SAMSI Plans for the Next Two Years

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SAMSI Plans for the Next Two Years
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More Details on 2005-06 Programs

• Financial Mathematics, Statistics and
  Econometrics (FMSE)
• National Defense and Homeland Security (NDHS)
• Astrostatistics (ASTRO)

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FMSE (Fall 2005)

• Focus on bringing together applied mathematics,
  economics, finance, statistics and econometrics
• Address essential tasks of modeling,
  incorporating data, and computing in domains
  ranging from financial and energy derivatives to
  real options
• Program leaders Marco Avellaneda (NYU),
  Jean-Pierre Fouque (NCSU co-chair), Eric Ghysels
  (UNC co-chair), Ronnie Sircar (Princeton), Ruey
  Tsay (Chicago), Thaleia Zariphopoulou (Texas)
  John Lehozcky (CMU NAC liaison) Ralph Smith
  (directorate liaison)

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• Long term visitors Elena Andreou (Cyprus), Aytac
  Ilhan (Oxford), Ronnie Sircar (Princeton), Bas
  Werker (Tilburg), Thaleia Zariphopoulou (Texas).
• Postdoctorals Jesus Rodriguez (Cornell),
  Mustapha Pemy (U. Georgia)
• Workshops
• Tutorials and opening workshop September 18-21,
  2005
• Credit Risk Workshop October 30 November 1,
  2005
• Summary workshop February 26-28, 2006
• Working groups TBD
• Two courses, given by Eric Ghysels and Ronnie
  Sircar

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NDHS (full year)

• Possible working groups
• Biointelligence (with connections to CDC
  Biosense)
• Anomaly detection
• Data integration, confidentiality, quality
• Real time inference (data streams)
• Dynamics of massive databases
• Social networks
• Program leaders David Banks (Duke, LDC liaison),
  James Crowley (SIAM), Lawrence Cox (NCHS
  co-chair), Jon Kettenring (Drew University), Nell
  Sedransk (NISS/T co-chair) Sallie
  Keller-McNulty (LANL NAC liaison) Alan Karr
  (directorate liaison)

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• Long term visitors Bertrand Clarke (UBC), Gauri
  Datta (Georgia), James Lynch (South Carolina),
  Greg Rempala (Louisville)
• Postdoctorals Sava Dediu (RPI), Lisa Denogean
  (Cornell), Francisco Vera (South Carolina)
• Workshops
• Tutorials and opening workshop September 11-14,
  2005
• Summary workshop May 15-16, 2006
• Seminar course
• Affiliate involvement GM, LANL, NCHS, NIST, NSA

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ASTRO (Spring 2006)

• Potential emphases (potential synergy with NDHS)
• Exoplanets
• Handling selection bias in astronomical surveys
• Anomaly detection in massive data sets
• Summarizing statistical information for future
  science
• Source detection
• Adaptive exploration
• Physics/statistics interfaces
• Program leaders Jogesh Babu (Penn State chair),
  Alanna Connors (New Hampshire), Eric Feigelson
  (Penn State), Donald Richards (Penn State), Larry
  Wasserman (CMU) Peter Bickel (NAC liaison)
  James Berger (directorate liaison)

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• Long term visitors Jogesh Babu (Penn State),
  Volker Dose (Munich), William Jeffreys (Texas),
  Phil Gregory (UBC), Ajit Kembhavi (IUCAA), Thomas
  Loredo (Cornell), Louis Lyons (Oxford), David van
  Dyk (UC Irvine), Michael Woodroofe (Michigan)
• Postdoctorals Fabrizia Guglielmetti (Munich)
• Workshops
• Tutorials January 17-22, 2006
• Opening workshop January 23-25, 2006
• Closing workshops June 11-14, 2006 (at Penn
  State)
• July 15-20,
  2006 (at BIRS)
• Working groups TBD

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Planned Programs for 2006-2007

• High Dimensional Inference and Random Matrices
• Development, Assessment and Utilization of
  Complex Computer Models
• with 3 subprograms

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High Dimensional Inference and Random Matrices
(Fall 2006)

• Potential emphases
• Extreme sample eigenvalues
• Properties of sample eigenvectors
• Empirical distribution of eigenvalues
• Design of snapshots for computer model
  approximation
• Nonlinear/topological approaches to dimensional
  reduction
• Bayesian utilizations of random matrices
• Stochastic evolution of random matrices
• Statistical issues involving EOFs in climatology
• Program leaders Iain M. Johnstone (Stanford
  chair), Craig A. Tracy (UC Irvine), Ken
  McLaughlin (Arizona) Peter Bickel (NAC liaison)
  Chris Jones (directorate liaison)

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Development Assessment and Utilization of Complex
Computer Models (full year)

• Three subprograms, with complementary emphases,
  will be chosen from the domains
• Engineering modeling
• Environmental / ecological modeling
• Biomedical modeling
• Social network modeling
• Microsimulation modeling
• Program Leaders Peter Reichert (ETH), Tom
  Santner (Ohio State), Henry Wynn (LSE), James
  Berger (directorate liaison), others TBD

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Other Opportunities for Undergraduate and
Graduate Students

• Two-day Undergraduate Workshops on weekends
  during the academic year
• For juniors and seniors
• Description of SAMSI programs, and hands-on
  experience with one of them
• SAMSI provides expenses
• SAMSI/CRSC Undergraduate Workshop for one week in
  early June
• For juniors, seniors, and high-school teachers
• Description of SAMSI programs and intensive
  hands-on experience in use of statistical and
  mathematical models to analyze experimental data
  collected in the CRSC/Math Instructional Research
  Lab
• Industrial Mathematics and Statistical Modeling
  Workshop for Graduate Students
• 9 days end of July each year
• 6 teams work on industrial projects presented
  by experienced scientists and engineers 6
  students, 1 problem owner, 1-2 faculty mentors
• SAMSI provides expenses

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Renewal of the SAMSI Grant for 2007-2012
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Needed for the Renewal Proposal

• New types of SAMSI activities
• Visiting opportunities for graduate students, as
  part of the affiliates program?
• Summer short courses for graduate students?
• Broadcasting SAMSI courses?
• More funding for salary support of visitors?
• Two-year funded postdocs?
• Brainstorming meetings of small groups to plan
  a path for involving stat/math people in new
  areas?
• Intensive summer research programs?
• Three finalized programs are needed for 2007-2008
• Solid ideas are needed for programs in 2008-2009

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Some Recent Programming Suggestions

• Environmental genomics
• Agent-based simulation
• Ecology
• Random graphs
• Modeling of neuronal activity
• Econometrics
• Particle Filtering
• Nanotechnology of ?
• Waves in random media
• Using topology and algebra to understand
  high-dimensional data
• Quantum computation
• Uses of simulation in optimization
• Nonparametric statistics (repackaged)
• Computational biofluid dynamics