2018 Gene Golub SIAM Summer School: Inverse Problems: Systematic Integration of Data with Models under Uncertainty

Program ID: 81-G2S3 [#608]
Program Title: 2018 Gene Golub SIAM Summer School
Program Type: Graduate or early career program
Program Location: Breckenridge, Colorado, United States [map]
Subject Areas: Mathematics, Computer Science, Statistics, Engineering, and Science
Application Deadline: 2018/02/08** (posted 2017/11/01, updated 2017/10/25, listed until 2018/04/01)
Program Description:    

*** the list date or deadline for this program has passed, and no new applications will be accepted. ***

2018 Gene Golub SIAM Summer School

Inverse Problems: Systematic Integration of Data with Models under Uncertainty (June 17-30, 2018)

Organizers and Instructors: 

  •  Omar Ghattas (The University of Texas at Austin)
  •  Youssef Marzouk (MIT)
  •  Matthew Parno (US Army Corps of Engineers)
  •  Noemi Petra (University of California, Merced)
  •  Georg Stadler (New York University)
  •  Umberto Villa (The University of Texas at Austin)

The 2018 Gene Golub SIAM Summer School will be held June 17-30 at the DoubleTree by Hilton hotel in Breckenridge, Colorado, USA. Graduate students will be introduced to the mathematical and computational aspects of inverse problems, particularly modern developments that emphasize the quantification of uncertainty in the inverse solution within the framework of Bayesian inference. The summer school will feature an integrated and coherent presentation that begins with ill-posedness and regularization, develops the ideas and tools for deterministic inversion via numerical optimization, and elaborates formulations and solution methods for the modern Bayesian perspective, building on several of the deterministic tools. The concepts introduced in the morning lectures will be put into practice in afternoon hands-on laboratory sessions using open-source software (hIPPYlib, MUQ) implementing state-of-the-art deterministic and Bayesian inversion methods. Students will work together on projects that will be presented on the last day of the school.


  •  Introduction to inverse problems, ill-posedness, regularization 
  •  Numerical optimization methods 
  •  Variational calculus, first and second-order sensitivity 
  •  Adjoint methods and PDE-constrained optimization 
  •  Bayesian statistical framework 
  •  Linear-Gaussian Bayesian inverse problems 
  •  MCMC for general nonlinear Bayesian inverse problems 
  •  Advanced topics in Bayesian computation I: Infinite-dimensional Bayesian inversion 
  •  Advanced topics in Bayesian computation II: Sequential inference, optimal experimental design


Applicants should be currently enrolled in a PhD or MS program in mathematics or related fields such as computer science, statistics, engineering, or science. Part of our mission is to increase diversity in the fields of applied mathematics and computational science & engineering. We therefore particularly encourage female students and students from under-represented minority groups to apply, as well as students from smaller institutions.

Financial support:

Thanks to the generous sponsorship from SIAM, applicants selected to participate pay no registration fee, and costs of local accommodation and meals will be covered for all participants. In addition, we will be able to offer (at least partial) travel support upon request. A request for funding will not influence the decision on acceptance to the school.

More details about this program can be found at http://g2s3.com.

Application Materials Required:
Submit the following items online at this website to complete your application:
Further Info:
Breckenridge, Colorado, USA

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