More to come here as we finalize the description of the various lecture series. Check back in!

Uncertainty quantification in physical systems (Lye)

This lecture series will introduce the motivation for and core concepts behind uncertainty quantification in physical systems. We will cover Monte Carlo methods and their variants, and explore alternative algorithms for computing uncertainty in specific settings. We will also use the uncertainty quantification framework to discuss the efficient construction and best-practice use of surrogate models. The presentation will be accompanied by small, self-contained coding exercises to help participants engage with and better understand the material.

Practical Bayesian inference using MCMC methods (Reinarz)

This lecture series will focus on practical Bayesian inference using MCMC methods, including multilevel extensions, supported by hands-on use of UM-Bridge to run complex models efficiently.

Kjetil Olsen Lye

Kjetil Olsen Lye is a Research Scientist at SINTEF Digital in Oslo, working at the intersection of uncertainty quantification, machine learning, and high-performance computing, with a strong focus on industrially relevant applications. He holds a PhD in applied mathematics from ETH Zurich and a master’s degree in pure mathematics from the University of Oslo.

Anne Reinarz

Dr Anne Reinarz is an Associate Professor of Computer Science at Durham University working in the Scientific Computing group. Her research focuses on developing scalable algorithms and software for Bayesian inference, with particular emphasis on high-performance computing and multilevel methods. She is a core developer of UM-Bridge (Uncertainty Quantification and Modeling Bridge), a unified model interface designed to make complex scientific simulations accessible to a wide range of uncertainty-quantification tools

All lectures will take place at Dr. Holms Hotel in Geilo, Norway. Participants will receive more information by email. Exact times will also appear in the following schedule once the program is completely finalized.

Booking a train/checking the train schedule is done through Vy. The hotel is a walkable distance from the train station in Geilo.

You can subscribe to the above calendar by using this link.

See the About page for general information about the winter school.

Costs and registration

There is no registration fee for the winter school, but participants must cover their own travel costs and hotel costs at Dr. Holms. Hotel rates per person:

• 2 195 NOK/night for single room.
• 1 755 NOK/night in a double room.

You can register for the winter school here.

Room allocation

The winter school has a limited number of rooms at Dr. Holms which will be reserved on a first come first serve basis. We have in previous years exceeded our room allocation, so please register as early as possible!

Posters

We welcome all posters to be presented, and will make space in the program for a poster session in which participants can present their work to colleagues and others. The aim of the session is to make new contacts and share your research, and it is an informal event. You need to indicate in your registration if you want to present a poster during the poster session. Please limit your poster to A0 in portrait orientation.

The organizing committee for the Geilo Winter School consists of

• Øystein Klemetsdal, Research Scientist (Department of Mathematics and Cybernetics, SINTEF).
• Torkel Andreas Haufmann, Research Manager (Department of Mathematics and Cybernetics, SINTEF). 

To get in touch with the committee, send an email .