Technical presentations - UQAW 2016

 

​Internal Participants

Surrogate based approaches to parameter inference in ocean models 
Omar Knio

​​video
Polynomial Chaos Surrogates for Bayesian Inference 
Olivier Le Maitre

video
Secure Communications over Wireless Networks Even 1-bit Feedback Helps Achieving Security
Zouheir Rezki

video
Error Analysis for Fourier Methods for Option Pricing
Juho Häppölä

video
An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks
Pedro Vilanova
video
A potpourri of results from the KAUST SRI-UQ
Raul Tempone
A study of Monte Carlo methods for weak approximations of stochastic particle systems in the mean-field
Abdul Lateef Haji Ali


Bayesian techniques for fatigue life prediction and for inference in linear time dependent PDEs
Marco Scavino

Estimation of uncertain parameters of large Matern covariance functions with using hierarchical matrix technique
Alexander Litvinenko


​​​​Two numerical methods for mean-field games
Diogo Gomes

Uncertainty quantification for mean field games in social interactions
Ben Mansour Dia

​External Participants

 
Application of QMC methods to PDEs with random coefficients − a survey of analysis and implementation
Frances Kuo​

video
Chemical model reduction under uncertainty
Habib Najm

video
Quasi-optimal and adaptive sparse grids with control variates for PDEs with random diffusion coeffcient
Lorenzo Tamellini

video
Multilevel sequential Monte-Carlo samplers
Ajay Jasra

video

Simultaneous reconstruction of outer boundary shape and conductivity distribution in electrical impedance tomography
Nuutti Hyvönen

video
Analysis of the stability and accuracy of discrete least-squares approximation on multivariate polynomial spaces
Giovanni Migliorati

video
Geometric integrators for stochastic rigid body dynamics
Mikhail Tretyakov

video
​​Simulations of flame generated particles
Robert Patterson

video

SDE based regression for random PDEs
Christian Bayer

video
Approximation of quantum observables by molecular dynamics simulations
Mattias
Sandberg

video
Multilevel particle filter
Kody Law

video

Solution of stochastic nonlinear PDEs using Wiener-Hermite expansion of high orders
Mohamed El-Beltagy

video
Quasi-potential and Two-Scale Large Deviation Theory for Gillespie Dynamics
Tiejun Li

video
Scalable algorithms for optimal control of stochastic PDEs
Omar Ghattas

video
Hierarchical low-rank approximation for high dimensional approximation
Anthony Nouy

video
Estimation of parameter sensitivities for stochastic reaction networks
Ankit Gupta

video
Static models, recursive estimators and the zero-variance approach
Gerardo Rubino

video
Optimal mesh hierarchies in Multilevel Monte Carlo methods
Erik von Schwerin
Adaptive stochastic Galerkin FEM with hierarchical tensor representations
Martin Eigel
Multilevel ensemble Kalman filtering
Håkon Hoel
Bayesian optimal experimental design for priors of compact support
Quan Long
Multi-Index Monte Carlo and stochastic collocation methods for random PDEs
Fabio Nobile
On the predictive capabilities of multiphase Darcy flow models
Matteo Icardi
Computable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients
Eric Hall
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