| Mon, October 27, 2008 |
|---|
| 09:00-09:30 | Opening |
| Morning session | Chair: Banks |
| 09:30-10:20 | Bernard Mair | Algorithms for Penalized Maximum Likelihood Estimation from Blurred Photonic Data |
| 10:20-10:50 | Break |
| 10:50-11:40 | Jong-Shi Pang | Inverse optimization and applications in finance |
| 11:40-14:00 | Lunch Break |
| Afternoon session | Chair: Munk |
| 14:00-14:50 | Guillaume Bal | Physics-based modeling of measurement correlations |
| 14:50-15:20 | Break |
| 15:20-16:10 | Ivan Mizera | Regularization prescriptions and convex duality: density estimation and Renyi entropies |
| 18:00-22:00 | Conference Dinner |
| Tue, October 28, 2008 |
|---|
| Morning session | Chair: Mathe |
| 09:00-09:50 | Samuli Siltanen | Discretization invariant Bayesian inversion and Besov space priors |
| 09:50-10:40 | Axel Munk | The estimation of different scales in microstructure noise models from a nonparametric regression perspective |
| 10:40-11:10 | Break |
| 11:10-12:00 | Sergei Pereverzyev | Adaptive Learning via the Balancing Principle |
| 12:00-14:00 | Lunch Break |
| Afternoon session | Chair: Siltanen |
| 14:00-14:30 | Tapio Helin | Statistical image segmentation with Bayesian approach |
| 14:30-15:00 | Break |
| 15:00-15:30 | Lassi Roininen | Two Dimensional Anisotropic Correlation Priors |
| 15:30-16:00 | Hanna Katriina Pikkarainen | Convergence results for the Bayesian inversion theory |
| Wed, October 29, 2008 |
|---|
| Morning session | Chair: Pironneau |
| 09:00-09:50 | Bernd Hofmann | Nature of ill-posedness and regularization approaches for some inverse problems in option pricing |
| 09:50-10:40 | Rama Cont | Inverse problems in option pricing: stochastic control formulation and duality methods |
| 10:40-11:10 | Break |
| 11:10-12:00 | Jorge Zubelli | On the Inverse Problem for the Risk Premium of Options in a Stochastic-Volatility Financial Model: Malliavin and PDE Techniques |
| 12:00-14:00 | Lunch Break |
| Afternoon session | Chair: Bal |
| 14:00-14:30 | Karyn Sutton | Inverse Problems in Epidemiology |
| 14:30-15:00 | Break |
| 15:00-15:30 | Nicolai Bissantz | Multi-Scale Selection of the Stopping Criterion for MLEM Reconstructions in PET |
| 15:30-16:00 | Frank Bauer | Using Stochastic Information for pMRI |
| Thu, October 30, 2008 |
|---|
| Morning session | Chair: Hohage |
| 09:00-09:50 | Olivier Pironneau | Some calibration techniques for the calibration of option pricing models |
| 09:50-10:40 | Peter Mathe | On Non-stability of some Inverse Problem in Option Pricing |
| 10:40-11:10 | Break |
| 11:10-12:00 | Manfred Deistler | Generalized Linear Dynamic Factor Models |
| 12:00-14:00 | Lunch Break |
| Afternoon session | Chair: Borcea |
| 14:00-14:30 | Mihaela Pricop | Nonlinear Tikhonov regularization with random noise for identifying a spacewise dependent heat source |
| 14:30-15:00 | Break |
| 15:00-15:30 | Stefan Kindermann | Crystal Growth and Inverse Problems in Random environments |
| Fri, October 31, 2008 |
|---|
| Morning session | Chair: Mair |
| 09:00-09:50 | Thorsten Hohage | Nonlinear statistical inverse problems and instrumental variables |
| 09:50-10:40 | H. Thomas Banks | Comparison of Probabilistic and Stochastic Formulations in Modeling Growth Uncertainty and Variability |
| 10:40-11:10 | Break |
| 11:10-12:00 | Liliana Borcea | Imaging and velocity estimation in randomly layered media |
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