Summer Semester 2016: FU Berlin Research Seminar on Uncertainty Quantification
The research seminar / reading group meets on the indicated days, 12:15–13:45 in Seminar Room 005, Arnimallee 3. See also the entry on the Course Catalogue here.
The following timetable of topics is a draft in progress! Please contact me if you are interested in suggesting topics, or in leading the discussion for a particular topic.
| Week | Date | Topic | Notes / Comments |
|---|---|---|---|
| 1 | 19 Apr. 2016 | Optimisation and distributionally-robust UQ, 1/2 | |
| 2 | 26 Apr. 2016 | Optimisation and distributionally-robust UQ, 2/2 | |
| 3 | 3 May 2016 | Frequentist consistency of Bayesian inference, 1/2 | |
| 4 | 10 May 2016 | Frequentist consistency of Bayesian inference, 2/2 | |
| 5 | 17 May 2016 | Numerical and algorithmic differentiation | |
| 6 | 24 May 2016 | Advanced Monte Carlo sampling methods, 1/3 | Gradient-based samplers: MALA, HMC, RMMC, ... |
| 7 | 31 May 2016 | Advanced Monte Carlo sampling methods, 2/3 | Multi-Level Monte Carlo, preconditioning, ... |
| 8 | 7 Jun. 2016 | Advanced Monte Carlo sampling methods, 3/3 | Ensemble-based sampling methods: SMC and the EnKF |
| 9 | 14 Jun. 2016 | Active subspace decompositions | |
| 10 | 21 Jun. 2016 | Concentration of measure | |
| 11 | 28 Jun. 2016 | Bayesian inference and information theory | |
| 12 | 5 Jul. 2016 | ||
| 13 | 12 Jul. 2016 | ||
| 14 | 19 Jul. 2016 |