# All Events

### Opening Celebration

We invite you to join our opening celebration of the SFB 1294 at the Potsdamer Wissenschaftsetage (room Schwarzschild) at 3 pm on Tuesday the 04 of…

more ›### Adaptive convergence results for numerical efficient Bayesian methods

Jan van Waaj, University of Amsterdam, Netherlands 2.28.0.108

### Minimization-based sampling from the posterior distribution for inverse problems with Gaussian prior distributions

Dean S. Oliver, Uni Centre for Integrated Petroleum Research, Bergen, Norway 2.09.0.1410:15-11:45

Inverse problems for subsurface ow are typically characterized by large numbers of para- meters (e.g. coef cients of PDEs describing ow and transport)…

more ›### Phase transition in mean-field games: An application to synchronization of coupled oscillators

Prashant Mehta, University of Illinois at Urbana-Champaign, USA 2.09.014Begin: 14:00

This talk is concerned with phase transition and self-organization in mean-field games.

The motivation comes from the following sequence of events…

more ›### Improving Data Assimilation by Surfing the Waves

Juan Restrepo, Oregon State University, USA 2.28.2.12310:15-11:45

The use of models and data, via data assimilation, is one ofthe strategies pursued to improve climate and weather predictions and retrodictions. In…

more ›### Kick-off workshop

Please join us for the Kick-Off Workshop of SFB 1294, where members of our collaborative research center and invited guests will discuss the newest…

more ›### Stochastic Models of Gene Expression

Philippe Robert, INRIA, Paris 2.28.0.10810:15-11:45

Protein production is a key process of prokaryotic and eukaryotic cells consuming more that 80% of their resources. The cytoplasm of the cell being a…

more ›### Comparing deep neural networks against humans: Object recognition with weak signals

Felix Wichmann, Universität Tübingen, Germany 2.28.0.10810:15-11:45

The visual recognition of objects by humans in everyday life is typically rapid and effortless. Until very recently, animate visual systems were the…

more ›### On the use of the particle filter for geomechanical parameter estimation when monitoring subsidence due to hydrocarbon extraction

Femke Vossepoel, Delft University of Technology, Netherlands 2.28.0.10410:15-11:15

Fluid extraction from a subsurface hydrocarbon reservoir results in compaction of the reservoir, in particular cases leading to subsidence and induced…

more ›### A class of nonlinear filters induced by local couplings

Alessio Spantini, Massachusetts Institute of Technology (MIT), USA 2.28.0.10410:15-11:15

We introduce a class of structure-exploiting nonlinear filters for high-dimensional state-space models with intractable transition kernels. The idea…

more ›### Distributional Uncertainty in Uncertainty Quantification

Tim Sullivan, Zuse Institute Berlin and Freie Universität zu Berlin, Germany 2.28.0.10810:15-11:45

### Pharmacometrics: Analysing and understanding variability and uncertainty in clinical data

Charlotte Kloft, Freie Universität Berlin, Germany 2.28.0.10810:15-11:45

### Generative Deep Learning

Sebastian Stober, University of Potsdam 2.28.0.104

A short introduction into Deep Learning will be followed by an overview on Deep Generative Models. This will include energy based models (Boltzmann…

more ›### Multi-stability & Fixational Eye Movements: an energy potential modeling approach

Kevin Parisot, GIPSA-Lab Grenoble 2.14.4.15/1610:15 - 11:45

### Financial Market History: Reflections on the Past for Applied Mathematician today

Nicole El Karoui, Ecole Polytechnique, France 2.9.0.129:15 - 10:15

After World War II, the Bretton Woods Conference designed a new international

monetary order, establishing the supremacy of the dollar, while…

### Minimax optimality in Robust Detection of disorder times in Doubly Stochastic Poisson Process

Nicole El Karoui, Ecole Polytechnique, Franc 2.9.0.1210:45 - 11:45

We consider the minimax quickest detection problem of an unobservable time of proportional

change in the intensity of a doubly-stochastic Poisson…

### Data Assimilation: Past, Present and Future

Michael Ghil, Ecole Normale Supérieure, Paris, France 2.28.0.10810:15-11:45

We introduce basic ideas and methods of data assimilation in meteorology and oceanography, and illustrate their progress from numerical weather…

more ›### Machine Learning for Sensor Fusion in Positioning and Navigation

Arno Solin, Aalto University, Finland 2.28.0.10410:00 - 11:00

Low-cost and noisy sensor sources in modern smartphones introduce both interesting possibilities for new applications, and challenges for inference…

