David Ceperley*
    (University of Illinois)
  • Jiang Chen
    (University of North Carolina)
  • Xinyun Chen
    (Columbia University)
  • Yanlai Chen
    (University of Massachusetts, Dartmouth)
  • Cecilia Clementi*
    (Rice University)
  • Arnaud Debussche
    (Ecole Normale Superieure de Cachan)
  • Michael Deem*
    (Rice University)
  • Pierre Del Moral*
    (INRIA )
  • Jimmie Doll
    (Brown University)
  • Jing Dong
    (Columbia University)
  • Paul Dupuis
    (Brown University)
  • Ibrahim Fatkullin
    (University of Arizona)
  • Zechang Gan
    (Shanghai Jiao Tong University)
  • Arnab Ganguly
    (Swiss Federal Institute of Technology)
  • Yu Gu
    (Columbia University)
  • James Gubernatis
    (Los Alamos National Laboratory)
  • Thorbjorn Gundmundsson
    (Royal Institute of Technology)
  • Li Han
    (Clark University)
  • Matthew Harrison
    (Brown University)
  • Florent Hedin
    (University of Basel)
  • Peng Hu
    (Universite de Bordeaux I)
  • Henrik Hult
    (KTH Royal Institute of Technology, Stockholm)
  • Gerhard Hummer*
    (National Institutes of Health)
  • Dane Johnson
    (Brown University)
  • Mark Johnson
    (Macquarie University)
  • Hannes Jonsson*
    (University of Iceland (Háskóli Islands))
  • Sandeep Juneja
    (Tata Insitute of Fundamental Research)
  • George Karniadakis
    (Brown University)
  • William Kath*
    (Northwestern University)
  • Kay Kirkpatrick*
    (University of Illinois at Urbana-Champaign)
  • Olga Komarov
    (Technion-Israel Institute of Technology)
  • Kody Law
    (University of Warwick)
  • Sivan Leviyang
    (Georgetown University)
  • Juan Li
    (Columbia University)
  • Ling Lin
    (New York University)
  • Jingchen Liu
    (Columbia University)
  • Jun Liu*
    (Harvard University)
  • Yufei Liu
    (Brown University)
  • Jianfeng Lu*
    (Princeton University)
  • Felicia Magpantay
    (Centrew for Disease Modeling)
  • Elizabeth Makrides
    (Brown University)
  • Youssef Marzouk
    (Massachusetts Institute of Technology)
  • Michael Mascagni
    (Florida State University)
  • Markus Meuwly*
    (Universität Basel)
  • Sorin Mitran
    (University of North Carolina)
  • Shorash Miro
    (Ruhr-Universitate Bochum)
  • Sergio Monter
    (University of North Carolina)
  • Richard Moore
    (New Jersey Institute of Technology)
  • Karthyek Murthy
    (Tata Institute of Fundamental Research)
  • Akil Narayan
    (University of Massachusetts, Dartmouth)
  • Hao Ni
    (University of Oxford)
  • Pierre Nyquist
    (Royal Institute of Technology)
  • Garegin Papoian*
    (University of Maryland)
  • Natesh Pillai
    (Harvard University)
  • Nuria Plattner*
    (Universität Basel)
  • Cristian Predescu*
    (D.E. Shaw)
  • Kavita Ramanan
    (Brown University)
  • Dominik Reinhold
    (Clark University)
  • Weiqing Ren*
    (National University of Singapore and IHPC)
  • Boris Rozovsky
    (Brown University)
  • Matteo Ruggiero
    (Universita di Torino)
  • Scott Schmidler
    (Duke University)
  • Laura Slivinski
    (Brown University)
  • Aaron Smith
    (Stanford University)
  • Eduardo Sontag
    (Rutgers University)
  • Bedrich Sousedik
    (University of Southern California)
  • Konstantinos Spiliopoulos*
    (Boston University)
  • Erik Sudderth
    (Brown University)
  • Ilya Timofeyev
    (University of Houston)
  • Michael Tretyakov
    (University of Nottingham)
  • Ivi Tsantili
    (National Technical University of Athens)
  • Eric Vanden-Eijnden
    (New York University)
  • Daniele Venturi
    (Brown University)
  • Art Voter*
    (Los Alamos National Laboratory)
  • Xiaoliang Wan
    (Louisiana State University)
  • Jonathan Weare*
    (University of Chicago)
  • John Weeks*
    (University of Maryland)
  • Ruth Williams
    (University of California, San Diego)
  • Kasia Wolny
    (University of Warwick)
  • Wei Wu
    (Brown University)
  • Gongjun Xu
    (Columbia University)
  • Jun Yan
    (University of Connecticut)
  • SeeChen Ying
    (Brown University)
  • Bo Zhang
    (IBM T.J. Watson Research Center)
  • Xioxuan Zhang
    (IBM T.J. Watson Research Center)
  • Jie Zhong
    (University of Southern California)
DatesTitleOrganizers
Oct 29 - Nov 2, 2012Monte Carlo Methods in the Physical and Biological SciencesBruce Berne, Maria Cameron, Jimmie Doll, Paul Dupuis, Eric Vanden-Eijnden

