Schedule for: 21w5167 - Optimization under Uncertainty: Learning and Decision Making (Online)

Beginning on Monday, February 8 and ending Friday February 12, 2021

All times in Banff, Alberta time, MST (UTC-7).

Monday, February 8
08:45 - 09:00 Introduction and Welcome by BIRS Staff (Online)
09:00 - 09:45 Darinka Dentcheva: Subregular Recourse in Multistage Stochastic Optimization (Online)
09:45 - 10:00 Discussion / Break (Online)
10:00 - 10:45 Guzin Bayraksan: Data-driven sample average approximation with covariate information (Online)
10:45 - 11:00 Discussion / Break (Online)
11:00 - 11:45 Drew Kouri: A primal-dual algorithm for large-scale risk minimization (Online)
11:45 - 12:00 Discussion / Break (Online)
12:00 - 12:45 Youssef Marzouk: Transport methods for likelihood-free inference and data assimilation (Online)
12:45 - 13:00 Discussion / Break (Online)
Tuesday, February 9
09:00 - 09:45 Georg Stadler: Optimal control of PDEs under uncertainty with joint chance state constraints (Online)
09:45 - 10:00 Discussion / Break (Online)
10:00 - 10:45 Peng Chen: Taylor approximation for PDE and chance constrained optimization under uncertainty (Online)
10:45 - 11:00 Discussion / Break (Online)
11:00 - 12:00 Discussion Computational Methods (Online)
Wednesday, February 10
09:00 - 09:45 Bamdad Hosseini: Conditional Sampling with Monotone GANs: Modifying Generative Models to Solve Inverse Problems (Online)
09:45 - 10:00 Discussion / Break (Online)
10:00 - 10:45 Eldad Haber (Online)
10:45 - 10:55 Discussion / Break (Online)
10:55 - 11:00 Group Photo Session (Online)
11:00 - 12:00 Discussion PDEs and machine learning (Online)
Thursday, February 11
09:00 - 09:45 Bodhisattva Sen: Nonparametric maximum likelihood estimation in heteroscedastic mixture models: density estimation, denoising and deconvolution (Online)
09:45 - 10:00 Discussion / Break (Online)
10:00 - 10:45 Masoumeh Dashti: Posterior consistency in Bayesian inference with exponential priors (Online)
10:45 - 11:00 Discussion / Break (Online)
11:00 - 12:00 Discussion Statistical Learning in the Context of Shape Constraints, Model Information and Rare Events (Online)
Friday, February 12
09:00 - 09:45 Philip Thompson: Robust Regression (Online)
09:45 - 10:00 Discussion / Break (Online)
10:00 - 10:45 Bart van Bloemen Waanders: Hyper-differential sensitivity analysis for control under uncertainty of aerospace vehicles (Online)
10:45 - 11:00 Discussion / Break (Online)
11:00 - 11:45 Elizabeth Newman: Train Like a (VarPro): Efficient Training of Neural Networks with Variable Projection (Online)
11:45 - 12:00 Discussion / Break (Online)