more ›### Data Assimilation in Autonomous Vehicles

Erin Linebarger, University of Utah, USA 2.28.0.10411:00 - 12:00

Guidance of autonomous vehicles (AVs) poses different challenges for data assimilation methods than geophysical applications, requiring novel…

more ›### Improving MCMC samplers with spectral theory and optimal transport

Nikolas Nüsken, Imerpial College London, UK 2.28.0.10410:15-11:45

Markov Chain Monte Carlo methods are popular tools in Bayesian statistics and molecular dynamics to draw samples from a given probability…

more ›### On stability of a class of Kalman - Bucy filters for systems with non - linear dynamics

Toni Karvonen, Aalto University, Finland 2.28.0.10410:15-11:15

This talk discusses stability of a class of Kalman-Bucy filters (including the classical extended Kalman-Bucy filter) for continuous-time systems with…

more ›### Composing stochastic quasi-Newton-Type algorithms

Thomas Schön, Uppsala University 2.28.0.10413:00 - 14:00

In this talk I will focus on one of our recent developments where we show how the Gaussian process (GP) can be used to solve stochastic optimization…

more ›### Spring School 2018

18.03.–22.03.

The SFB will organize annually a Spring School during which all members of the SFB learn about recent scientific advances from our guest speakers and…

more ›### Women-Networking-Lunch

Our first SFB Women-Networking-Lunch with Prof. Dr. Carola Schönlieb will take part during the SFB SpringSchool and provide a chance to talk about…

more ›### The Intrinsic Geometry of Scale - Free Networks

Tobias Friedrich, Hasso Plattner Institute 2.09.0.1310:15-11:15

The node degrees of large real-world networks often follow a power-law distribution. Such scale-free networks can be social networks, internet…

more ›### Zukunftstag 2018

Campus Golm, Haus 29

Im Rahmen des Zukunftstages sollen Schüler der 7. bis 10. Klasse eine Chance bekommen Einblicke in geschlechteruntypische Berufe zu erhalten. Dazu…

more ›### On periodic signals in stochastic Hodgkin-Huxley models

Reinhard Höpfner, Universität Mainz, Germany 2.28.0.10810:15 - 11:45

We consider a stochastic Hodgkin-Huxley model where dendritic input -modelled as an autonomous SDE which depends on a deterministic T-periodic signal…

more ›### Thermodynamic limit and phase transitions in non-cooperative games: some mean-field examples

Paolo dai Pra, University of Padua 2.09.0.1316:15 - 17:45

In stochastic dynamics inspired by Statistical Mechanics the interaction between different particles, or agents, is usually …

### Potsdamer Tag der Wissenschaften

Campus Golm, Haus 28- Foyer rechts und Seminarraum 0.10413:00 - 20:00

Der Potsdamer Tag der Wissenschaften 2018 findet dieses Jahr auf dem Campus Golm statt. Wir werden mit dem SFB natürlich auch vertreten sein! Besuchen…

more ›### A nonparametric estimation problem for linear SPDEs

Randolf Altmeyer/ Markus Reiß, HU Berlin WIAS, Erhard-Schmidt Hörsaal, Mohrenstraße 39, 10117 Berlin10:00 - 12:30

It is well-known that parameters in the drift part of a stochastic ordinary differential equation, observed continuously on a time interval [0, T ],…

### I, Scientist Conference

Bunsen Saal, Volmerstraße 2, 12489 Berlin-Adlershof

We are happy to support the 'I, Scienstist' Conference on gender, career paths and networking, which will take place on the 25th and 26th of May this…

more ›### Approximate Kernel Embeddings of Distributions

Dino Sejdinovic, University of Oxford, UK 2.28.0.10810:15 - 11:45

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting probability metric, are useful tools for fully nonparametric…

more ›### Measures for diffusion, ergodicity & ageing

Ralf Metzler, Universität Potsdam 2.09.0.1310:15 - 11:45

After a short introduction into the history of Brownian motion I will present

the stochastic motion in several physical systems, in particular with…

### Parameter estimation problems for parabolic SPDEs

Igor Cialenco, Illinois Institute of Technology Weierstrass-Institute for Applied Analysis and Stochastics, Erhard-Schmidt-Hörsaal, Mohrenstraße 39, 10117 Berlin10:00 -12:30

In the first part of the talk we will discuss the parameter estimation problem using Bayesian approach for the drift coefficient of some linear …

more ›### Lange Nacht der Wissenschaften

Während der Langen Nacht der Wissenschaften ist der SFB 1294 mit seinem Teilprojekt B06 am GFZ auf dem Telegrafenberg/in der Behlertstraße 3a…

more ›### Overview on stochastic models, McKean-Vlasov dynamics and their applications

Jean-Francois Jabir, National Research University Higher School of Economics, Moscow, Russia

This seminar aims to give a broad and straightforward presentation on fundamental aspects related to the theory and application of continuous-time…

more ›### Finite or infinite predictability horizon?

