VU AmsterdamFaculty of sciences

  Faculty of sciences Vrije Universiteit Amsterdam

Workshop on Parameter Estimation for Dynamical Systems






Schedule Abstracts Participants


Date and location

4-6 June 2012, Eurandom, Eindhoven, The Netherlands.

Address: Den Dolech 2
5612 AZ Eindhoven
The Netherlands
Phone: +31 (0)40 2478100
Fax: +31 (0)40 2478190
Email: info@eurandom.nl


Summary

Differential equations (deterministic or stochastic) play a fundamental role in modelling dynamic phenomena in fields as diverse as physics, biology, finance, engineering, chemistry, biochemistry, neuroscience, ecology, meteorology, pharmacology and others. Models defined via differential equations (or systems of differential equations) usually depend on finite- or possibly infinite-dimensional parameters. In order to obtain a model that is useful in practice, it is critical to know these parameters, or to estimate them in case they are unknown. The workshop aims at providing a meeting place for researchers and practitioners in the area of parameter estimation for deterministic and stochastic differential equations, who will review different methods used to tackle the problems arising in these fields, assess the achieved progress and identify future research directions. It is hoped that by bringing together experts in statistical estimation for differential equations, a fertile ground for exchange of mutually beneficial ideas will be created. The emphasis of the workshop is on presentation of new methodological work with a good balance from applications. Importantly, appropriateness of either deterministic or stochastic models in various contexts will be discussed and due attention to both the frequentist and the Bayesian approaches to parameter estimation of differential equations will be paid.

The workshop is a follow-up on the Workshop on Parameter Estimation for Dynamical Systems (PEDS-I) held on 8 - 10 June 2009 at Eurandom.

Invited speakers


Registration

Registration is mandatory for participation in the workshop. Due to reaching the maximum number of participants registration is now closed.

For invited speakers accommodation will be arranged by the organisation. All other participants have to arrange their own hotel booking. For hotel reservations we suggest to consult the website Booking.com. There is also a possibility to stay at our preferred hotel Crown Inn Hotel Eindhoven at a reduced rate €69 per night (single room, excluding tourist tax and breakfast). Please email Mrs. Patty Koorn (Workshop Officer of Eurandom) for instructions on how to profit from this special offer.

Abstract submission

Participants will be given an opportunity to present a talk or a poster on their research. Please email your abstract (plain text or LaTeX file) to Shota Gugushvili. The deadline for abstract submission is 7 May 2012. Notification of acceptance will be sent by 21 May 2012.

Organisers

Chris Klaassen (Universiteit van Amsterdam), Aad van der Vaart (Vrije Universiteit), Shota Gugushvili (Vrije Universiteit) and Bart Bakker (Philips Research).

STAR

The workshop takes place under the auspices of STAR. STAR ('Stochastics - Theoretical and Applied Research') is the Dutch mathematics cluster that aims at
  • strengthening the nationwide collaboration between Dutch researchers in stochastics,
  • bringing Dutch stochastics further to the international forefront,
  • attracting and training talented students and junior researchers worldwide, and hosting top senior researchers for extended visits,
  • strengthening the leading position of Dutch stochastics in core areas, while giving an impulse to areas that have been under-represented, and
  • stimulating interactions with researchers from other disciplines.
Additional information on STAR may be found on its website.

Eurandom

Eurandom is a workshop centre based at the Stochastics Section of the Department of Mathematics and Computer Science, Eindhoven University of Technology, Eindhoven, The Netherlands. Eurandom offers an extensive workshop and visitor programme in various areas of stochastics (statistics, probability theory and stochastic operations research). Highlights of the programme include the series of workshops for and by young researchers: YESP (Young European Stochastics Professionals), and several theme months per year, the so-called Stochastic Activity Months (SAM). These mostly take place clustered around one of the YESP workshops. During a SAM, the workshops as well as seminars and/or lecture days are organised. The goal of a SAM is to bring together a sizeable group of national and international researchers. Additional information on Eurandom may be found on its website.

Directions

Lectures will be held at Eurandom in room LG 1.105. Eurandom is located on the first floor of the Laplace Building (marked with LG on this map) of Eindhoven University of Technology. The building is located at 15 minutes walking distance from the central railway station of Eindhoven. Take the northern exit from the railway station and walk in the north-eastern direction until you reach a crossing at Professor Doctor Dorgelolaan. The university campus is located on the other side of that street. Detailed directions via Google Maps are available here.

For travel information to Eindhoven please consult this page.

Related workshop

Participants of this workshop might also be interested in attending the NCSB Workshop on Parameter Estimation and Uncertainty Analysis in Systems Biology taking place on 7 June 2012 at Eurandom. Note that separate registration is required.

Sponsors

The workshop is financially supported by
STAR (Dutch mathematics cluster 'Stochastics - Theoretical and Applied Research')
NWO (Netherlands Organisation for Scientific Research)
NDNS+ (Dutch mathematics cluster 'Nonlinear Dynamics in Natural Systems')

Weather in Eindhoven

Weersverwachting
Eindhoven
Meer weer in Eindhoven

Contact

For more information on the workshop please contact the organisers. For questions of practical nature please email Mrs. Patty Koorn (Workshop Officer of Eurandom).