RESEARCH WORKSHOP - From Spectral Gaps to Particle Filters: 17th-18th September, 2013, University of Reading, UK
http://www.personal.reading.ac.uk/~pt904209/lms_workshop/main.html


Aim and scope

A very important technique in the analysis of stochastic systems is to investigate the properties of associated transfer operators. Generally speaking, they determine to a large extent the long term behaviour of the system, such as rates of decay and de-correlation, as well as other ergodic or mixing properties. Therefore, the understanding of transfer operators and their analytic properties lies at the interface of functional analysis, stochastics, dynamics, and statistical methodology such as Monte Carlo and similar methods. In problems such as nonlinear filtering, positive (random) operators appear directly in the filter dynamics, and again their spectral properties play an important role in the long term behaviour of the filter. Furthermore, when approximating the optimal filter, for example by particle filters, error bounds have successfully been obtained by using stability properties of the filter operator. On the other hand, positive operators have also been investigated for their own sake and on a purely analytic basis, independent from stochastic processes.

This workshop is designed to provide a forum to exchange ideas and talk about new developments concerning the analytical aspects of transfer operators on the one side and applications to stochastic processes and statistical methodology on the other side. Consequently, the range of speakers will encompass people with more foundational expertise in the theory of transfer operators, as well as people doing more applied research but with a strong interest in the theory behind it. New mathematical problems arising from specific but important applications (such as from atmospheric dynamics, for example) are also expected to be discussed.

The workshop will be over two consecutive days, with a slightly different focus for each day. The first day will be more concerned with the analysis of transfer operators, while on the second day we focus on applications in stochastic and dynamical systems.

The workshop is funded under an LMS Celebrating New Appointments grant.


Speakers

Jochen Broecker, University of Reading
Dan Crisan, Imperial College London
E. Brian Davies, FRS King's College London
Gianluigi Del Magno, Universidade Tecnica de Lisboa
Richard Everitt, University of Reading
Gersende Fort, TELECOM ParisTech
Mark Holland, University of Exeter
Martin Kolb, University of Reading
Bas Lemmens, University of Kent
Theodore Kypraios, University of Nottingham
Kody Law, KAUST
Ronnie Loeffen, University of Manchester
Beatrice Pelloni, University of Reading
Mladen Savov, University of Reading
David Steinsaltz, University of Oxford


Registration

Please register to attend the workshop by sending an email to [log in to unmask], giving your name and institution, and stating which days you would like to attend.  The registration deadline is 17th August 2013.  Note that places at the workshop are limited, so please register early to avoid disappointment.


Logistics

There is a registration fee of £15 per day.  Lunches, tea and coffee are provided to participants, but you have to fund your own accommodation and travel.  Information on accommodation near the workshop venue can be found on the workshop website (see link below).


Assistance for junior researchers

Free registration (usually £30) is available for 15 young researchers (PhD students, or other participants within 4 years of completing their PhD).  To apply for this support, please mention this in your registration email and enclose a CV of not more than 2 pages, outlining your research interests and explining why attending this workshop is important for your research.


Workshop website

http://www.personal.reading.ac.uk/~pt904209/lms_workshop/main.html

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