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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