Tsz Yan Leung, University of Readings, UK 2.09.0.1310:15-11:00

It is well-accepted that the chaotic nature of atmospheric dynamics imposes an inherent finite limit of predictabil- ity. The idea originated from a…

more ›### Numerical Methods in Visual Computing: what we can learn from each other

Uri Ascher, University of British Columbia (UBC), Vancouver, Canada 2.28.0.10810:15 - 11:45

Visual computing is a wide area that includes computer graphics and image processing, where the “eyeball-norm” rules. I will discuss two case studies…

### Balancing robustness and accuracy in high resolution hydrological models

Sabine Attinger, Universität Potsdam 2.09.0.1310:15-11:45

Anthropogenic warming is anticipated to impact the hydrological cycle tremendously in the future. However, projections are accompanied by large…

more ›### A review of the Epidemic Type Aftershock Sequences (ETAS) model: 30 years of modeling seismicity

Maximilian Werner, University of Bristol, UK 2.28.0.10810:15 - 11:45

Earthquakes seldom come alone. They occur in temporal and spatial clusters, occasionally preceded by foreshocks, always followed by aftershocks, and…

more ›### Entropic and optimal transport

Christian Léonard, Université Paris Nanterre 2.09.2.2217:15

The Schrödinger problem is an entropy minimization problem on a set of path measures with prescribed initial and final marginals. It arises from a…

more ›### Localization for high dimensional data assimilation and MCMC

Xin Tong, National University of Singapore 2.09.0.1310:15 - 11:45

High dimensionality often appears in data assimilation and Bayesian sampling problems. It is prohibitive for most classical computational…

more ›### 1st Kalman-Lecture of the SFB

Andrew Stuart, Caltech (California Institute of Technology), USA 2.27.0.0110:15- 11:45

**The Legacy of Rudolph Kalman**

In 1960 Rudolph Kalman published what is arguably the first paper to develop a systematic, principled approach to the…

more ›### Integrated approaches to investigate reactive transport processes in soil and groundwater

Irina Engelhardt, Technische Universität Berlin 2.09.0.1210:15 - 11:45

The presentation gives an overview about experimental and numerical approaches to analyze reactive transport processes in soils and groundwater.…

more ›### Postponed due to illness- Kabinettwatch: Wer wird was im Bundeskabinett?

Markus Seyfried, Universität Potsdam, Germany 2.9.0.1410:15 - 11:45

This talk is postponed due to illness. The new date will be announced under events.

Dieser Vortrag wird krankheitsbedingt leider nicht statt finden.…

more ›### Talk moved to Friday, 09.11. 10:15 am - Image-based modelling of problems in cell motility

Till Bretschneider, The University of Warwick, UK 2.28.2.12310:15 -11:45

*This talk has been moved to Friday, the 09.11. at 10:15 in lecture hall 0.108, building 28, Campus Golm.*

Mathematical modelling has been key to…

more ›### Image-based modelling of problems in cell motility

Till Bretschneider, The University of Warwick, UK 2.28.0.10810:15 -11:45

Mathematical modelling has been key to understanding the mechanics of cell shapes and the theoretical principles behind the complex spatio-temporal…

more ›### Postponed - Equal-weight particle filters for high-dimensional geoscience applications

Peter Jan van Leeuwen, University of Readings, UK 2.28.0.10810:15 - 11:45

*This talk has been postponed- we will inform you about the new date in the Events section.*

Particle filters hold the promise of fully nonlinear data…

more ›### Hamiltonian Monte Carlo methods on Hilbert spaces

Jakiw Pidstrigach, University of Bonn 2.9.0.1410:15 - 11:00

When sampling measures on Hilbert spaces one option is to first discretize the space and then apply standard Markov Chain Monte Carlo methods. This…

more ›### A Causal approach to spring-to-summer climate variability in the Southern Hemisphere

