2022 Cote d'Azur Workshop on
Computational Uncertainty Quantification

The focus of this workshop will be on computational uncertainty quantification.

The workshop will be held at:

EURECOM (Salle Joseph Fourier)

Campus SophiaTech, 450 Route des Chappes, 06410 Biot

https://goo.gl/maps/ZwTewv2vY1ruHPwT7

29 November 2022 (Tuesday)

• 11:00 - 12:00
  Takeru Matsuda
  Estimation of ODE models with discretization error quantification

• 14:00 - 15:00
  Jun Yang
  Stereographic Markov Chain Monte Carlo

• 15:30 - 16:30
  Motonobu Kanagawa
  Convergence guarantees for adaptive Bayesian quadrature methods

30 November 2022 (Wednesday)

• 11:00 - 12:00

Fangyuan Zhang

Non-concave portfolio optimization under risk measures

• 14:00 - 15:00
  Yuto Miyatake
  Adjoint-based computation of the exact Hessian-vector multiplication

• 15:30 - 16:30
  Han Cheng Lie
  Randomised time integration of operator differential equations

Motonobu Kanagawa (Eurecom)

Yuto Miyatake (Osaka University)

The workshop is kindly supported by:
JST PRESTO Grant Number JPMJPR2129