Lancaster and Morecambe Bay

Lancaster Probability Days 2017

Tuesday 28 March - Thursday 30 March

This meeting will bring together probabilists from across the UK and is supported by Institute for Mathematics and its Applications (IMA) and the Royal Statistical Society (RSS). It will be of particular interest to those working in the following areas: Applications of probability to data science, Probabilistic models in risk and Planar random growth.

Each of these topics will have one day of the meeting devoted to it, with talks from three speakers in the afternoon. The mornings are reserved for discussions and collaborative work.

Topics

Applications of probability to data science

Two current topics in data science are adaptive and large-scale methods. Adaptive methods are methods that have minimal modelling assumptions while providing performance guarantees often on par with those of parametric methods with highly rigid assumptions. Such methods work well together with large scale methods that are able to make use of large amounts of data to infer complex models. Recent approaches to adaptivity and large-scale data processing will be presented in this workshop.

Probabilistic models in risk

Various advanced methods from probability theory are useful in study of risk models. Recently a good progress has been made in understanding of Cramer-Lundberg risk model with premium rate depending on the current level of risk reserve. Another current topic of research in risk theory is one related to models with heavy tailed claims which model occurrence of catastrophic events. These topics will be discussed in the workshop.

Planar random growth

Many examples of growth processes that occur in nature, for example cancer tumours, mineral deposits, and lightning strikes, exhibit complex stochastic behaviour. Although these models have generated substantial interest amongst mathematician and physicists over the last 50 years, it is only recently that researchers have begun to understand the long-range interactions that take place in such systems. In this workshop, we will discuss the main challenges that exist and the new techniques that are in the process of being developed.

Speakers

Heather Battey (Imperial College London)
     on Exploring and exploiting new structured classes of covariance and inverse covariance matrices
Natalia Bochkina (University of Edinburgh)
     on Adaptive Bayesian density estimation based on a gamma mixture
Denis Denisov (University of Manchester)
     on Tail asymptotics for the maximum  and exit times of random walks via martingales
Steffen Grünewälder (Lancaster University)
     on Compressed Empirical Measures
Dmitry Korshunov (Lancaster University)
     on Subexponential tails for negatively driven compound renewal processes with application to two-dimensional ruin problem
James Norris (University of Cambridge)
    on Fluid limits in infinite dimensions
Vittoria Silvestri (University of Cambridge)
    on Density of harmonic measure on the boundary of Hastings-Levitov clusters
Amanda Turner (Lancaster University)
    on Scaling limits of Laplacian random growth models
Vitali Wachtel (University of Augsburg)
    on Cramer-Lundberg risk processes with level-dependent premium rates.

Participation

Everybody is welcome to to attend this event and there is no registration fee. If you would like to take part, please send an email to probability@lancaster.ac.uk with the subject 'Lancaster Probability Days 2017'.

Venue

All talks will be held in the Postgraduate Statistics Centre Lecture Theatre (Room A54, building 48 on the campus map). Information on travelling to Lancaster University and some maps can be found in the section Travel information or here.

Schedule

Tuesday 28th: Applications of probability to data science

  • 13:00 - 13:00: Coffee and Tea
  • 13:30 - 14:30: Steffen Grünewälder
  • 14:45 - 15:45: Heather Battey
  • 15:45 - 16:15: Coffee and Tea
  • 16:15 - 17:15: Natalia Bochkina
  • 18:30: Conference dinner

Wednesday 29th: Probabilistic models in risk

  • 13:00 - 13:00: Coffee and Tea
  • 13:30 - 14:30: Dmitry Korshunov
  • 14:45 - 15:45: Vitali Wachtel
  • 15:45 - 16:15: Coffee and Tea
  • 16:15 - 17:15: Denis Denisov

Thursday 30th: Planar random growth

  • 13:00 - 13:00: Coffee and Tea
  • 13:30 - 14:30: Amanda Turner
  • 14:45 - 15:45: James Norris
  • 15:45 - 16:15: Coffee and Tea
  • 16:15 - 17:15: Vittoria Silvestri

The local organising committee consists of Alexander Belton, Natasha Blitvic, Steffen Grünewälder, Dmitry Korshunov, Amanda Turner and Dirk Zeindler (Chair).

Please direct any enquiries to the organisers or to probability@lancaster.ac.uk.