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Reading Group Uncertainty Quantification

Sommersemester 2018

Date Time Room Moderator Topic
24.07.18 16:15 02.10.011 Sabrina Balzer (M2) Posterior Consistency for Gaussian Process Approximations of Bayesian Posterior Distributions
10.07.18 16:15 02.10.011 Mario Parente (M2) Importance Sampling and Necessary Sample Size: An Information Theory Approach
26.06.18 16:15 02.10.011 Daniel Schaden (M2) MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster
12.06.18 16:15 02.10.011 Ludger Pähler (TUM) PDE-Net: Learning PDEs from Data
29.05.18 16:15 02.10.011 Elisabeth Ullmann (M2) Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes
15.05.18 16:15 02.10.011 Jonas Latz (M2) Deep Learning: An Introduction for Applied Mathematicians
24.04.18 16:15 02.10.011 Steven Mattis (M2) Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems

Wintersemester 2017/18

Date Time Room Moderator Topic
30.01.18 16:15 02.10.011 Elisabeth Ullmann (M2) Machine learning of differential equations using Gaussian processes (Paper 1) (Paper 2)
16.01.18 16:15 02.10.011 Jonas Latz (M2) Statistical analysis of differential equations: introducing probability measures on numerical solutions
05.12.17 16:15 02.10.011 Steven Mattis (M2) A Short Course on Duality, Adjoint Operators, Green’s Functions, and A Posteriori Error Analysis (§3-4)
21.11.17 16:15 02.10.011 Steven Mattis (M2) A Short Course on Duality, Adjoint Operators, Green’s Functions, and A Posteriori Error Analysis (§1-2)
07.11.17 16:15 02.10.011 Laura Scarabosio (M2) Finite element methods for semilinear elliptic stochastic partial differential equations
24.10.17 16:15 02.10.011 Piotr Swierczynski (M2) An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

Sommersemester 2017

Date Time Room Moderator Topic Slides
12.04.17 14:00 02.08.011 Laura Scarabosio (M2) A Fresh Look at the Kalman Filter  
02.05.17 16:15 03.06.011 Mario Parente (M2) Ensemble Kalman methods for inverse problems pdf, proofs
16.05.17 16:15 03.06.011 Ionut Farcas (CS) An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method  
06.06.17 16:15 03.06.011 Jonas Latz (M2) Analysis of the ensemble Kalman filter for inverse problems  
27.06.17 16:15 03.06.011 Elisabeth Ullmann (M2) On the Brittleness of Bayesian Inference  
11.07.17 16:15 03.06.011 Mario Parente (M2) Active Subspaces: Emerging Ideas for Dimension Reduction in Parameter Studies (§1-3) pdf
25.07.17 16:15 03.06.011 Steven Mattis (M2) Active Subspaces: Emerging Ideas for Dimension Reduction in Parameter Studies (§4-6)  
23.08.17 10:00 03.06.011 Daniel Schaden (M2) Optimal Model Management for Multifidelity Monte Carlo Estimation  

Wintersemester 2016/17

Date Time Room Moderator Topic Slides Further Material
17.11.16 10:00 03.11.018 Jonas Latz (M2) Stuart - Uncertainty Quantification in Bayesian Inversion Bayesian Statistics
08.12.16 10:15 03.11.018 Elisabeth Ullmann (M2) Stuart(2010) - Inverse Problems: A Bayesian Perspective (§6)  
15.12.16 10:15 03.11.018 Elisabeth Ullmann (M2) Stuart(2010) - Inverse Problems: A Bayesian Perspective (§6) Random fields
19.01.17 10:15 03.11.018 Tinsley Oden (ICES) OPAL: the Occam Plausibility Algorithm for Bayesian Model Selection and Validation  
02.02.17 10:15 03.11.018 Steven Mattis (M2) Stuart(2010) - Inverse Problems: A Bayesian Perspective (§1-3) Bayesian Inverse
22.02.17 14:15 - Jonas Latz (M2) Stuart(2010) - Inverse Problems: A Bayesian Perspective (§4-5) Well-posed problems, Algorithms GitHub Implementations

-- ElisabethUllmann - 21 Jan 2018