Entrance hall of the ICMS Workshop

Spatial Statistics and Uncertainty Quantification on Supercomputers

May 19, 2014 - May 21, 2014

Wolfson Lecture Theatre, Department of Mathematical Sciences, University of Bath.


       Finn Lindgren (University of Bath)
       Rob Scheichl(University of Bath)
       Tony Shardlow (University of Bath)
       Simon Wood (University of Bath)

Societal and environmental challenges, not least the potential dangers of climate change, have lead to a surge in the interest and in the development of novel statistical tools to deal with very big data sets on the one hand and of efficient uncertainty quantification (UQ) methods for complex engineering applications on the other.

There are two main aims for this meeting. The first aim is to bring together key researchers from statistics and from applied mathematics working in spatial statistics and in UQ, but approaching similar questions from often quite different angles. The second aim is to go beyond the discussion and analysis of algorithms applied to toy problems, and to instead focus on real, large scale applications and on the scalability of novel statistical and UQ tools on modern supercomputers.

This workshop is sponsored by NAIS (the Centre for Numerical Algorithms and Intelligent Software)   



Please note that this workshop will be held in Bath (not Edinburgh)

The workshop will be held in the Wolfson Lecture Theatre, Department of Mathematical Sciences, University of Bath.  The room is situated on Level 1 of the Maths Building 4 West, shown as 4W on the map.  A link to a webpage describing how to get to the campus and the available facilities is here.


The workshop will commence on Monday 19th May (at about 10.30am) and will conclude on Wednesday 21st May (at about 3.30pm)

Invited Speakers: will be sent an email, with a link to an individual registration form, accommodation will be arranged and full details will be emailed nearer the time of the workshop. Travel reimbursement details will be confirmed via email.
Other Participants: there is limited funding to assist with travel/accommodation for post graduate students, early career and other researchers based in UK universities.

Registration is now closed, if you wish to discuss the possibility of late registration please email Dawn Wasley (Dawn.Wasley@icms.org.uk)



The programme for the meeting is shown below.

A book of abstracts (and additional meeting information) is available here

Monday 19th May 2014, University of Bath


Registration & Coffee in the Atrium on Level 1 of 4 West


Stephen Sain (Geophysical Statistics Project, NCAR, Boulder)

Impact of model resolution for regional climate experiments


Mike Christie (Petroleum Engineering, Heriot-Watt University)

Multi-objective stochastic sampling algorithms for uncertainty quantification in porous media


Peter Challenor (Environmental Statistics, University of Exeter)

Combining Data and Models to Reconstruct the Climate of the Recent Past


Lunch in the Atrium on Level 1 of 4 West


Mark Girolami (Statistics, University of Warwick)

Differential Geometric Simulation Methods for Uncertainty Quantification in Large Scale PDE Systems


Kody Law (Stochastic Numerics Group, KAUST, Saudi Arabia)

Dimension-independent, likelihood-informed (DILI) MCMC sampling algorithms for Bayesian Inverse problems


Coffee/Tea in the Atrium on Level 1 of 4 West


Geoff Nicholls (Statistics, University of Oxford)

Lateral transfer of traits on phylogenetics: Likelihood evaluation via large sparse linear systems of DE's.


Annika Lang (Mathematical Statistics, Chalmers University)

Gaussian random fields on the sphere: one class of random fields on manifolds


Welcome Reception & Poster Session in the Atrium on Level 1 of 4 West

Tuesday 20th May 2014, University of Bath


Tim Sullivan (Mathematics Institute, University of Warwick)

Brittleness and Robustness of Bayesian Inference in Complex Systems


Coffee/Tea in the Atrium on Level 1 of 4 West


Gavin Shaddick (Statistics, University of Bath)

Challenges in the integration of air pollution estimates from multiple data sources and methods


Daniel Tartakovsky (Mech. & Aerospace Eng., UC San Diego)

Uncertainty Quantification in Nonlinear Models of Multiphase Flow


Lunch in the Atrium on Level 1 of 4 West


Daniel Simpson (Statistics, NTNU Trondheim)

Barriers to scalable spatial statistics


Roger Ghanem (Aerospace & Mech. Eng., U. Southern California)

High Performance Algorithms for PDEs with Spatially Varying Stochastic Parameters.


Coffee/Tea in the Atrium on Level 1 of 4 West


Aretha Teckentrup (Scientific Computing, Florida State University)

Multilevel Markov chain Monte Carlo algorithms for uncertainty quantification


Clayton Webster (CS & Mathematics, Oak Ridge National Lab)

A hierarchical, multilevel stochastic collocation method for adaptive acceleration of PDEs with random input data

 Wednesday 21st May 2014, University of Bath


Paul Constantine (Applied Maths, Colorado School of Mines)

Active subspace methods for high-dimensional sensitivity analysis


Coffee/Tea in the Atrium on Level 1 of 4 West


Jocelyn Erhel (Environmental Simulation, INRIA Rennes)

Uncertainty Quantification and High Performance Computing for flow and transport in porous media


Björn Gmeiner (System Simulation, University of Erlangen-Nuremberg)

Massively Parallel Multi-level Monte-Carlo


Lunch in the Atrium on Level 1 of 4 West


Simon Cotter (School of Mathematics, University of Manchester)

Parallel Adaptive Importance Sampling: Parallelism PAIS


Omar Ghattas (Computational Geosciences, ICES, UT Austin)

Large-scale Bayesian Inversion with Application to Antarctic Ice Sheet Flow


Tea/Coffee in the Atrium on Level 1 of 4 West




Name Institution
Adhikari, Sondipon Swansea University
Anaya-Izquierdo, Karim University of Bath
Arampatzis, Georgios University of Crete
Bigoni, Daniele Technical University of Denmark
Challenor, Peter University of Exeter
Chesterfield, Jon University of Bath
Christie, Mike Heriot-Watt University
Constantine, Paul Colorado School of Mines
Cotter, Simon University of Manchester
Engsig-Karup, Allan Technical University of Denmark
Erhel, Jocelyne Inria
Evangelou, Evangelos University of Bath
Freitag, Melina University of Bath
Ghanem, Roger University of Southern California
Ghattas, Omar The University of Texas at Austin
Girolami, Mark University of Warwick
Gmeiner, Björn System Simulation, University of Erlangen-Nuremberg
Gonzalez, Horacio University of Bath
Graham, Ivan University of Bath
Griffiths, Alex University of Bath
Johnson, Samuel University of Warwick
Kim, Tatiana University of Bath
Kumar, Dinesh Vrije Universiteit Brussels
Lang, Annika Chalmers University of Technology & University of Gothenburg
Law, Kody KAUST
Lindgren, Finn University of Bath
Maroulas, Vasileios University of Tennessee and University of Bath
Milewski, Paul University of Bath
Nicholls, Geoff University of Oxford
Owen, Nathan University of Exeter
Pya, Natalya Nazarbayev University
Sain, Stephen National Center for Atmospheric Research
Scheichl, Rob University of Bath
Shaddick, Gavin University of Bath
Shardlow, Tony University of Bath
Simpson, Daniel NTNU
Sullivan, Tim Mathematics Institute, The University of Warwick
Tartakovsky, Daniel University of California at San Diego
Teckentrup, Aretha University of Warwick
Tim, Dodwell University of Bath
Titley-Peloquin, David CERFACS
Ullmann, Elisabeth University of Bath
Walker, Alison University of Bath
Webster, Clayton Oak Ridge National Laboratory
Wood, Simon University of Bath
Zammit Mangion, Andrew University of Bristol
Zhang, Guannan Oak Ridge National Laboratory