Elena Saggioro, University of Reading, UK 2.9.0.1411:00 - 11:45

The coupling between stratospheric and tropospheric dynamics is currently a topic of major interest [1,2]. In the context of the Southern…

more ›### Dances with Drones: Using Google’s TFLite for Autonomous Control of Aerial Drones by Gesture Recognition

Erin Linebarger, University of Utah (US) and SFB 1294, University of Potsdam 2.9.0.1410:15 - 11:45

Scientific app development for implementing robotics controllers and machine learning algorithms has become much easier with the introduction of tools…

more ›### Hawkes Processes with Sigmoid Gaussian Excitations

César Ojeda, Fraunhofer Institute for Intelligent Analysis and Information Systems IAIS 2.9.0.1411:00 - 11:45

We propose a Hawkes point process model for point processes where the excitations are modulated via a Gaussian process prior with a sigmoid link…

more ›### Neural Particle Filter and Beyond

Simone Surace, University of Zürich, ETH Zürich and University of Bern, Switzerland 2.9.0.1410:15 - 11:00

Perception can be seen as unconscious inference in a dynamically changing environment and formalized as nonlinear Bayesian filtering. A heuristic…

more ›### FEAT: Fixation control by Evidence Accumulation to Threshold

Casimir Ludwig, University of Bristol 2.14.4.06/0716:15

Models of eye movement control differ in the extent to which fixation duration is controlled directly by…

more ›### Piecewise-deterministic Markov chain Monte Carlo

Arnaud Doucet, Oxford University 2.28.0.10810:15 - 11:45

A novel class of continuous-time non-reversible Markov chain Monte Carlo (MCMC) based on piecewise-deterministic processes has recently emerged. In…

more ›### Validity of linear response theory in high-dimensional deterministic dynamical systems

Caroline Wormell, University of Sydney and SFB visiting PhD research fellow 2.09.0.1310:15-11:45

Many physical problems, most importantly the quantification of climate change, involve estimating the response of a deterministic chaotic dynamical…

more ›### Specification of the Near-Earth Space Environment using Data Assimilation Techniques

Ludger Scherliess, Utah State University 2.28.0.10810:15 - 11:45

Over the past decades physics-based data assimilation models have been used in many areas of science and engineering and have found extensive use in…

more ›### Coder Dojo

2.29.Foyer11:00-15:00

Our next Coder Dojo will take place on Saturday the 12th of January 2019 from 11am to 3pm.

Come and join us to learn more about the robots Dash and…

more ›### Deterministic Sequential Monte Carlo for non-Gaussian elliptic problems

Sangeetika Ruchi, Centrum Wiskunde & Informatica, Amsterdam, The Netherlands 2.09.0.1315:15 - 16:45

Sequential Monte Carlo methods (SMC) are typically stochastic. Ensemble Transform Particle filter (ETPF) is a deterministic SMC method. It, however,…

more ›### Uniform estimates for particle filters

Pierre del Moral, INRIA, Bordeaux Research Center, University of Bordeaux, France 2.09.0.1410:15-11:45

This talk is concerned with the long time behavior of particle filters and Ensemble Kalman filters. These filters can be interpreted as mean field…

more ›### Nash Equilibria for Stochastic Games with Singular Control.

Jodi Dianetti, Universität Bielefeld 2.9.2.2210:15-11:45

A singular stochastic control problem typically describes the situation in which

an agent has to choose optimally an irreversible strategy in order to…

### Short course on Lévy Processes - Part 1

Ester Mariucci, Universität Potsdam room 2.14.0.47 from 14:15 - 15:45 and room 2.28.0.108 from 16:15 - 17:4514:15 - 17:45

Part 1: **Why do we add jumps to the Brownian motion?**

In the first part of the mini course we will focus on jump processes with independent and…

more ›### Pharmacometrics: Analysing and understanding variability and uncertainty in clinical data

Charlotte Kloft , Freie Universität Berlin 2.28.0.10810:15 - 11:45

For new medicines to be approved for therapeutic use, three internationally accepted criteria have to be met: efficacy, safety, quality. Yet, in drug…

more ›### Short course on Lévy Processes - Part 2

Ester Mariucci, Universtiät Potsdam room 2.14.0.47 from 14:15 - 15:45 and room 2.28.0.108 from 16:15 - 17:4514:15 - 16:45

Part 2: **Statistics for jump processes**

In the second part of the mini course, we will discuss how to estimate the Lévy measure from discrete…

more ›### Spring School 2019

18.03.–22.03.

