Annual Report 2008.pdf - SAMSI

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estimation leading into prediction financial time series models, together with numerical approaches to the coupled portfolio decision problems. 2.4.4 Theory Although many theoretical results have already been established for specific classes of SMC methods, these results are often unsatisfactory -- relying on practically unrealistic assumptions -- for the kinds of complex stochastic models that are being more and more used in emerging applications. There is a need to begin to make the link more forcefully between theoretical developments and more relevant practical models. 2.4.5 Population Monte Carlo MCMC can easily get stuck for high dimensional multimodal distributions. This has led, in part, to the development of adaptive and population Monte Carlo algorithms, which can provide promising alternatives for these problems. Some of these methods are inherently SMC methods, and there is interest in developing new adaptive methods to sample from high dimensional distributions. 2.5 Description of Activities 2.5.1 Workshops: The Opening Workshop will be held during September 7-10, 2008 at <strong>SAMSI</strong>. This workshop will aim to engage as large a part of the mathematics, scientific and engineering communities as possible, with representative sessions from all of the main program topics. Mid-program workshops will summarize progress and bring in leading experts in particular areas to assess the progress. One that is essentially definite (because of likely supplementary support from the Army Research Office) is the Workshop on Multi-Sensor Multi-Target Tracking and Data Fusion, scheduled to occur in April, 2009. The program anticipates being highly active in the Summer of 2009 so that the Transition Workshop will likely not occur until October of 2009; this workshop will disseminate program results and chart a path for future research in the area. 2.5.2 Working Groups: Working groups will meet throughout the program to pursue particular research topics identified in the kickoff workshop (or subsequently chosen by the working group participants). The working groups consist of <strong>SAMSI</strong> visitors, postdoctoral fellows, graduate students, and local faculty and scientists. 2.6 Participants: We are still in the process of determining participants in the program; the following are the currently definite long-term participants, with more to be added. Confirmed Long-term Visiting Research Fellows: M.J. Bayarri (Valencia), Jaya Bishwal (UNC Charlotte), Mary Ellen Bock (Purdue), Luke Bornn (UBC), Carlos Carvalho (Chicago), Daniel Clark (Heriot-Watt, UK), Mark Coates (Montreal), Ana Corberan (Valencia), Arnaud Doucet (UBC), Paul Fearnhead (Lancaster, UK), Ernest Fokoue (Kettering), Nathan Green (DSTL, UK), Fei Liu (Missouri), Hedibert Lopes (Chicago), James Lynch (South Carolina), Olasunkanmi Obanubi (Imperial College, UK), Omiros Papaspiliopoulos (Warwick), Edsel Pena (South
Carolina), Gareth Peters (New South Wales, Australia), Raquel Prado (UCSC), Sylvain Rubenthaler (Nice, France), Andrew Thomas (Dundee, UK), Jochen Voss (Warwick, UK), Ryo Yoshida (ISM, Japan). Postdoctoral Fellows: Julien Cornebise, Sourish Das, Xiaoyan Lin, Christian Macaro, Ionna Manoloulo, Elizabeth Shamseldin, Nick Whitely. Confirmed Local Participants: Pablo Guerron (NCSU, econ), Mark Huber (Duke, math), Chunlin Ji (Duke, stat), Chiranjit Mukherjee (Duke, stat), Juan Rubio-Ramirez (Duke, econ), Sarah Schott (Duke, math), Minghui Shi (Duke, stat), Hao Wang (Duke, stat), Mike West (Duke, stat).
