Approximating high dimensional functions – Agenda

Back to event page…

Monday 18 December 2017

09:00 – 09:25   Registration and Coffee

09:25 – 09:30   Opening remarks

09:30 – 10:30  Optimal sampling in weighted least-squares methods: Application to high-dimensional approximation – Albert Cohen (Université Pierre et Marie Curie, France)

10:30 – 11:00   Coffee break

11:00 – 12:00   Ridge functions, their sums, and sparse additive functions – Jan Vybiral (Czech Technical University, Prague)

12:00 – 13:00   Approximation of generalized ridge functions in high dimensions – Sandra Keiper (Technische Universität Berlin, Germany)

13:00 – 14:15   Lunch

14:15 – 15:15   Recovery of ridge functions in the uniform norm – Sebastian Mayer (Universität Bonn and Fraunhofer SCAI, Germany)

15:15 – 16:15   Tensor train algorithms for stochastic PDE problems – Sergey Dolgov (University of Bath, UK)

16:15 – 16:45   Coffee break

16:45 – 17:45   Multilevel weighted least squares polynomial approximation – Sören Wolfers (KAUST, Saudi Arabia)

18:00 – 19:30  Dinner

 

Tuesday 19 December 2017

09:00 – 09:30   Coffee break

09:30 – 10:30   Isotonic regression in general dimensions – Richard Samworth (University of Cambridge and The Alan Turing Institute, UK)

10:30 – 11:30   Concentration of tempered posteriors and of their variational approximations – Pierre Alquier (CREST, ENSAE and Université Paris Saclay, France)

11:30 – 12:30   Score estimation with infinite-dimensional exponential families – Arthur Gretton/Dougal Sutherland (UCL, UK)

12:30 – 14:00   Lunch and close