Internal Participants

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​Knio Omar
Surrogate based approaches to parameter inference in ocean models
Omar Knio

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

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

video
Juho Häppölä​Error Analysis for Fourier Methods for Option Pricing
Juho Häppölä

video
​Pedro Vilanova
​An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks
Pedro Vilanova
video
​raul-tempone​A potpourri of results from the KAUST SRI-UQ​​
Raul Tempone
​AbdulLateef.HajiAli
​A study of Monte Carlo methods for weak approximations of stochastic particle systems in the mean-field​
Abdul Lateef Haji Ali
​MarcoScavino
​Bayesian techniques for fatigue life prediction and for inference in linear time dependent PDEs
Marco Scavino
​AlexanderLitvinenko
​Estimation of uncertain parameters of large Matern covariance functions with using hierarchical matrix technique
Alexander Litvinenko
​diogo2​​​​Two numerical methods for mean-field games​
Diogo Gomes
Ben_M_Dia
​Uncertainty quantification for mean field games in social interactions
Ben Mansour Dia
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​External Participants

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

video
​Habib-Najm​Chemical model reduction under uncertainty
Habib Najm

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

video
​Ajay Jasra_photo
​Multilevel sequential Monte-Carlo samplers
Ajay Jasra

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

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

video
​Mikhail Tretyakov photo​Geometric integrators for stochastic rigid body dynamics
Mikhail Tretyakov

video
Robert Patterson
​​Simulations of flame generated particles
Robert Patterson

video
​Bayer Christian​SDE based regression for random PDEs​
Christian Bayer

video
​Mattias Sandberg​Approximation of quantum observables by molecular dynamics simulations
Mattias Sandberg 

video 
​Kody Law​Multilevel particle filter
Kody Law

video
​Mohammed-ElBeltagy​Solution of stochastic nonlinear PDEs using Wiener-Hermite expansion of high orders
Mohamed El-Beltagy

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

video
OmarGhattas
​Scalable algorithms for optimal control of stochastic PDEs
Omar Ghattas

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

video
Ankit Gupta photo
​Estimation of parameter sensitivities for stochastic reaction networks
Ankit Gupta

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

video
Erik Von Schwerin photo
​Optimal mesh hierarchies in Multilevel Monte Carlo methods
Erik von Schwerin
​Martin Eigel photo​Adaptive stochastic Galerkin FEM with hierarchical tensor representations
Martin Eigel
​Hakon Hoel​Multilevel ensemble Kalman filtering
Håkon Hoel
​Quan-1.Long.v2E​Bayesian optimal experimental design for priors of compact support
Quan Long
​Fabio Nobile-​Multi-Index Monte Carlo and stochastic collocation methods for random PDEs
Fabio Nobile
​Matteo.Icardi_square​On the predictive capabilities of multiphase Darcy flow models
Matteo Icardi
Eric Hall
​Computable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients
Eric Hall