Connections between interacting particle dynamics and data science

Scientific Organisers

Susana Gomes, University of Warwick
Michela Ottobre, Heriot-Watt University
Marie-Therese Wolfram, University of Warwick

Scientific Committee

Tony Lelievre , CERMICS and École des Ponts Paris Tech
Antonietta Mira , Universitá della Svizzera Italiana
Gabriel Peyré , CNRS École Normale Superieure
Andrew Stuart, Caltech

About:

Interacting particle dynamics play an important role in many applied sciences, both as a modelling framework for social and biological phenomena and as a tool for statistical algorithms used in data science and uncertainty quantification. These two aspects are often intertwined as, for example, certain algorithms are inspired by dynamics observed in nature. This workshop aims to highlight recent contributions to the field, facilitate discussions and stimulate new research across disciplines.

The key research themes of the workshop are:

inverse optimal transport
interacting particle systems and data assimilation/filtering
neural networks (and multiscale methods)

There will be two mini-courses as part of the workshop:
Optimal transport in a nutshell Marie-Therese Wolfram University of Warwick
Ensemble Kalman methods for inference, optimisation and sampling Sebastian Reich University of Potsdam

There will be a poster session one evening. Titles and abstracts of all the posters can be found here

Arrangements

Tuesday 17 May: all participants have been sent an email today with final details about this workshop and in particular about getting to Skye. Please check your spam folder. If you have not received an email please contact Jane Walker at ICMS.

This workshop will take place at Sabhal Mòr Ostaig on the Isle of Skye, 22-27 May. The coach will leave from Edinburgh to the workshop location on Sunday 22 May, leaving from Crichton Street (close to ICMS) at 14.00 picking up participants first at Courtyard Edinburgh West hotel and then at Edinburgh Airport at around 15.00. The coach will stop on the way to Skye for refreshments. All being well we should arrive at Sabhal Mòr Ostaig around 21.00. There will be some sandwiches available on arrival. Departure from the workshop location will be on Friday 27 May at around 09.15, again stopping for refreshments and arriving back in Edinburgh in the afternoon aound 16.00. The bus will drop participants off at the airport, Courtyard Edinburgh West and Crichton Street.

What happens if you miss the bus to Skye? If your journey to Edinburgh is significantly delayed and you aren't able to get to the bus stop in good time then you will need to make your own way to Skye on Monday 23 May. Details of how to do this can be found here. It is important that you contact Jane Walker to let her know about the delay.

What to expect at the workshop venue
Sabhal Mòr Ostaig is a well-equipped venue. It is remote and you should bring everything that you need with you: cables, chargers, medication, adaptors for your macboook, snacks, appropriate clothing and footwear etc. The weather on Skye changes quickly and it is best to bring layers and a good waterproof. The nearest shops are over two miles away at Armadale.

Programme

	Sunday May 22
14.00	The journey begins, Coach departs from ICMS, Bayes Centre, Edinburgh, stopping at Heriot-Watt and Edinburgh airport 15.00	Arrival in Skye 21.00 approximately
	Monday May 23
09.00	Introductions
09.15	Marie-Therese Wolfram, University of Warwick	Optimal transport in a nutshell	Mini-course Abstract
10.45	Refreshment Break
11.15	TBC,
12.00	Jo Evans, University of Warwick	Spatially inhomogeneous noise in kinetic equations	Abstract
12.30	Lunch
14.00	Kostas Zygalakis, University of Edinburgh	Lyapunov functions, convergence to equilibrium and applications to sampling and optimization	Abstract
14.45	Ben Goddard, University of Edinburgh	A 'general' formalism for interacting particle PDEs and some challenges in parameter inference	Abstract
15.30	Refreshment Break
16.00	Carina Geldhauser, Lund University	Space-discretizations of reaction-diffusion SPDEs	Abstract
16.45	Free Time
18.00	Dinner
19.00	Poster Session and welcome drinks
	Tuesday 24 May
09.00	Marie-Therese Wolfram, University of Warwick	Optimal transport in a nutshell
10.30	Refreshement Break
11.00	Jana de Wiljes, University of Potsdam	Challenges in high dimensional nonlinear filtering	Abstract
11.30	Dan Crisan, Imperial College London	Infinite dimensional McKean-Vlasov processes. Application to fluid dynamics models	Abstract
12.30	Lunch
14.00	Eric Vanden-Ejiden, Courant Institute, NYU	Trainability and accuracy of artificial neural networks	Abstract
14.45	Anastasia Borovykh, Warwick Business School	On the benefits of interacting agents in optimization	Abstract
15.30	Refreshment Break
16.00	Franca Hoffman, University of Bonn	Covariance modulated optimal transport	Abstract
16.45	Free Time
18.00	Dinner
19.00	Discussion Session for Early Career with refreshments
	Wednesday 25 May
09.00	Sebastian Reich, University of Potsdam	Ensemble Kalman methods for inference, optimisation and sampling	Mini-course Abstract
10.30	Refreshment Break
11.00	Andrew Duncan, Imperial College London & Improbable	Interacting particle system strategies to sampling from unnormalised probability distributions	Abstract
11.45	Greg Pavliotis, Imperial College London	Mean field limits for weakly interacting diffusions: phase transitions, multiscale analysis and inference	Abstract
12.30	Lunch
14.00	Free afternoon
18.00	Dinner
	Thursday 26 May
09.00	Sebastian Reich, University of Potsdam	Ensemble Kalman methods for inference, optimisation and sampling	Abstract
10.00	Refreshment Break
11.00	Juan Kuntz-Nussio, University of Warwick	Scalable particle-based alternatives to EM	Abstract
11.30	Aretha Teckentrup, University of Edinburgh	Convergence and robustness of Gaussian process regression	Abstract
12.30	Lunch
14.00	Carsten Hartmann, BTU Cottbus-Senftenberg	Particle-based optimisation with the cross-entropy method	Abstract
14.45	Oliver Tse, Eindhoven University of Technology	Global optimization with particle systems	Abstract
15.30	Refreshment Break
16.00	Free Time
18.00	Dinner
19.00	Discussion session: future perspectives (with drinks)
	Friday 27 May
09.15	Goodbye to Skye! Coach departs around 09.15 and returns to Edinburgh (arrival 16.00 approx)