Scientific Organisers
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Susana Gomes, University of Warwick
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Michela Ottobre, Heriot-Watt University
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Marie-Therese Wolfram, University of Warwick
Scientific Committee
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Tony Lelievre , CERMICS and École des Ponts Paris Tech
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Antonietta Mira , Universitá della Svizzera Italiana
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Gabriel Peyré , CNRS École Normale Superieure
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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 | |
10.45 | Refreshment Break | ||
11.15 | TBC, | ||
12.00 | Jo Evans, University of Warwick | Spatially inhomogeneous noise in kinetic equations | |
12.30 | Lunch | ||
14.00 | Kostas Zygalakis, University of Edinburgh | Lyapunov functions, convergence to equilibrium and applications to sampling and optimization | |
14.45 | Ben Goddard, University of Edinburgh | A 'general' formalism for interacting particle PDEs and some challenges in parameter inference | |
15.30 | Refreshment Break | ||
16.00 | Carina Geldhauser, Lund University | Space-discretizations of reaction-diffusion SPDEs | |
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 | |
11.30 | Dan Crisan, Imperial College London | Infinite dimensional McKean-Vlasov processes. Application to fluid dynamics models | |
12.30 | Lunch | ||
14.00 | Eric Vanden-Ejiden, Courant Institute, NYU | Trainability and accuracy of artificial neural networks | |
14.45 | Anastasia Borovykh, Warwick Business School | On the benefits of interacting agents in optimization | |
15.30 | Refreshment Break | ||
16.00 | Franca Hoffman, University of Bonn | Covariance modulated optimal transport | |
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 | |
10.30 | Refreshment Break | ||
11.00 | Andrew Duncan, Imperial College London & Improbable | Interacting particle system strategies to sampling from unnormalised probability distributions | |
11.45 | Greg Pavliotis, Imperial College London | Mean field limits for weakly interacting diffusions: phase transitions, multiscale analysis and inference | |
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 | |
10.00 | Refreshment Break | ||
11.00 | Juan Kuntz-Nussio, University of Warwick | Scalable particle-based alternatives to EM | |
11.30 | Aretha Teckentrup, University of Edinburgh | Convergence and robustness of Gaussian process regression | |
12.30 | Lunch | ||
14.00 | Carsten Hartmann, BTU Cottbus-Senftenberg | Particle-based optimisation with the cross-entropy method | |
14.45 | Oliver Tse, Eindhoven University of Technology | Global optimization with particle systems | |
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) |