The second annual SFB Spring School will take place from the 18th (arrival on the 17th) to the 22nd of March 2019 at the Ostseehotel Dierhagen.

All…

more ›### Women-Networking- Lunch

Our second SFB Women-Networking-Lunch with Prof. Dr. Adele Diederich will take part during the SFB SpringSchool and provide a chance to talk about…

more ›### Zukunftstag 2019

9:00 - 13:00

Im Rahmen des Zukunftstages sollen Schüler der 7. bis 10. Klasse eine Chance bekommen Einblicke in geschlechteruntypische Berufe zu erhalten. Dazu…

more ›### Asymptotic equivalence for diffusion processes and the corresponding Euler scheme

Ester Mariucci, Universität Potsdam, SFB 1294, Germany 2.9.0.1410:15 - 11:15

When looking for asymptotic results for some statistical model, global asymptotic equivalence, in the Le Cam sense, often proves to be a useful…

more ›### Joint Workshop of TRR 181, SFB 1114 and SFB 1294

3.06.H302.04.-04.04.2019

This three-day workshop will review our state of knowledge on energy budgets and energy transfers in the climate system and how they are …

### Joined Colloquium of SFB 1114 and SFB 1294 with Felix Otto - Effective behavior of random media

Felix Otto, Max-Planck-Institut für Mathematik in den Naturwissenschaften, Leipzig, Germany Campus Griebnitzsee, Building 6, lecture hall H0310:15 -11:15

Felix Otto will speak as invited guest during this joint colloquium of SFB 1114 and SFB 1294 on the

Effective Behavior of random media

Abstract: In…

more ›### Assimilating data with outer probability measures

Jeremie Houssineau, University of Warwick, UK 2.9.2.2213:00 - 14:00

Although using probability distributions to model uncertainty is by far the most widely accepted approach, it does not come without inconveniences. A…

more ›### All-at-once versus reduced formulations of inverse problems and their regularization

Barbara Kaltenbacher, Alpen-Adria Universität Klagenfurt 2.28.0.10810:15 - 11:15

Parameter identification problems typically consist of a model equation, e.g. (systems of) ordinary or partial differential equations, and the…

more ›### Kabinettwatch: Wer wird was im Bundeskabinett?

Julia Fleischer, Universität Potsdam 2.09.0.1210:15 - 11:15

Talk by Julia Fleischer and Markus Seyfried

Das Projekt Kabinettwatch beschäftigt sich mit der Vorhersage der Zusammensetzung des Bundeskabinetts…

more ›### An extension of Dobrushin's uniqueness criterion and applications to Gibbs point processes

Tanja Pasurek, Universität Bielefeld, Germany 2.09.0.1312:00

We extend the classical Dobrushin's uniqueness criterion to Markov random fields on general graphs and with single-spin spaces that need not be…

more ›### Downscaling Data Assimilation Algorithm for Dissipative Evolution Models Employing Coarse Mesh Observables

Edriss Titi, Texas A&M University, USA 2.09.0.1210:15 - 11:15

One of the main characteristics of infinite-dimensional dissipative evolution equations, such as the Navier-Stokes equations and reaction-diffusion…

more ›### Co-organized Training School on Data Assimilation: Theory, Algorithms, and Applications

Université de Montréal08.-10.05.2019

The training school is part of the 50th anniversary program initiated by the CRM (Centre de recherches mathématiques) and will take place at the…

more ›### Potsdamer Tag der Wissenschaften 2019

Campus Fachhochschule Potsdam

Der Potsdamer Tag der Wissenschaften 2019 findet dieses Jahr auf dem Campus der Fachhochschule Potsdam statt. Wir werden mit dem SFB natürlich auch…

more ›### Co-organized workshop - Data Assimilation: Methodology and Application

University of Montreal15.05-17.05.2019

The workshop is part of the 50th anniversary program initiated by the CRM (Centre de recherches mathématiques) and will take place at the University…

more ›### Non–linear functionals preserving normal distribution and their asymptotic normality

Linda Khachatryan, Institute of Mathematics of the National Academy of Science of RA, Yerevan, Armenia 2.09.0.1312:00

We introduce sufficiently wide classes of non-linear functionals preserving normal (Gaussian) distribution and establish various conditions under…

more ›### Ecological Validity of the N170 – a mobile EEG study

Peter König, Universität Osnabrück 2.28.0.10810:15 - 11:15

Are event related potentials, well investigated under laboratory

conditions, a signature of cortical processing during natural behavior?

