Bath Thursday 22nd Nov - Friday 23d Nov 2018


In view of the many obstacles we appear to have surmounted, 
what casts the pall over our victory celebration? 
It is the curse of dimensionality, a malediction that 
has plagued the scientist from earliest days.
Richard E. Bellman.


The aim of this workshop is to bring together researchers working on different methods for high-dimensional problems. Multivariate functions arise naturally in statistics, uncertainty quantification, optimal control, quantum mechanics and other applications. There exist different ways of working with high-dimensional functions and data: sampling, polynomial approximations, separation of variables. Depending on assumptions, one or another of these techniques might be preferable. Even more promising might be a combination of those. The workshop will include several talks on high-dimensional algorithms and applications, as well as opportunity to discuss further development of this area.


We gratefully acknowledge support from EPSRC through a Postdoctoral Fellowship EP/M019004/1.