Workshop on Stochastic Simulators
When & where
The workshop will take place online place on March 11, 2021, using Microsoft Teams.
Registered participants will receive a link by email on the day before the event.
Technicalities: participants can join using either their web browser (no account or installation required) or the "fat" Teams client (Teams account + installation required).
Presentation of the workshop
This workshop aims at presenting recent advances in the analysis of parameter-dependent stochastic numerical models (or stochastic simulators). Some usual questions of uncertainty quantification will be addressed for such models, such as sensitivity analysis, the construction of surrogate models or the solution of inverse problems. Optimization problems with stochastic simulators or noisy functions, which are related to the field of bandit optimization, will also be covered.
Organizers: Julien Bect, Anthony Nouy and Clémentine Prieur.
Registration
Registration is free but appreciated.
Agenda
- 9h20–9h30: Introduction [slides]
- 9h30–10h50: Session #1 (Bruno Sudret + Xujia Zhu)
- coffee break (15 minutes)
- 11h05–12h25 : Session #2 (Henri Mermoz Kouye + Aurélien Garivier)
- lunch break (1h50)
- 14h15–15h15 : Session #3 (Nora Lüthen + Athénaïs Gautier)
- coffee break (15 minutes)
- 15h30–16h50 : Session #4 (Mickaël Binois + Bruno Barracosa)
Speakers
Long talks (40 minutes):
Mickaël Binois (Inria Sophia Antipolis - Méditerranée)
♣ Multi-objective optimization of an agent-based simulator
♦ Abstract / Slides
Aurélien Garivier (ENS Lyon)
♣ The complexity of optimizing noisy functions on graphs
♦ Abstract / Slides
Bruno Sudret (ETH Zürich)
♣ Surrogate models for stochastic simulators: an overview and a focus on generalized lambda models
♦ Abstract / Slides
Short talks (25 minutes):
Athénaïs Gautier (Univ. Berne)
♣ Spatial logistic Gaussian process for density field modelling: an application to stochastic inverse problems
♦ Abstract / Slides
Henri Mermoz Kouye (INRAE)
♣ Global sensitivity analysis for models described by continuous time Markov chains with application to epidemic models
♦ Abstract / Slides
Xujia Zhu (ETH Zürich)
♣ Stochastic polynomial chaos expansions for emulating stochastic simulators
♦ Abstract
Bruno Barracosa (EDF R&D + L2S)
♣ Bayesian methods for multi-objective simulation-based optimization
♦ Abstract / Slides
Nora Lüthen (ETH Zürich)
♣ Surrogating stochastic simulators using spectral methods and advanced statistical modeling
♦ Abstract