We…

### Probabilistic Linear Solvers

Jon Cockayne, University of Warwick, UK 2.14.0.2110:15 - 11:15

A fundamental task in numerical computation is the solution of large linear systems, and iterative methods are among the most widely used solvers for…

more ›### Neuronal networks and functional connectivity

Patricia Reynaud-Bouret , CNRS/University of Nice, France 2.28.0.10810:15 - 11:15

After giving a short introduction to biological neuronal networks and their

main properties, I will explain why neurobiologists are interested by

…

### 'Speed- Dating' am Bauzaun

Treffen Sie einige unserer Wissenschaftler an der Zaun-Ausstellung und fragen Sie sie was Sie schon immer zu dem Thema interessiert hat!

Von 15:30-…

more ›### Kalman-Wasserstein Gradient Flows

Franca Hoffmann, California Institute of Technology, USA 2.09.0.12/1310:15 - 11:15

We study a class of interacting particle systems that may be used for optimization. By considering the mean-field limit one obtains a nonlinear…

more ›### Fully Hyperbolic Convolutional Neural Networks

Eldad Haber, The University of British Colombia, Canada 2.28.0.10810:15-11:15

Convolutional Neural Networks (CNN) have recently seen tremendous success in various computer vision tasks. However, their application to problems…

more ›### Applied Data Assimilation: diabetes phenotyping/forecasting + hybrid machine learning approaches

Matthew Levine, California Institute of Technology, USA 2.09.0.1210:15 - 11:15

Methods from data assimilation, inverse problems, and machine learning have shown exciting potential for transforming biomedicine.

First, I will show…

more ›### Efficient implementation of an iterative ensemble smoother for big-data assimilation and reservoir history matching

Geir Evensen, NORCE Norwegian Research Centre, Norway 2.28.0.10810:15 - 11:15

Raanes et al. (2019) revised the iterative ensemble smoother of Chen and Oliver (2013), denoted Ensemble Randomized Maximum Likelihood (EnRML), using…

more ›### What is the Lagrangian for Nonlinear Filtering?

Prashant Mehta, University of Illinois, USA 2.28.0.10210:15 - 11:15

There is a certain magic involved in recasting the equations in Physics, and the algorithms in Engineering, in variational terms. The most classical…

more ›### Stellar Astrophysics: the power of simultaneous high resolution stellar spectroscopy, polarimetry and velocimetry. - Rotation, activity and stellar magnetic fields in the A0 standard star Vega

Torsten Böhm, Université de Toulouse 2.9.0.1211:00 - 12:00

Neo-Narval at TBL/Pic du Midi (France) will be the first instrument working simultaneously in high resolution spectroscopy, polarimetry and…

more ›### Ensemble Data Assimilation for Coupled Models of the Earth System

Lar Nerger, Alfred-Wegener-Institute, Helmholtz Centre for Polar and Marine Science, Bremerhaven, Germany 2.9.0.1210:15- 11:15

Coupled models simulate different compartments of the Earth system as well as their interactions. For example coupled ocean-biogoechemical models…

more ›### I, Scientist Conference

Strasse des 17. Juni 135

We are very happy to support the 'I, Scienstist' Conference on gender, career paths and networking for the second time running. The conference s…

more ›### SFB 1294 Annual Meeting 2019

3.06.H01 and S139:00 - 6:00

The annual meeting of SFB1294 will take place on the 23rd of September at the Campus Griebnitzsee.

Please find more information here.

more ›### Jamboree 2019 (internal - IRTG and associated members)

This year Jamboree for all members of the IRTG as well as associated members will take place from the 25th to the 27th of Sepember.

Please see the…

more ›### 2nd Kalman Lecture

Karen E. Willcox, Institute for Computational Engineering and Sciences, The University of Texas, USA 2.25.F1.0110:15 - 11:15

**Predictive data science for physical systems: From model reduction to scientific machine learning**

Achieving predictive data science for physical…

more ›### Women-Networking-Meeting

Karen E. Willcox, Oden Institute for Computational Engineering and Sciences 2.29.2.572-4 pm

We are very happy to have Prof. Dr. Karen Willcox from Institute for Computational Engineering and Sciences and the University of Texas (USA) as guest…

more ›### Data assimilation for the stochastic one-layer rotating shallow water system driven by transport noise

