Jeff Nagged Me To Give A Seminar, So Here It Is

Event Sponsor: 
Mathmatics and Computer Science Division Seminar - LANS
Start Date: 
Jun 19 2019 - 10:30am
Building/Room: 
Building 240/Room 1404-1405
Location: 
Argonne National Laboratory
Speaker(s): 
Carlo Graziani
Speaker(s) Title: 
Argonne National Laboratory, MCS

I'll discuss some work in progress on Bayesian parameter estimation for chaotic nonlinear dynamical systems with noisy observations. This is a tricky problem, largely because trajectories in chaotic systems have the well-known property that small perturbations in initial conditions lead to large trajectory deviations in finite time. As a consequence a naively-constructed Bayesian posterior density over parameter space based on trajectory data has an unusable, essentially cryptographic structure -- parameter values adjoining the true parameters are assigned negligible probability. I'll describe an alternate approach, adapted to Bayesianism from the SINDY dynamical-law inference method, in which the analysis is cleverly conducted in ODE law space rather than in trajectory space. This approach mostly works, although some frustration results from the determined efforts of chaos to defy cleverness by creeping back in over a subtle side-channel. I'll try to provide some suitable rant, since Jeff seems to expect this of me for some reason.

Miscellaneous Information: 

This seminar will be streamed. https://anlpress.cels.anl.gov/cels-seminars/

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Upcoming Seminars
================
May 15, 2019, "Adaptive Mesh Refinement for incompressible CFD simulations" Saurabh Chawdhary, Postdoctoral Appointee, MCS/ANL
May 22, 2019, "No Seminar due to AI Initiative Update, Bldg 362 Auditorium"
May 29, 2019, "The mathematical dawn of fluid dynamics" Oana Marin, Assistant Applied Mathematics Specialist, MCS/ANL
June 12, 2019, "Parameter Auto-tuning for In-situ Coupled Applications Using Active and Transfer Learning" Tong Shu, Postdoctoral Appointee, DSL/ANL
June 19, 2019, "Jeff Nagged Me To Give A Seminar, So Here It Is" Carlo Graziani, Computational Scientist, MCS/ANL
June 26, 2019, "TBA" Valeria Barra, Postdoctoral Research Associate, Department of Computer Science, University of Colorado at Boulder
July 10, 2019, "TBA" Alp Dener, Postdoctoral Researcher, MCS/ANL
July 17, 2019, "TBA" Jed Brown, Assistant Professor, Computer Science, University of Colorado Boulder
July 24, 2019, "TBA" Mi Sun Min, Computational Scientist, MCS/ANL
July 31, 2019, "Summer Argonne Student Symposium (SASSy) Part I" LANS Summer Students
August 7, 2019, "Summer Argonne Student Symposium (SASSy) Part II" LANS Summer Students
August 20, 2019, "Summer Argonne Student Symposium (SASSy) Part III" LANS Summer Students
August 28, 2019, "TBA" Selin Sariaydin, Postdoctoral Researcher, MCS/ANL
September 4, 2019, "TBA" Charlotte Haley, Assistant Computational Statistician, MCS/ANL
September 11, 2019, "TBA" Hong Zhang, Assistant Computational Mathematician, MCS/ANL