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19 T.W. Alexander Drive P.O.Box 14006 Research Triangle Park, NC 27709-4006 Tel: 919.685.9350 Fax: 919.685.9360 info@samsi.info |
Table of Contents
Basic information
- Part of the 2009 SAMSI Program on Stochastic Dynamics
- Meeting time/location: Tuesday, 11:00am - 12:45pm, SAMSI, Room 203
- Leaders: Cindy Greenwood, John Harlim, Peter Kramer, and Scott Schmidler
- Webmaster: Bruce Rogers
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Announcements
None at present time.
Meeting activities
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| Date | Topics and Readings | Notes |
|---|---|---|
| 6/18/2010 | Summer plans | Some code and notes from Giles can be found at http://www.bscb.cornell.edu/~hooker/Design/ |
| 6/4/2010 | On-line parameter estimation | Simulation scheme from Tony pdf, updates (and corrections) to Giles' notes pdf and some 10,000 foot questions from Brucepdf |
| 5/21/2010 | Meeting 2pm EDT | Giles' notes on Kalman filters and control theory pdf Kevin's notes on bang-bang control and Kalman filter pdf |
| 4/09/2010 | No meeting | Kevin's notes on partial observations for the 3/19 meeting (formulation + specific ideas for approximate schemes) pdf |
| 4/02/2010 | Bang-Bang simulations and some notes on numerics for control. | Giles' notes pdf, paper by Louis pdf, and by Cavanah and Shumway pdf. Simulation results for AR(1) pdf |
| 3/26/2010 | No meeting | Cindy's papers on partial likelihoods pdf and pdf |
| 3/19/2010 | Perhaps an update on partial observation and computations for bang-bang control | Notes on AR(1) bang-bang simulations pdf. |
| 3/12/2010 | An alternative to fisher info | Numerics for bang-bang control of AR(1) pdf |
| 3/5/2010 | Continued Fisher Info – Lotka-Volterra Equations | Expected Fisher Info and Predator-Prey Systems pdf |
| 2/19/2010 | Continued revisions of Fisher Info | Expected Fisher Info and a simulation-based proposal pdf |
| 2/12/2010 | Revisiting Fisher information | some calculations for an AR(1) process pdf |
| 1/29/2010 | Anuj on drug abuse, then more on partially observed systems | High-level notes on control with partial information pdf and a paper on parameter estimation from Anuj pdf along with his notes pdf |
| 1/22/2010 | more on partially observed systems and Fisher Information | a nitty-gritty discussion pdf |
| 1/15/2010 | Discussion of new topics – Fisher Information and Control for partially observed stochastic systems | Found notes on control theory with partial observations pdf |
| 1/05/2010 | A paper from Arthur Krener “Measures of Unobservability” pdf and some slidespdf | NEXT MEETING FRIDAY JANUARY 15 |
| 12/08/2009 | LAST MEETING OF THE SEMESTER: more on Fisher info and control | Really great notes from Giles pdf |
| 12/01/2009 | Meeting: more on Fisher info and control | More notes from Giles pdf, and a paper on input identification, OU processes and Neural Models pdf |
| 11/24/2009 | No meeting | |
| 11/17/2009 | Group discussion on Fisher info as cost function in OU process | Kevin Lin's notes pdf (don't blame him for any mistakes) and Gile's notes pdf and a summary from John Harlim pdf |
| 11/10/2009 | Anuj Mubayi focuses the parameter estimation problem for drug addiction models | Anuj's notes pdf |
| 11/03/2009 | Bruce Rogers presents a paper pdf on stochastic control | Bruce's incomplete slides pdf |
| 10/27/2009 | No meeting because of Self-organization in biology workshop | |
| 10/20/2009 | Explication and synopsis of subgroup topics: Drug addiction models and parameter estimation; Experimental design as stochastic optimal control | |
| 10/13/2009 | Giles Hooker on maximizing the Fisher information for AR-1 model | Giles's very rough notes doc |
| 10/06/2009 | Anuj Mubayi on modeling drug addiction and estimation of parameters. Bruce Rogers on Stochastic Control | Anuj Mubayi's paper pdf and Bruce Rogers notes pdf |
| 09/29/2009 | Bruce Rogers with some assistance from Jonathan Mattingly to work on the experimental design problem with an eye toward Anuj Mubayi's data | |
| 09/22/2009 | Anuj Mubayi on Drug Addiction Data Sets. Giles Hooker on Experimental Design in Stochastic Dynamics. Gavino Puggioni on Using Stochastic Differential Equations in Spatio-Temporal Modeling | Anuj Mubayi's slides pdf Giles Hooker's slidespdf |
| 09/15/2009 | Giles Hooker gives an overview of statistical inference | Gile Hooker's slides pdf and a movie of his presentation |
| 09/08/2009 | Getting to know you meeting |
Group members
E-mail alias for the group is sd-data AT samsi.info.
| Name | Affiliation | E-mail address |
|---|---|---|
| Veronica Berrocal | veronica.berrocal AT duke DOT edu | |
| Avishek Chakraborty | ac103 AT stat DOT duke DOT edu | |
| Julien Cornebise | jcornebise AT samsi DOT info | |
| Vanja Dukic | vanja AT uchicago DOT edu | |
| Cindy Greenwood | Priscilla.Greenwood AT asu DOT edu | |
| Boumendiene Hamzi | hamzi AT math DOT duke DOT edu | |
| John Harlim | jharlim AT cims DOT nyu DOT edu | |
| Giles Hooker | gjh27 AT cornell DOT edu | |
| Zhaowei Hua | zhua AT email DOT unc DOT edu | |
| Peter Kramer | kramep AT rpi DOT edu | |
| Jaechoul Lee | jaechlee AT math DOT boisestate DOT edu | |
| Huitian Lu | huitian.lu AT sdstate DOT edu | |
| Mauro Maggioni | mauro AT math DOT duke DOT edu | |
| Jon Mattingly | jon AT math DOT duke DOT edu | |
| Anuj Mubayi | anujmubayi AT yahoo DOT com | |
| Peter Mucha | mucha AT unc DOT edu | |
| Katie Newhall | newhak AT rpi DOT edu | |
| Hon Keung Tony Ng | ngh AT mail DOT smu DOT edu | |
| Bruce Rogers | rogers AT mathpost DOT asu DOT edu | |
| Scott Schmidler | schmidler AT stat DOT duke DOT edu | |
| Anand Vidyashankar | anv4 AT cornell DOT edu | |
| Darren Wilkinson | d.j.wilkinson AT ncl DOT ac DOT uk |
Reference list
- Geyer (2007) Fisher info and confidence intervals using mle pdf
- Bauer, et al. (2000) Numerical methods for optimum experimental design in DAE systems, Journal of Computational and Applied Mathematics, 120, 1–25 [pdf]
- Ionides, Breto and King.(2006) Inference for nonlinear dynamical systems, Proceedings of the National Academy of Sciences, 103(49), 18438-18443. [ionides06.pdf]
- Kappen, H. (2007) An introduction to stochastic control theory, path integrals and reinforcement learning. In 9th Granada seminar on Computational Physics: Computational and Mathematical Modeling of Cooperative Behavior in Neural Systems, pp 149–181.pdf
- Ljung, Lennart. (1987) System Identification: Theory for the User, Prentice Hall, Englewood Cliffs.
- Wei Kang, Liang Xu (2009) Computational Analysis of Control Systems Using Dynamic Optimization, arXiv:0906.0215, External Link
Data sites
- Data site #1
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