Oana Lang, Imperial College London, UK 2.14.0.0910:15 -11:15

In this talk we will present a data assimilation problem based on a new stochastic rotating shallow

water (SRSW) signal and an adaptive tempering…

### Numerical integrators for the Hamiltonian Monte Carlo sampler

Jesus Sanz-Serna, Universidad Carlos III de Madrid, Spain 2.28.0.10810:15 - 11:15

The Hamiltonian Monte Carlo (HMC) method is a widely used Markov Chain Monte Carlo algorithm that offers the possibility of combining high acceptance…

more ›### Regret analysis of the Piyavskii-Shubert algorithm

Sébastien Gerchinovitz, IRT Saint-Exupéry, Toulouse, France 2.12.0.01 (large Lecture hall)10:15 - 11:15

We consider the problem of maximizing a non-concave Lipschitz function f over a bounded domain in dimension d. In this talk we provide regret…

more ›### Distances for discretely observed jump processes and applications in nonparametric statistics

Ester Mariucci, Universität Potsdam 2.28.0.10810:15 - 11:15

The concept of distance is ancient and ubiquitous. Being able to quantify the distance between objects has important applications everywhere in…

more ›### Christmas CoderDojo

Our next CoderDojo will take place on Saturday the 30.11. from 11 am to 3 pm and there will be a whole bunch of new exciting stations available.

Come…

more ›### Using data assimilation, systems physiology, and healthcare data to forecast physiology in an intensive care unit: why it is important, what is possible, what is hard, and the state of the art

David Albers, University of Colorado, USA 2.9.2.2215:00 - 16:00

### Bayesian Inference Made Easy via Auxiliary Augmentations

Theo Galy-Fajou, Technische Universität Berlin 2.14.0.26/2712:30 - 14:00

Bayesian Inference is almost always a very challenging mathematical and computational problem. In the context of Gaussian Process, only a Gaussian…

more ›### Low dimensional approximation of weak constraint variational data assimilation

Melina Freitag, Universität Potsdam 2.28.0.10810:15 - 11:15

Weak constraint four-dimensional variational data assimilation is an important method for incorporating data (typically observations) into a model.…

more ›### Advancements in Hybrid Iterative Methods for Inverse Problems

Julianne Chung, Virginia Tech 2.29.0.25/0.2610:00 - 11:00

n many physical systems, measurements can only be obtained on the exterior of an object (e.g., the human body or the earth's crust), and the goal is…

more ›### Challenges in Dynamical Systems Inference: New Approaches for Parameter and Uncertainty Estimation

Matthias Chung, Virginia Tech 2.29.0.25/0.2611:00 - 12:00

Mathematical modeling has been a key tool in various scientific fields (such as biology, medicine, and engineering) in understanding systems dynamics.…

more ›### Combining the academic career with a normal (family-) life

2.29.0.25/0.2612:00 - 14:00

We are very happy to have Julianne Chung and Matthias Chung from Virginia Tech (Virginia Polytechnic Institute and State University, USA) as guest for…

more ›### Women-Network-Meeting

2.29.2.5715:00 - 16:30

We are very please to have our next SFB Women-Networking-Meeting with Prof. Dr. Katharina Morik, which will take place on the 23.01. at 3 pm. Come…

more ›### Machine Learning for Enhanced Mobility

Katharina Morik, TU Dortmund, Germany 2.28.0.10810:15 - 11:15

Mobility is an important topic, because on the one hand, the global world requires mobility of people and goods, but on the other hand, we suffer from…

more ›### Data-driven reconstruction of chaotic dynamics using data assimilation and machine learning

Marc Bocquet, École des Ponts ParisTech, France 2.26.0.7610:15 - 11:15

Recent progress in machine learning has shown how to forecast and, to some extent, learn the dynamics of a model from observations, resorting in…

more ›### Implicit equation-free methods applied on noisy slow-fast systems

Anna Dittus, Universität Rostock TU Berlin Mathematikgebäude Raum MA74814:15 - 15:15

Slow-fast systems consist of slow macroscopic and fast microscopic dynamics. By using equation-free methods, one can do a complete bifurcation…

more ›### Posterior Inference for Sparse Hierarchical Non-stationary Models

Lassi Roininen, University of Oulu, Finland 2.9.0.1310:00 - 11:00

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this…

more ›### Statistics for chaotic dynamics and random patterns

Heikki Haario, LUT University (Technische Universität Lappeenranta), Finland 2.9.0.1311:00 - 12:00

