Tim Sullivan

SIAM UQ18

SIAM UQ18 in Garden Grove

The fourth SIAM Conference on Uncertainty Quantification (SIAM UQ18) will take place at the Hyatt Regency Orange County, Garden Grove, California, this week, 16–19 April 2018.

As part of this conference, Mark Girolami, Philipp Hennig, Chris Oates and I will organise a mini-symposium on “Probabilistic Numerical Methods for Quantification of Discretisation Error” (MS4, MS17 and MS32).

Published on Saturday 14 April 2018 at 08:00 UTC #event

British Library

ProbNum 2018

Next week Chris Oates and I will host the SAMSI–Lloyds–Turing Workshop on Probabilistic Numerical Methods at the Alan Turing Institute, London, housed in the British Library. The workshop is being held as part of the SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics.

The accuracy and robustness of numerical predictions that are based on mathematical models depend critically upon the construction of accurate discrete approximations to key quantities of interest. The exact error due to approximation will be unknown to the analyst, but worst-case upper bounds can often be obtained. This workshop aims, instead, to further the development of Probabilistic Numerical Methods, which provide the analyst with a richer, probabilistic quantification of the numerical error in their output, thus providing better tools for reliable statistical inference.

This workshop has been made possible by the generous support of SAMSI, the Alan Turing Institute, and the Lloyd's Register Foundation Data-Centric Engineering Programme.

Published on Friday 6 April 2018 at 07:00 UTC #event #prob-num #samsi

The Alan Turing Institute

Inverse Problems Summer School at the Alan Turing Institute

From 29 August–1 September 2017, the Alan Turing Institute will host a summer school on Mathematical Aspects of Inverse Problems organised by Claudia Schillings (Mannheim) and Aretha Teckentrup (Edinburgh and Alan Turing Institute), two of my former colleagues at the University of Warwick. The invited lecturers are:

Published on Friday 23 June 2017 at 09:00 UTC #event #inverse-problems

UQ Talks: Hanne Kekkonen

In two weeks Hanne Kekkonen (University of Warwick) will give a talk on “Large noise in variational regularisation”.

Time and Place. Monday 12 June 2017, 11:00–12:00, ZIB Seminar Room 2006, Zuse Institute Berlin, Takustraße 7, 14195 Berlin

Abstract. We consider variational regularisation methods for inverse problems with large noise, which is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a reasonable notion of solutions for more general noise in a larger space provided one has sufficient mapping properties of the forward operator. As an example we study the particularly important cases of one- and p-homogeneous regularisation functionals. As a natural further step we study stochastic noise models and in particular white noise, for which we derive error estimates in terms of the expectation of the Bregman distance. As an example we study total variation prior. This is joint work with Martin Burger and Tapio Helin.

Published on Wednesday 31 May 2017 at 16:00 UTC #event #uq-talk #inverse-problems

Visualisation and Uncertainty in Cardiac Modelling

Workshop on Visualisation and Uncertainty in Cardiac Modelling

Next week, Steven Niederer (King's College London) and I will host a two-day workshop at the Zuse Institute Berlin on Visualisation and Uncertainty in Patient-Specific Whole-Heart Modelling; further information can be found by following the link. This workshop has been made possible by generous support from the King's College London – Freie Universität Berlin Funding Programme for Joint Research Workshops.

Published on Friday 26 May 2017 at 17:00 UTC #event

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