Join leading researchers and practitioners for two days of talks and discussions at RWTH Aachen, focusing on the latest methods in stochastic modeling, uncertainty quantification, and their applications in engineering and data science. This workshop is organized by the Mathematics for Uncertainty Quantification chair at RWTH Aachen University. Attendance in person is limited to invited guests.
A poster session will be held on August 14th for invited guests. The LaTeX template can be found below:
| Time | Presenter | Title | Chair |
|---|---|---|---|
| 08:30 - 09:00 | Registration & Opening Remarks (5th floor next to the restaurant) | ||
| 09:00 - 09:45 | Keynote: Raúl Tempone (RWTH Aachen University and KAUST) | Seven Years of Mathematics for Uncertainty Quantification at RWTH Aachen: Research Highlights and Impact | Abdul-Lateef Haji-Ali |
| 09:45 - 10:15 | Jana de Wiljes (University of Potsdam) | Long-Time Stability and Accuracy of Gaussian Filters for Randomised Observations | Abdul-Lateef Haji-Ali |
| 10:15 - 10:45 | Luis Espath (University of Nottingham) | Stochastic Riemannian Optimization on Statistical Manifolds for PDE-Constrained Optimization | Abdul-Lateef Haji-Ali |
| 10:45 - 11:15 | Coffee Break (5th Floor) | ||
| 11:15 - 12:00 | Keynote: Christian Bayer (Weierstrass Institute, Berlin) | Markovian approximations of rough volatility models | Abdul-Lateef Haji-Ali |
| 12:00 - 14:00 | Lunch Break | ||
| 14:00 - 14:30 | Ana Djurdjevac (Freie Universität Berlin) | An inertial PDE system for the Cucker-Smale model of dynamics | Fabio Nobile |
| 14:30 - 15:00 | Martin Eigel (Weierstrass Institute, Berlin) | Implicit Wasserstein Steps & Hamilton–Jacobi Flows: Low-Rank Tensor Sampling in High Dimensions | Fabio Nobile |
| 15:00 - 15:30 | Denis Belomestny (Duisburg-Essen University) | Tight Bounds for Schrodinger Potential Estimation in Unpaired Image-to-Image Translation Problems | Fabio Nobile |
| 15:30 - 16:00 | Coffee Break (5th Floor) | ||
| 16:00 - 16:30 | Lars Grasedyck (RWTH Aachen University) | Non-Negative Low Rank Tensor Approximation for UQ | Fabio Nobile |
| 16:30 - 17:00 | Break and Preparations for Poster Session | ||
| 17:00 - 19:30 | Poster Session |
| Time | Presenter | Title | Chair |
|---|---|---|---|
| 08:40 - 09:00 | Photo shoot In front of the INNSiDE by Meliá hotel. | ||
| 09:00 - 09:45 | Keynote: Abdul-Lateef Haji-Ali (Heriot-Watt University) | Hierarchical Methods for Risk Assessment | Raúl Tempone |
| 09:45 - 10:15 | Gerardo Rubino (Inria, Univ. Rennes, IRISA) | Algebraic duality, matrix equations and transient analysis of Markov processes | Raúl Tempone |
| 10:15 - 10:45 | Sebastian Krumscheid (Karlsruhe Institute of Technology) | Identifying Effective Stochastic Surrogate Models from Multiscale Data | Raúl Tempone |
| 10:45 - 11:15 | Coffee Break (5th Floor) | ||
| 11:15 - 12:00 | Keynote: Fabio Nobile (École polytechnique fédérale de Lausanne) | Stochastic gradient with least-squares control variates | Raúl Tempone |
| 12:00 - 14:00 | Lunch Break | ||
| 14:00 - 14:30 | Håkon Hoel (University of Oslo) | High-order adaptive methods for exit times of diffusion processes and reflected diffusions | Christian Bayer |
| 14:30 - 15:00 | Philipp Knechtges (German Aerospace Center (DLR)) | Cardiac Volume Estimation from Real-Time MRI | Christian Bayer |
| 15:30 - 16:00 | Coffee Break (5th Floor) | ||
| 19:00 - 21:00 | Dinner (Invited guests only) |
If you are joining remotely, you can attend the workshop via our Zoom meeting.
Selected talks will be recorded and made available at our YouTube Channel.
You can contact us at math4uq2025workshop@uq.rwth-aachen.de