Numerical approximation of random and stochastic (partial) differential equations

Peter Kloeden
Johann Wolfgang Goethe-Universität Frankfurt
October 10, 2012
Uncertainty Quantification
Play     Abstract

Stochastic Models in Fiber Optics

Anne de Bouard
Ecole Polytechnique
October 10, 2012
Uncertainty Quantification
Play     Abstract

Stein's Method with Malliavin Calculus

Ivan Nourdin
Institut National Polytechnique de Lorraine (INPL)
October 10, 2012
Uncertainty Quantification
Play     Abstract

Parameter Estimation in Second-order Continuous Time Linear Autoregressions

Sergey Lototsky
University of Southern California
October 10, 2012
Uncertainty Quantification
Play     Abstract

A support theorem in Holder norm for a stochastic wave equation

Marta Sanz-Sole
University of Barcelona
October 10, 2012
Uncertainty Quantification
Play     Abstract

Scalable Uncertainty Quantification and Parameter Estimation for High-Dimensional Environmental and Biological Systems

Guang Lin
Purdue University
October 9, 2012
Uncertainty Quantification
Play     Abstract

Inference and Data Assimilation with Optimal Maps

Youssef Marzouk
Massachusetts Institute of Technology
October 9, 2012
Uncertainty Quantification
Play     Abstract

Introduction to UQ, A Tutorial

Roger Ghanem
University of Southern California
October 9, 2012
Uncertainty Quantification
Play

On some distributional properties of Gibbs-type priors

Igor Pruenster
Università di Torino
September 21, 2012
Bayesian Nonparametrics
Play     Abstract     Slides