Hauptseminar: Uncertainty Quantification with Efficient Monte Carlo Methods

Organisation

Jonas Latz gives a crash course on Markov Chains on 18 May 2017 at 14:00. This course is not compulsory for seminar participants that have a sound basic knowledge of MCMC and/or Markov Chains.
Slides First Meeting
We meet on 04 May 2017 at 14:00 - 15:30 in room MI 02.12.020 to discuss the topics and dates for the seminar talks.

Name	Topic	Supervisor	Date	Time	Room
Annabel Huber	Random Number Generators	Ullmann	08 June 2017	14:15	MI 02.12.020
Christoph Strößner	Coarse Grid Variates	Ullmann/Parente	29 June 2017	15:45	MW 1134
Fabian Wagner	Subset Simulation	Ullmann	27 July 2017	15:45	MI 02.06.011
Konstantin Riedl	Selective Refinement	Ullmann	27 July 2017	14:15	MI 02.06.011
Konstantinos Zacharis	Bayesian Inverse Problems	Latz	Cancelled
Marvin Eisenberger	Markov Chain Monte Carlo	Latz	13 July 2017	14:15	MI 02.06.011
Philippe Fank	Variance Reduction	Ullmann	14 June 2017	14:15	MI 02.04.011
Sabrina Balzer	Multilevel Monte Carlo	Ullmann/Parente	29 June 2017	14:15	MW 1134
Sarah Kreuzer	Simple Monte Carlo	Ullmann	01 June 2017	14:00	MI 02.12.020
Yuchang Zhang	Reduced Basis Monte Carlo	Scarabosio	24 July 2017	13:00	MI 03.10.011

Each participant prepares a 60 min presentation (projector or blackboard, we recommend projector) followed by 30 min discussion and feedback
One consultation meeting with your supervisor at least 2 weeks before the presentation is required (more meetings possible upon request; recommended for Master's students)
Attendance of every session and active participation in the discussion is expected
Before the presentation: each participant submits executable computer code (in a suitable language, e.g. MATLAB) and a 2-4 page handout summarising the basic ideas and experiments performed

Here you find tips for the preparation and delivery of your presentation.

For questions and comments please email ElisabethUllmann.

-- ElisabethUllmann - 04 May 2017