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Approximation, Integration, and Optimization (September 29- October 3, 2014)


CLICK HERE TO PARTICIPATE
Review of applications will begin on June 16, 2014
Organizing Committee
  • Albert Cohen
    (Universite de Paris VI (Pierre et Marie Curie))
  • Ronald Devore
    (Texas A&M International University)
  • Robert Nowak
    (University of Wisconsin)
  • Vladimir Temlyakov
    (University of South Carolina)
  • Rachel Ward
    (University of Texas at Austin)

 

    [Image courtesy of Gerhard Zumbusch]
Description

The workshop is devoted to the following problem of fundamental importance throughout science and engineering: how to approximate, integrate, or optimize multivariate functions.

The breakthroughs demanded by high dimensional problems may be at hand. Good methods of approximation arise as solutions of optimization problems over certain function classes that are now well understood in small and modesty large dimensions.

In high dimensions, the appropriate models involve sparse representations, which give rise to issues in nonlinear approximation methods such as greedy approximation. High dimensional optimization problems become intractable to solve exactly, but substantial gains in efficiency can be made by allowing for a small probability of failure (probabilistic recovery guarantees), and by seeking approximate solutions (up to a pre-specified threshold) rather than exact solutions. The contemporary requirements of numerical analysis connect approximation, optimization, and probabilistic analysis.

The workshop will bring together leading experts in approximation, compressed sensing and optimization.


