Programme

Workshops

• Sensitivity Analysis for Computer Models (Thursday, September 15)
  
  Room: School of Mathematics & Statistics, Hicks Building (Room TBA)
• Uncertainty Quantification Workshop (Thursday, September 15)
  
  Room: PLB-DS05, Pam Liversidge Building

Full Schedule

Day 1 September 12 (Monday)

Summer school


8:00-9:00 Arrivals

9:00-10:30 Introduction to GPs [slides]

10:30-11:00 Coffee Break

11:00-12:30 Introduction to Uncertainty Quantification and Gaussian Processes [slides]

12:30-13:45 Lunch

13:45-15:30 Lab Session 1

15:30-16:00 Tea Break

16:00-17:00 Kernel Design [slides]


Day 2 September 13 (Tuesday)

Summer school


8:00-9:00 Arrivals

9:00-10:30 Gaussian Processes for Regression, Global Optimization and Set Estimation [slides]

10:30-11:00 Coffee Break

11:00-12:30 Fitting Covariance and Multi Output Gaussian Processes [slides]

12:30-13:45 Lunch

13:45-15:30 Lab Session 2

15:30-16:00 Tea Break

16:00-17:00 Probabilistic Numerical Computation: A New Concept?


Day 3 September 14 (Wednesday)

Summer school


8:00-9:00 Arrivals

9:00-9:45 Global Optimization with Gaussian Processes [slides]

9:45-10:30 Introduction to ABC (Approximate Bayesian Computation) [slides]

10:30-10:45 Coffee Break

10:45-11:45 Bayesian Optimization for Likelihood Free-Inference [slides]

11:45-12:45 Probabilistic Numerics for Differential Equations

12:45-13:45 Lunch

13:45-14:45 History Matching [slides]

14:45-17:00 Lab Session 3 - Bayesian optimization with GPyOpt

14:45-17:00 Lab Session 3 - History matching in R

15:30-16:00 Tea Break


Day 4 September 15 (Thursday)

Uncertainty Quantification and ENBIS workshops


8:00-9:00 Arrivals

9:00-17:00 Split Workshops