Algorithms and applications of high-dimensional approximation

Two-day meeting

Programme

This workshop was organised by Sergey Dolgov.

Thursday, 22nd November

Time Speaker Title
8:30 - 9:00 Arrival  
9:00 - 9:50 Tiangang Cui (Monash University): Optimization-based Sampling Approaches for Hierarchical Bayesian Inference
9:50 - 10:10 Coffee break  
     
10:10 - 11:00 Dante Kalise (Imperial College London): Breaking the curse of dimensionality in dynamic programming: (not so) old and new
11:00 - 11:50 John Pearson (University of Edinburgh): PDE-Constrained Optimization in Scientific Processes: Models and Algorithms for Huge-Scale Systems
11:50 - 13:30 Lunch  
13:30 - 17:00 Free time/discussion (in 4 West 4.5 until 15:00)  

Friday, 23d November

Time Speaker Title
9:00 - 9:50 Dirk Nuyens (KU Leuven): Quasi-Monte Carlo points for high-dimensional integration and approximation
9:50 - 10:10 Coffee break  
10:10 - 11:00 Dmitry Savostyanov (University of Brighton): Parallel cross interpolation for accurate evaluation of high–dimensional integrals
11:00 - 11:50 Sebastian Krämer (RWTH Aachen): Approximate interpolation of high dimensional, scattered data in tree tensor formats

Workshop website

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