  • Ali Ahmed
    (Georgia Institute of Technology)
  • Anat Amir
    (Tel Aviv University)
  • Ulas Ayaz
    (Rheinische Friedrich-Wilhelms-Universität Bonn)
  • Marcus Bachmayr*
    (RWTH Aachen)
  • Daurenbek Bazarkhanov
    (Institute of Mathematics&Math Modeling)
  • Emanuel Bendavid
    (Columbia University)
  • Dmitriy Bilyk
    (University of Minnesota)
  • Sergiy Borodachov
    (Towson State University)
  • Glenn Byrenheid
    (Rheinische Friedrich-Wilhelms-Universität Bonn)
  • Eric Cances*
    (Ecole Nationale des Ponts et Chaussees)
  • Emmanuel Candes *
    (Stanford University)
  • Venkat Chandrasekeran*
    (California Institute of Technology)
  • Rajeev Kumar Chauhan
    (University of Texas at Austin)
  • KALPANA CHAUHAN
    (IIT ROORKEE)
  • Yanlai Chen
    (University of Massachusetts Dartmouth)
  • Albert Cohen *
    (Université de Paris VI (Pierre et Marie Curie))
  • Paul Constantine
    (Colorado School of Mines)
  • Seyed Hamid Reza Dadkhahi
    (University of Massachusetts)
  • Wolfgang Dahmen*
    (RWTH Aachen)
  • Mark Davenport
    (Georgia Institute of Technology)
  • Jacqueline Davis
    (Vanderbilt University)
  • Ronald DeVore
    (Texas A&M International University (TAMIU))
  • Jeremy Dewar
    (Tulane University)
  • Alireza Doostan *
    (University of Colorado)
  • Dinh Dung
    (Vietnam National University)
  • Armin Eftekhari
    (Colorado School of Mines)
  • Maryam Fazel *
    (University of Washington)
  • Simon Foucart
    (University of Georgia)
  • Omar Ghattas *
    (University of Texas at Austin)
  • Alexander Gilbert
    (University of New South Wales)
  • Michael Gnewuch
    (Christian-Albrechts Universität Kiel)
  • C. Gunturk
    (Courant Institute of Mathematical Sciences)
  • Shermin Hamzehei
    (University of Massachusetts)
  • Paul Hand
    (Rice University)
  • Jarvis Haupt*
    (University of Minnesota)
  • Mario Hefter
    (TU Kaiserslautern)
  • Stefan Heinrich
    (Universität Kaiserslautern)
  • Thang Huynh
    (Courant Institute of Mathematical Sciences)
  • James Hyman
    (Tulane University)
  • Piotr Indyk*
    (Massachusetts Institute of Technology)
  • Swayambhoo Jain
    (University of Minnesota)
  • Peter Jantsch
    (University of Tennessee)
  • Lan Jiang
    (Illinois Institute of Technology)
  • Ata Kaban
    (University of Birmingham)
  • Mojtaba Kadkhodaie Elyaderani
    (University of Minnesota)
  • Felix Krahmer
    (Georg-August-Universität zu Göttingen)
  • Robert Kunsch
    (Friedrich-Schiller-Universität)
  • Frances Kuo *
    (University of New South Wales)
  • Michael Lacey
    (Georgia Institute of Technology)
  • Sivan Leviyang
    (Georgetown University)
  • Xingguo Li
    (University of Minnesota)
  • Yen-Huan Li
    (EPFL)
  • Yi-Kai Liu
    (National Institute of Standards and Technology)
  • Yvon Maday*
    (Brown University)
  • Michael Mahoney *
    (University of California, Berkeley)
  • Rahul Mazumder
    (Columbia University)
  • Giovanni Migliorati
    (École Polytechnique Fédérale de Lausanne (EPFL))
  • Dian Mo
    (University of Massachusetts)
  • Thomas Müller-Gronbach
    (Universität Passau)
  • Habib Najm*
    (Sandia National Laboratories)
  • Akil Narayan
    (University of Massachusetts)
  • Angelia Nedich*
    (University of Illinois at Urbana-Champaign)
  • Deanna Needell
    (Claremont McKenna College)
  • Arkadi Nemirovski
    (Georgia Tech College of Computing )
  • Dong Nguyen
    (Katholieke Universiteit Leuven)
  • Mila Nikolova
    (École Normale Supérieure de Cachan)
  • Anthony Nouy*
    (Université de Nantes)
  • Erich Novak
    (Friedrich-Schiller-Universität)
  • Robert Nowak *
    (University of Wisconsin)
  • Dirk Nuyens
    (Katholieke Universiteit Leuven)
  • Alex Powell
    (Vanderbilt University)
  • Yury Rappoport
    (Russian Academy of Sciences)
  • Holger Rauhut *
    (RWTH Aachen)
  • Klaus Ritter
    (Universität Kaiserslautern)
  • Justin Romberg*
    (Georgia Institute of Technology)
  • Daniel Rudolf
    (Friedrich-Schiller-Universität)
  • Christoph Schwab *
    (ETH)
  • Jie Shen
    (Purdue University)
  • Pawel Siedlecki
    (University of Warsaw)
  • Aarti Singh*
    (Carnegie Mellon University)
  • Maxim Skriganov
    (Russian Academy of Sciences)
  • Ian Sloan *
    (University of New South Wales)
  • Akshay Soni
    (University of Minnesota)
  • Tatyana Sorokina
    (Towson State University)
  • Ju Sun
    (Columbia University)
  • Gowri Suryanarayana
    (Katholieke Universiteit Leuven)
  • Gongguo Tang*
    (University of Wisconsin)
  • Vladimir Temlyakov *
    (University of South Carolina)
  • Mu Tian
    (Tulane University/Stony Brook University)
  • Michael Todd
    (Cornell University)
  • Hoang Tran
    (Oak Ridge National Laboratory)
  • Giulio Trigila
    (Technische Universitaet Muenchen)
  • Tino Ullrich
    (Rheinische Friedrich-Wilhelms-Universität Bonn)
  • Maria Villar
    (University of Texas at Austin)
  • Vladislav Voroninski
    (MIT)
  • Martin Wainwright *
    (University of California, Berkeley)
  • Mike Wakin
    (Colorado School of Mines)
  • Li Wang
    (University of California, San Diego)
  • Yingwei Wang
    (Purdue University)
  • Rachel Ward *
    (University of Texas at Austin)
  • Grzegorz Wasilkowski
    (University of Kentucky)
  • Clayton Webster
    (Oak Ridge National Laboratory)
  • Henryk Wozniakowski *
    (Columbia University)
  • John Wright*
    (Columbia University)
  • Di Xiao
    (University of Minnesota)
  • Zhiqiang Xu
    (Chinese Academy of Sciences)
  • Ozgur Yilmaz
    (University of British Columbia)
  • Wotao Yin *
    (University of California, Los Angeles)
  • Guannan Zhang
    (Oak Ridge National Laboratory)
  • Xiaoqun Zhang
    (Shanghai Jiaotong University)
  • Ding-Xuan Zhou
    (City University of Hong Kong)
  • Houying Zhu
    (University of New South Wales)
MondaySeptember 29, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
8:30 - 8:55Registration: Approximation, Integration, and Optimization Workshop11th Floor Collaborative Space
8:55 - 9:00WelcomeICERM Director11th Floor Lecture Hall
9:00 - 9:45Exponential sums and tensor approximationWolfgang Dahmen, RWTH Aachen11th Floor Lecture Hall
PDF
9:55 - 10:40Adaptive Low-Rank Methods for High-Dimensional Second-Order Elliptic ProblemsMarkus Bachmayr, RWTH Aachen11th Floor Lecture Hall
PDF
10:50 - 11:10Coffee/Tea Break11th Floor Collaborative Space
11:10 - 11:55TBARobert D. Nowak, University of Wisconsin11th Floor Lecture Hall
12:05 - 1:50Break for lunch
1:50 - 2:35Sparse, Adaptive Quadrature Methods for Bayesian Inverse Problems of Parametric Operator EquationsChristoph Schwab, ETH11th Floor Lecture Hall
PDF
2:45 - 3:30Distributed Optimization in Directed Graphs- Push-Sum Based AlgorithmsAngelia Nedich, University of Illinois at Urbana-Champaign11th Floor Lecture Hall
PDF
3:40 - 4:00Coffee/Tea Break11th Floor Lecture Hall
4:00 - 4:45TBAAlbert Cohen, Université de Paris VI (Pierre et Marie Curie)11th Floor Lecture Hall
4:55 - 6:30Welcome reception11th Floor Collaborative Space