Video Links
Description Speaker
Video
Abstract
Slides
WednesdayOctober 31, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration
8:55 - 9:00WelcomeJill Pipher, Director, ICERM
9:00 - 10:20Accelerated Molecular Dynamics MethodsArthur F. Voter, Los Alamos National Laboratory11th Floor Lecture Hall
PDF
PDF
10:20 - 10:40Coffee/Tea Break11th Floor Collaborative Space
10:40 - 11:30Extension of the string method for saddle points searchWeiqing Ren, National University of Singapore and IHPC11th Floor Lecture Hall
PDF
11:30 - 12:20Computational Approaches to Investigate Ligand Migration Pathways in ProteinsMarkus Meuwly, Universitat Basel11th Floor Lecture Hall
PDF
PDF
12:15 - 2:00Break for Lunch and Free Time
2:00 - 2:50Adaptive Kinetic Monte Carlo for Long Time Simulations and Global OptimizationHannes Jonsson, University of Iceland (Haskoli Islands)11th Floor Lecture Hall
PDF
PDF
2:50 - 3:20Coffee/Tea Break
3:20 - 4:30Challenges in Path Integral Monte CarloDavid Ceperley, University of Illinois Urbana-Champaign11th Floor Lecture Hall
PDF
PDF
7:00 - 8:30Poster Session and Dessert Reception 11th Floor Lecture Hall and Collaborative Space

ThursdayNovember 1, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:50Ferromagnets and the mean-field classical Heisenberg modelKay Kirkpatrick, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
PDF
PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:20Concentration inequalities for Feynman-Kac particle models and their applicationsPierre Del Moral, INRIA11th Floor Lecture Hall
PDF
11:20 - 12:10Sign and Phase Problems in Markov Chain Monte Carlo- Sampling the UnsampleableJames E. Gubernatis, Los Alamos National Laboratory11th Floor Lecture Hall
PDF
12:10 - 2:00Break for Lunch and Free Time
2:00 - 2:50Metastability and Monte Carlo Methods for Multiscale ProblemsKonstantinos Spiliopoulos, Boston University11th Floor Lecture Hall
PDF
2:50 - 2:55Group Photo11th Floor Lecture Hall
2:55 - 3:35Coffee/Tea Break11th Floor Collaborative Space
3:30 - 4:20Overcoming the rare-event sampling problem in biological systems with infinite swappingNuria Plattner, Universitat Basel11th Floor Lecture Hall
PDF
4:30 - 6:00Workshop Reception

FridayNovember 2, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:50Antithetic Thermostat for Fast Computing MachinesCristian Predescu, D. E. Shaw Research11th Floor Lecture Hall
PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:20Metastability and coarse-graining of stochastic systemsJianfeng Lu, Duke University11th Floor Lecture Hall
PDF
11:20 - 12:10Bayesian inference of three-dimensional chromosomal organization from Hi-C dataJun Liu, Harvard University11th Floor Lecture Hall
PDF
12:20 - 5:00Afternoon for Collaborations11th Floor Lecture Hall
3:00 - 3:30Coffee/Tea Break11th Floor Collaborative Space

Performance Analysis of Monte Carlo Methods (November 28-30, 2012)


Organizing Committee

Contour Plot 3D Plot

Description

Monte Carlo methods have become increasingly important in Engineering and the Sciences. These application areas have posed challenges and opportunities in the analysis of modern Monte Carlo algorithms. The workshop's main focus is on: a) the mathematical techniques and aspects that have been key in the analysis of these algorithms, and b) the identification of techniques that are likely to play a role in future analysis.

