Conference Agenda

8:30am - 9:10am

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation

R. Tempone

KAUST, Saudi Arabia

9:10am - 9:30am

Higher-order methods for stochastic differential equations

L. Fischer

Zuse Institute Berlin, Germany

9:30am - 9:50am

Well posedness and convergence analysis of the ensemble Kalman inversion

D. Blömker¹, C. Schillings², P. Wacker³, S. Weissmann²

¹University of Augsburg, Germany; ²University of Mannheim, Germany; ³University of Erlangen, Germany

9:50am - 10:10am

Data assimilation using random set models: applications to dynamical system estimation

T.-V. Hoang, H. G. Matthies

Technische Universität Braunschweig, Germany

10:10am - 10:30am

Probabilistic numerics and randomised Bayesian inverse problems

J. Cockayne¹, M. Girolami^2,3, H. C. Lie^4,5, C. Oates^3,6, T. J. Sullivan^4,5, A. Teckentrup⁷

¹University of Warwick, UK; ²Imperial College London, UK; ³Alan Turing Institute, UK; ⁴Freie Universität Berlin, Germany; ⁵Zuse Institute Berlin, Germany; ⁶Newcastle University, UK; ⁷University of Edinburgh, UK