[Forum SIS] Politecnico di Milano - Seminario S. Castruccio

[Laura M. Sangalli]

Si avvisa che in data 13-06-2017, alle ore 14:30 precise, presso l'Aula 
Seminari "F. Saleri" VI piano - Dipartimento di Matematica, Politecnico 
di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente 
seminario:



Relatore:

Stefano Castruccio, Newcastle University, UK



Titolo:

Stochastic Approximations of Complex Deterministic Models: Environmental 
Applications



Sommario:

Climate models are among the most used tools for impact assessment and 
policy making, and they are instrumental to obtain physically consistent 
projections of future climate. While it is of crucial importance to 
assess the sensitivity of such models to different input such as 
scenarios and parametrizations, a comprehensive analysis is not feasible 
due to computational and memory constraints. In this talk I will present 
new classes of global space-time statistical models (emulators) that can 
provide useful stochastic approximations to climate models. Emulators 
trained on a small set of model runs allow to perform sensitivity 
analysis with surrogate runs that are orders of magnitude faster to 
compute than the original climate model.
I will also discuss some of my methodological research on global 
space-time statistical models, spanning from nonstationary Gaussian 
processes in the sphere x time domain that can account for land/ocean 
regimes and vertical profiles of temperatures, to skew-t processes for 
daily data. The large dimensionality of the model output, comprising of 
hundreds of millions data points, poses significant computational 
challenges, and in this talk I will also introduce a new sequential 
likelihood approximation that will allow scalable, parallelizable and 
asymptotically consistent inference for massive datasets.


Tutti gli interessati sono invitati a partecipare.



Cordiali saluti,
Laura Sangalli


-- 
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli at polimi.it
url: http://mox.polimi.it/~sangalli