  • Loyce Adams
    (University of Washington)
  • Mohammadreza Aghajani
    (Brown University)
  • Julio Cesar Andrade
    (University of Bristol)
  • Winfried Barta
    (George Washington University)
  • Mylene Bedard *
    (University of Montreal)
  • Jose Blanchet
    (Columbia University)
  • Ana Busic
    (INRIA )
  • Wei Cai
    (University of North Carolina - Charlotte)
  • Yang Cao
    (Virginia Tech)
  • Daniel Cargill
    (New Jersey Institute of Technology)
  • Bob Carpenter
    (Columbia University)
  • Xinyun Chen
    (Columbia University)
  • Yanlai Chen
    (University of Massachusetts)
  • Donna Chernyk
    (Springer)
  • Radu Craiu
    (University of Toronto)
  • Jing Dong
    (Columbia University)
  • Paul Dupuis *
    (Brown University)
  • Ibrahim Fatkullin
    (University of Arizona)
  • Jim Fill *
    (Johns Hopkins University)
  • Gersende Fort
    (Centre National de la Recherche Scientifique (CNRS))
  • Sergey Foss
    (Heriot-Watt University)
  • Zecheng Gan
    (Shanghai Jiaotong University)
  • Arnab Ganguly
    (Swiss Federal Institute of Technology)
  • Peter Glynn *
    (Stanford University)
  • David Goldberg
    (Georgia Institute of Technology)
  • Genetha Gray
    (Sandia National Laboratories)
  • Thorbjorn Gudmundsson
    (Royal Institute of Technology (KTH))
  • Matthew Harrison
    (Brown University)
  • Peng Hu
    (Université de Bordeaux I)
  • Henrik Hult
    (Royal Institute of Technology (KTH))
  • Majid Janzamin
    (University of California, Irvine)
  • Sandeep Juneja
    (Tata Institute of Fundamental Research)
  • George Karniadakis
    (Brown University)
  • Krzysztof Łatuszyński *
    (University of Warwick)
  • Kody Law
    (University of Warwick)
  • Kate Lee
    (Auckland University of Technology)
  • Sung duck Lee
    (Chungbuk National University)
  • Juan Li
    (Columbia University)
  • Ling Lin
    (New York University)
DatesTitleOrganizers
November 28-30, 2012Performance Analysis of Monte Carlo MethodsJose Blanchet, Gersende Fort, Henrik Hult, Jingchen Liu

Video Links
Description Speaker
Video
Abstract
Slides
WednesdayNovember 28, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:25Registration and Welcome Coffee11th Floor Collaborative Space
9:25 - 9:30ICERM Director's Welcome11th Floor Lecture Hall
9:30 - 10:30Importance sampling in the neighborhood of a stable equilibrium pointPaul Dupuis, Brown University11th Floor Lecture Hall
PDF
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 12:00Continuous Sequential Importance Sampling for Irreducible DiffusionsKrzysztof Latuszynski, University of Warwick11th Floor Lecture Hall
PDF
12:00 - 2:30Break for Lunch and Free Time
2:30 - 3:30ABC and empirical likelihoodChristian Robert, Universite de Paris-Dauphine11th Floor Lecture Hall
PDF
PDF
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Some Recent Advances in Optimal Scaling for MCMCGareth Roberts, University of Warwick11th Floor Lecture Hall
PDF
5:15 - 6:45Welcome Reception11th Floor Collaborative Space

ThursdayNovember 29, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 10:00Feedback Particle FilterSean Meyn, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
PDF
10:00 - 10:30Coffee/Tea Break11th Floor Collaborative Space
10:30 - 11:30Can local particle filters beat the curse of dimensionalityRamon van Handel, Princeton University11th Floor Lecture Hall
PDF
11:30 - 11:40Group Photo11th Floor Lecture Hall
11:40 - 2:30Break for Lunch and Free Time
2:30 - 3:30Slow Mixing for the Hard-Core Model on Z^2Dana Randall, Georgia Institute of Technology11th Floor Lecture Hall
PDF
3:30 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 5:00Comparison Inequalities and Fastest-Mixing Markov ChainsJim Fill, Johns Hopkins University11th Floor Lecture Hall
PDF
PDF
7:00 - 8:30Poster Session11th Floor Lecture Hall and Collaborative Space

FridayNovember 30, 2012
TimeDescriptionSpeakerLocationAbstractsSlides
9:30 - 10:30TBAEric Moulines, Centre National de la Recherche Scientifique (CNRS)11th Floor Lecture Hall
10:30 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 12:00On the empirical efficiency of local MCMC algorithms with auxiliary variablesMylene Bedard, University of Montreal11th Floor Lecture Hall
PDF
12:00 - 2:30Break for Lunch and Free Time
2:30 - 3:30The Best Performing Monte Carlo Estimator A likelihood Framework for Compromising between Statistical Efficiency and Computational EfficiencyXiao-Li Meng, Harvard University11th Floor Lecture Hall
PDF
3:30 - 3:35Please don't forget to fill out your survey, thanks!11th Floor Lecture Hall
3:35 - 4:00Coffee/Tea Break11th Floor Collaborative Space