TuesdaySeptember 30, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:45TBAYvon Maday, Brown University11th Floor Lecture Hall
9:55 - 10:40A Quasi-Monte Carlo overviewIan H. Sloan, The University of New South Wales11th Floor Lecture Hall
PDF
10:50 - 11:10Coffee/Tea Break11th Floor Collaborative Space
11:10 - 11:55Application of quasi-Monte Carlo methods to PDEs with random coefficientsFrances Y. Kuo, University of New South Wales11th Floor Lecture Hall
PDF
12:05 - 1:50Break for lunch
1:50 - 2:35Exponential Convergence and New Notions of Tractability for Analytic Multivariate ProblemsHenryk Wozniakowski, Columbia University and University of Warsaw11th Floor Lecture Hall
PDF
2:45 - 3:30Complete Dictionary Recovery over the SphereJohn Wright, Columbia University11th Floor Lecture Hall
3:40 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45Compressive Sampling of Sparse Polynomial Chaos Expansions- Convergence Analysis and Sampling StrategiesAlireza Doostan, University of Colorado11th Floor Lecture Hall
PDF

WednesdayOctober 1, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:45TBAMartin Wainwright, University of California, Berkeley11th Floor Lecture Hall
9:55 - 10:40Maximum Likelihood Matrix Completion Under Sparse Factor Models- Error Guarantees and Efficient AlgorithmsJarvis Haupt, University of Minnesota11th Floor Lecture Hall
PDF
10:40 - 11:00Coffee/Tea Break11th Floor Collaborative Space
11:00 - 11:45TBAHabib Najm, Sandia National Laboratories11th Floor Lecture Hall
11:50 - 12:00Group Photo11th Floor Lecture Hall
12:00 - 1:30Break for lunch
1:30 - 2:15Sparse structure-exploiting methods for large-scale Bayesian inverse problemsOmar Ghattas, University of Texas at Austin11th Floor Lecture Hall
2:20 - 3:05TBAWotao Yin, University of California, Los Angeles11th Floor Lecture Hall
3:10 - 3:55Eigenvector localization, implicit regularization, and algorithmic anti-differentiation for large-scale graphs and networked dataMichael W. Mahoney, University of California, Berkeley11th Floor Lecture Hall
4:00 - 5:45Poster Session11th Floor Collaborative Space

ThursdayOctober 2, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:45TBAEmmanuel Candes, Stanford University11th Floor Lecture Hall
9:55 - 10:40Convex relaxations for recovering simultaneously structured objectsMaryam Fazel, University of Washington11th Floor Lecture Hall
PDF
10:50 - 11:10Coffee/Tea Break11th Floor Collaborative Space
11:10 - 11:55TBAPiotr Indyk, Massachusetts Institute of Technology11th Floor Lecture Hall
12:05 - 1:50Break for lunch
1:50 - 2:35Compressive sensing approximation of high-dimensional parametric operator equationsHolger Rauhut, RWTH Aachen11th Floor Lecture Hall
2:45 - 3:30TBAJustin Romberg, Georgia Institute of Technology11th Floor Lecture Hall
3:40 - 4:00Coffee/Tea Break11th Floor Collaborative Space
4:00 - 4:45Relative Entropy Relaxations for Signomial OptimizationVenkat Chandrasekaran, California Institute of Technology11th Floor Lecture Hall
PDF

FridayOctober 3, 2014
TimeDescriptionSpeakerLocationAbstractsSlides
9:00 - 9:45High-dimensional problems arising in molecular simulationEric Cances, Ecole Nationale des Ponts et Chaussees11th Floor Lecture Hall
9:55 - 10:40Adaptive low-rank approximations- a subspace point of viewAnthony Nouy, Ecole Centrale Nantes11th Floor Lecture Hall
PDF
10:50 - 11:10Coffee/Tea Break11th Floor Collaborative Space
11:10 - 11:55TBARachel Ward, University of Texas at Austin11th Floor Lecture Hall
12:05 - 1:50Break for lunch
1:50 - 2:35TBAAarti Singh, Carnegie Mellon University11th Floor Lecture Hall
2:45 - 3:30TBAGongguo Tang, University of Wisconsin11th Floor Lecture Hall
3:40 - 4:00Coffee/Tea Break11th Floor Collaborative
4:00 - 4:45Nonlinear tensor product approximationV.N. Temlyakov, University of South Carolina11th Floor Lecture Hall