Probabilistic Numerics

Roundtable

Forming a Community

Register

Cost

This meeting will gather researchers interested in probabilistic numerical methods for a two-day discussion forum (August 21-22) in beautiful Tübingen.

Probabilistic Numerics

Numerical methods for optimization, quadrature, linear algebra, the solution of differential equations etc. are typically used as building blocks for high-level algorithmic pipelines. For all such methods, the question of accuracy is crucial: all solve intractable problems in finite time. Probabilistic Numerical Methods interpret finite-precision as uncertainty, treating both their inputs (from other numerical algorithms) and outputs as probability distributions. This approach leads to modular algorithms that can be combined so as to achieve desired accuracy at minimal possible computational cost.

Roundtable

The roundtable is being organised by Philipp Hennig (MPI Tübingen) and Michael Osborne (Oxford).

We are very happy to announce that Mark Girolami (UCL / Warwick) will be presenting an invited talk at the roundtable.

The roundtable will take place from the morning of 21 August to the early afternoon of 22 August. Hosted by the Max Planck Institute for Intelligent Systems in Tübingen, Germany, it will provide an informal setting for everyone interested in the development of probabilistic numerical methods. The roundtable is neither a workshop nor a conference. There will be no proceedings, and you do not have to submit a paper to attend. Apart from a small number of talks, the schedule will focus strongly on small-group discussions on specific aspects. Some of the questions we want to discuss include

Forming a Community

Over the past years, a number of researchers stemming largely from the areas of machine learning and statistics have attempted to build such probabilistic numerical methods. A first meeting point for this group was the 2013 NIPS Workshop on Probabilistic Numerics. We are still a fledgling community, in fact many of us do not know each other well, and we do not always know of each other's work. The Probabilistic Numerics Roundtable hopes to alleviate this problem.

Register

If you want to participate in the roundtable, please send an email to philipp.hennig at the domain tuebingen.mpg.de. Tell us (in fewer than 200 words) why you would like to contribute, and whether there are any topics you would particularly like to discuss. Note that the round table does not publish proceedings, and there will be very few plenary talks, so you do not need to submit any work. The main reason to attend is to contribute to the discussion and meet colleagues.

Cost

The cost of participation is EUR 80, which covers coffee and lunch breaks, and dinner on Thursday 21 August. Participants have to cover their own travel and lodging cost. Unfortunately, we can not offer bursaries. However, we have reserved a limited number of rooms in the Institute guest house, which can be booked for a low rate, on a first-come first-served basis. You will be informed about how to reserve such rooms, and how to transfer your participation fee upon registration.