We discuss methods for creating Gaussian likelihoods for data that does not directly follow any known statistics. Obvious summary statistics are…

more ›### Contaminant dispersal, numerical simulation, and stochastic PDEs

Tony Shardlow, University of Bath, UK 2.9.0.1213:00 - 14:00

Atmospheric dispersal of contaminants such as ash can be modelled by stochastic differential equations coupled to a large-scale weather model. We…

more ›### Multilevel ensemble Kalman filtering algorithms

Hakon Hoel, RWTH Aachen 2.9.0.1310:15 - 11:15

The ensemble Kalman filter (EnKF) is a Monte-Carlo-based sequential filtering

method that is often both robust and efficient, but its performance may…

### Relaxation techniques for PDE-constrained optimization in inverse problems

Tristan van Leeuwen, Universiteit Utrecht, The Netherlands 2.9.0.1310:15 - 11:15

PDE-constrained optimization problems arise in many applications, including inverse problems and optimal control. As optimization over both the…

more ›### -Cancelled- Convergence rates for optimised adaptive importance samplers

Ömer Deniz Akyıldız, Universtiy of Warwick 2.09.0.1310:15 - 11:15

-Cancelled-

Adaptive importance samplers are adaptive Monte Carlo algorithms to estimate expectations with respect to some target distribution which…

more ›### Spring School 2020

16.03.–20.03.

-Unfortunatly our Spring School has to be cancelled due to the current situation concering the Corona Virus-

Participants will be informed in detail…

more ›### Reproducibility Workshop

online workshop9:00 - 15:00

Reproducibility is one of the fundamentals of scientific results, yet we sometimes don't follow agreed-upon best practices. In the early 2010s, this…

more ›### -cancelled- Variational Monte Carlo Methods for Classical Solution of Hamilton Jacobi Bellmann Equations

Reinhold Schneider, TU Berlin, Germany 2.28.0.10810:15 - 11:15

*- Unfortunatly this colloquium will be cancelled due to the current situation concering the Corona Virus -*

Suppose the PDE is cast in a variational…

more ›### Optimal sensor placement for the quantification of model uncertainty: A functional analysis perspective

Karen Veroy-Grepl, Eindhoven University of Technology online - details below10:15 - 11:15

We consider optimal sensor placement for inverse problems constrained by partial differential equations in which the model contains uncertainties,…

more ›### Statistical properties of deterministic dynamical systems and their applications in weather and climate forecasting

Georg Gottwald, University of Sydney online - details below10:15 - 11:15

The talk is concerned with recent results on statistical properties of deterministic dynamical systems. We will discuss the problem of finding…

more ›### Digital first, concerns second: Our power to change everyday life and the question of responsibility in algorithm development

Ulrike Lucke & Ina Müller , Universität Potsdam online - details below10:15 -11:45

Developers of IT systems have enormous power. - And therefore also a great responsibility. This applies especially to the ideas and concepts about the…

more ›### Some thoughts and questions towards a statistical understanding of DNNs

Ingo Steinwart, Universität Stuttgart online10:00 - 12:00

So far, our statistical understanding of the learning mechanisms of deep neural networks. (DNNs) is rather limited. Part of the reasons for this lack…

more ›### Regulation of Intracellular Signaling via Cellular Morphology

Meghan Driscoll , University of Texas Southwestern Medical Center, US online5:00 - 6:00 pm

Signaling is governed not only by the expression levels of molecules, but by their localization via mechanisms as diverse as compartmentalization in…

more ›### 3. Kalman Lecture with Sara van de Geer

Sara van de Geer, ETH Zürich, Switzerland 10:15 - 11:15

**The Lasso revisited: entropy bounds and dual certificates**

The Lasso is least squares estimation with an ℓ_{1}-penalty on the coeffcients. In this talk…

### GAMM Workshop Applied and Numerical Linear Algebra 2020

The 20th Workshop of the GAMM Activity Group on Applied and Numerical Linear Algebra will take place at the University of Potsdam from 24th-25th…

more ›### Joint Colloquium of SFB 1287 and SFB 1294

10:15 - 11:15

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more ›### Masoumeh Dashti

Masoumeh Dashti, University of Sussex online10:15 - 11:15

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more ›### SFB Colloquium

10:15 - 11:15

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more ›### Kayo Ide

Kayo Ide, University of Maryland online15:00 - 16:00

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more ›