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NSF Annual Report 2007-2008 Submitt
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Education and Outreach • 2-Day Wo
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C. Directorate’s Summary of Chall
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National Leadership and Involvement
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D. Synopsis of Developments in Rese
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the efficient treatment of complex
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c) RANDOM MEDIA Much of the work of
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2. Human Resource Development SAMSI
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[it] from time to time.” (M. Rose
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Undergraduate Workshops 2007-08 Sum
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3. Education The impact of SAMSI co
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The working group Climate and Weath
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oundary method as a means to impose
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assumed full responsibility for the
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I. Annual Progress Report The previ
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Kazi Ito NCSU Mathematics Ralph Smi
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2007-08 Sensor Networks Transition
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Environmental Sensor Networks Progr
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Yang Yu Zhang Zhong Zhu Jun Bin Yi
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Mattingly McKinley Minion Mitran Ng
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Cheng Choi Clark Cooley Das Das Del
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Ren Resnick Rios Cuirong Sidney Jes
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Rosenblum Rotnitzky Scharfstein Sun
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B. Postdoctoral Fellows This sectio
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Administrative Mentor: Michael Mini
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We consider modeling multiple risk
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1. Statistics Department Seminar, C
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Presentations: Change of Spatiotemp
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Presentations: “Some Thoughts on
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Theory for multiple change-point se
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2. Discovering Game Theoretic Conce
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“Work on numerical large deviatio
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contributing team member, as often
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accuracy of the solutions. Some pre
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Continuing Collaborations: Helen Zh
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7 th World Congress in Probability
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N/A 9. Other Research while at SAMS
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Risk analysis (multivariate extreme
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Jesus Rios Plans for 2008-10 I will
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Communication: --a consistent, time
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C. Graduate Student Participation 1
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Elijah Gaioni (University of Connec
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Xiaoyan’s thesis work is on devel
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Jason Wilson (Duke) is involved in
Page 89 and 90: Ilka A. Reis (National Institute fo
Page 91 and 92: 4. Challenges in Dynamic Treatment
Page 93 and 94: 4.5 Program Activities The program
Page 95 and 96: which held morning and afternoon se
Page 97 and 98: • B. Carlin (Biostatistics, Unive
Page 99 and 100: Also following from the program, se
Page 101 and 102: 4.11 Summary of Exciting Research a
Page 103 and 104: interested students and faculty, an
Page 105 and 106: 6. Education and Outreach Program T
Page 107 and 108: Cherokee Investment Partners, Const
Page 109 and 110: G. Publications and Technical Repor
Page 111 and 112: • Ma, C. “Construction of Non-G
Page 113 and 114: • Bayarri, M.J., J. Berger, F. Li
Page 115 and 116: • Vernieres, G., Gremaud, P., Olu
Page 117 and 118: • Krishnapur, M., Zeitouni, O., R
Page 119 and 120: • Hou, S., K. Huang, K. Solna, an
Page 121 and 122: • Das, S., “Analyzing Fatal Dri
Page 123 and 124: H. Diversity Efforts SAMSI puts con
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Page 127 and 128: 2007-08 Random Media Opening Worksh
Page 129 and 130: 2. Affiliate Involvement 2.1 Backgr
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Page 133 and 134: Institute directors agree to inform
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Page 149 and 150: about confidence in results. Furthe
Page 151 and 152: 2. Stochastic Dynamics 2.1 Overview
Page 153 and 154: Michael Reed (Mathematics, Duke), G
Page 155 and 156: These two approaches, through the u
Page 157 and 158: • Li Lexin (North Carolina State
Page 159 and 160: At NCAR, Boulder, Colorado and orga
Page 161 and 162: SAMSI working groups. Participation
Page 163 and 164: certain distances, be used to captu
Page 165 and 166: subject to the l 1 constraint. Zou
Page 167 and 168: 3. Breiman, L. (1996): Heuristics o
Page 169 and 170: enabled high virtual attendance by
Page 171 and 172: (b) Estimation of large random matr
Page 173 and 174: We have already discussed problems
Page 175 and 176: Appendix C. Workshop Participant Li
Page 177 and 178: Sanso Bruno Male University of Cali
Page 179 and 180: Compmod New Methods and Case Studie
Page 181 and 182: El Karoui Nourredine Male UC Berkel
Page 183 and 184: Education and Outreach Program SAMS
Page 185 and 186: Sutton Karyn Female NCSU Mathematic
Page 187 and 188: Lin Rongheng Male U Mass Biostatist
Page 189 and 190: Geometry and Statistics of Shape Sp
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Heo Giseon Female Hirani Anil Male
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Pennec Xavier Male Pike Brian Male
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Yasamin Saeid Male Yezzi Anthony Ma
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Daum Keith Male Idaho National Labo
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Langstaff John Male Laurey Terri Fe
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Sedransk Nell Female NISS Statistic
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Risk PPP Workshop Workshop Particip
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Rezaei Mahmoud Male Clemson Mathema
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Lysenko Natalia Female ETH Zurich S
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Biondini Gino Male State U New York
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Khatri Shilpa Female Courant Instit
