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ALLSTAT  January 2012

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Subject:

Workshop on Parameter Estimation for Dynamical Systems

From:

Shota Gugushvili <[log in to unmask]>

Reply-To:

Shota Gugushvili <[log in to unmask]>

Date:

Tue, 24 Jan 2012 16:49:50 +0000

Content-Type:

text/plain

Parts/Attachments:

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text/plain (27 lines)

***FIRST ANNOUNCEMENT***

Workshop on Parameter Estimation for Dynamical Systems (PEDS-II)

Date: 4-6 June 2012

Location: Eurandom, Eindhoven, The Netherlands

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: Florence d'Alché-Buc (Université d'Evry-Val d'Essonne), Lorenz Biegler (Carnegie Mellon University), Mark Girolami (University College London), Rikkert Hindriks (Universiteit Twente), Stefano Iacus (Università degli Studi di Milano), Edward Ionides (University of Michigan), Lennart Ljung (Linköpings universitet), Markus Reiß (Humboldt-Universität zu Berlin), Michael Sørensen (University of Copenhagen), Eberhard Voit (Georgia Institute of Technology), Darren Wilkinson (Newcastle University), Harry van Zanten (Eindhoven University of Technology).

Registration: Registration is mandatory for participation in the workshop and can be done through the workshop website. There is no closing date for registration, but the number of places is limited. Participants will be given an opportunity to present talks and posters on their research.

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

For additional information please visit the workshop website:

http://www.few.vu.nl/~shota/peds2.php

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