Scientific Organisers
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Susana Gomes, University of Warwick
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Michela Ottobre, Heriot-Watt University
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Marie-Therese Wolfram, University of Warwick
Scientific Committee
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Tony Lelievre , CERMICS and École des Ponts Paris Tech
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Antonietta Mira , Universitá della Svizzera Italiana
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Gabriel Peyré , CNRS École Normale Superieure
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Andrew Stuart, Caltech
About:
Interacting particle dynamics play an important role in many applied sciences, both as a modelling framework for social and biological phenomena and as a tool for statistical algorithms used in data science and uncertainty quantification. These two aspects are often intertwined as, for example, certain algorithms are inspired by dynamics observed in nature. This workshop highlighted recent contributions to the field, facilitated discussions and stimulated new research across disciplines.
The key research themes of the workshop were:
- inverse optimal transport
- interacting particle systems and data assimilation/filtering
- neural networks (and multiscale methods)
There were two mini-courses as part of the workshop:
Optimal transport in a nutshell Marie-Therese Wolfram University of Warwick
Ensemble Kalman methods for inference, optimisation and sampling Sebastian Reich University of Potsdam
A poster session was held on the first evening. . Titles and abstracts of all the posters can be found here
Arrangements
This workshop took place at Sabhal Mòr Ostaig on the Isle of Skye, 22-27 May.
Programme
| Sunday May 22 | ||
| The journey begins, Coach departs from ICMS, Bayes Centre, Edinburgh, stopping at Heriot-Watt and Edinburgh airport 15.00 | Arrival in Skye 21.00 approximately | |
| Monday May 23 | ||
| Introductions | ||
| Marie-Therese Wolfram, University of Warwick | Optimal transport in a nutshell | |
| Refreshment Break | ||
| Carina Geldhauser, Lund University | Space-discretizations of reaction-diffusion SPDEs | |
| Jo Evans, University of Warwick | Spatially inhomogeneous noise in kinetic equations | |
| Lunch | ||
| Kostas Zygalakis, University of Edinburgh | Lyapunov functions, convergence to equilibrium and applications to sampling and optimization | |
| Ben Goddard, University of Edinburgh | A 'general' formalism for interacting particle PDEs and some challenges in parameter inference | |
| Refreshment Break | ||
| Student flash talks | ||
| Free Time | ||
| Dinner | ||
| Poster Session and welcome drinks | ||
| Tuesday 24 May | ||
| Marie-Therese Wolfram, University of Warwick | Optimal transport in a nutshell | |
| Refreshment Break | ||
| Jana de Wiljes, University of Potsdam | Challenges in high dimensional nonlinear filtering | |
| Dan Crisan, Imperial College London | Infinite dimensional McKean-Vlasov processes. Application to fluid dynamics models | |
| Lunch | ||
| Joris Bierkens, TU Delft | TBC |
|
| Anastasia Borovykh, Warwick Business School | On the benefits of interacting agents in optimization | |
| Refreshment Break | ||
| Franca Hoffman, University of Bonn | Covariance modulated optimal transport | |
| Free Time | ||
| Dinner | ||
| Discussion Session for Early Career with refreshments | ||
| Wednesday 25 May | ||
| Sebastian Reich, University of Potsdam | Ensemble Kalman methods for inference, optimisation and sampling | |
| Refreshment Break | ||
| Andrew Duncan, Imperial College London & Improbable | Interacting particle system strategies to sampling from unnormalised probability distributions | |
| Greg Pavliotis, Imperial College London | Mean field limits for weakly interacting diffusions: phase transitions, multiscale analysis and inference | |
| Lunch | ||
| Free afternoon | ||
| Dinner | ||
| Thursday 26 May | ||
| Sebastian Reich, University of Potsdam | Ensemble Kalman methods for inference, optimisation and sampling | |
| Refreshment Break | ||
| Juan Kuntz-Nussio, University of Warwick | Scalable particle-based alternatives to EM | |
| Aretha Teckentrup, University of Edinburgh | Convergence and robustness of Gaussian process regression | |
| Lunch | ||
| Carsten Hartmann, BTU Cottbus-Senftenberg | Particle-based optimisation with the cross-entropy method | |
| Oliver Tse, Eindhoven University of Technology | Global optimization with particle systems | |
| Refreshment Break | ||
| Free Time | ||
| Dinner | ||
| Discussion session: future perspectives (with drinks) | ||
| Friday 27 May | ||
| Goodbye to Skye! Coach departs around 09.15 and returns to Edinburgh (arrival 16.00 approx) |