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Spiller Elaine Female SAMSI Mathema
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Interface Workshop Workshop Partici
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Cheney Margaret Female Rensselaer P
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Agarwal Ankit Male U Kansas Enginee
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Lahiri Soumendra Male Texas A & M U
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Last Name SAMSI/CRSC Industrial Mat
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Reale- Levis Jim Male NCSU Engineer
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Gray William Male U. North Carolina
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Serban Nicoleta Female Georgia Inst
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Brotherson Temitope Female NJ Scien
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Frink Kaiem Male Elizabeth City Sta
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Jones Dana Female Bennett College f
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Munoz Breda Female RTI Internationa
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Smith Ralph Male NCSU Mathematics F
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Undergraduate Two-Day Workshop Part
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Schmidt Courtney Female Georgetown
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Schaeffer Amanda Female U Arizona M
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Presentation Chris Snyder, NCAR/MMM
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Chair of Afternoon Session Tom Sant
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1:00-2:15 Lunch Chair of Afternoon
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“Calibration of a Numerical Model
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model. The output is functional dat
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santner.1@osu.edu “Optimization o
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greatly from the active support of
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“Blind Kriging: a New Method for
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10:00-10:30 Break Characterizing th
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— hist_pie.m — hist_pie_exercis
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9:00 Presentations and Discussion
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11:25-11:55 From Population to Indi
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4:00 - 5:30 Shapes in Medical Imagi
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4:15 - 4:45 Discussion Panel Wednes
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dcremers@cs.uni-bonn.de “Shape In
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We will construct epsilon entropy e
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Department of Statistics flb@stat.w
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University of California Los Angele
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2:45 - 3:15 Break N. D. Shyamal Kum
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2:15 - 4:00 Working Group Formation
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and public health questions; little
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Howard Kunreuther University of Pen
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series. We propose a specific class
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Interface Tracking in Connection to
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Purdue University Center for Comput
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of the solution. Here we reveal a s
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of the grand challenges of science.
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numerical approach. Several example
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Biofilms are complicated, living co
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Knut Solna University of California
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This poster presents an analysis of
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X. Program on Risk Analysis, Extrem
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SPEAKER ABSTRACTS Chair: David Bank
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Thoughts on the Use of Decision Ana
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Bias Correction in Pharmaceutical R
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In the talk we will discuss some mo
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Stephen Sain, National Center for A
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Concha Gomez, University of Wiscons
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Iris Mack, Phat Math, Inc. and Flor
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8:15 - 8:45 Continental Breakfast a
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coordinate grids on the surface. To
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University of California, Irvine De
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overall a good agreement between im
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9:00-9:05 Alan Karr, National Insti
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3:30 - 4:00 Coffee Break Soumen Lah
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“Experiences in Developing an Eco
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Jennifer Hoeting Colorado State Uni
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kogle@uwyo.edu “Data-Model Integr
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“Compression and Analysis of Gold
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"A Cost-Efficient Approach to Wirel
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The main goal of a data collection
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Wednesday, January 23, 2008 Radisso
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“Robust Prediction Error Criterio
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one of the main sources of uncertai
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other. A core problem is how to inf
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"The Asymptotic Structure of Nearly
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SAMSI madar@post.tau.ac. “Bayesia
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11:30 - 12:00 Discussion Session 12
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garnier@math.jussieu.fr “Wave Pro
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has lagged. While it is quite clear
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Appendix E - Workshop Evaluations E
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E.2 Evaluation of Scientific Conten
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E.3 Evaluation of Staff Percent of
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E.5 Evaluation of Lodging Evaluatio
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