Sergej. N. Bernstein

Synergy of Stochastic and Numerical Methods

Felix Bernstein


 Universität Göttingen DFG-GRADUIERTENKOLLEG 1023
Identification in Mathematical Models
Synergy of Stochastic and Numerical Methods

Positive Definite Functions in
Numerical Analysis and Statistics


Göttingen, September 18-20, 2008

Organized by:
Prof. Dr. R. Schaback (Georg-August-Universität Göttingen)
Prof. Dr. M.  Schlather (Georg-August-Universität Göttingen)

The workshop will be held at:
Georg-August University Göttingen
Institute for Numerical and Applied Mathematics
Lotzestrasse 16-18
D-37083 Göttingen

Aims and Scope

In recent years, methods based on positive definite functions (“kernels”) have emerged as a useful tool in various applications, including geostatistics, machine learning, parameter identification, and meshless methods for solving partial differential equations. So far, probabilistic and deterministic approaches applying kernels were developed independently. The goal of this workshop is to bring together researchers from these disciplines in order to improve synergy and to open new joint research fields.

Workshop topics include kernel-based methods for
  • reconstruction of functions from scattered data (Kriging)
  • model selection and parameter identification
  • machine learning
  • meshless methods for PDE
  • applications
  • simulation
with special focus on
  • kernel/variogram selection
  • kernel scaling and parameter estimation
  • error behavior, efficiency, and impacts on sampling strategies
  • stability behavior and regularization techniques
  • numerical aspects of solving linear equations based on kernel matrices

In order to improve the mutual understanding of researchers in stochastic and numerical methods, the primary goal of this workshop is to learn about the state of the art in  "the other" field. Therefore we intend to have extensive discussions after a few invited general survey lectures instead of filling the available time by scheduling many specialized individual contributions. Consequently, we restrict further contributions to posters, but these are encouraged, in particular if they address the interaction between numerical and statistical techniques.

Local Organizing Committee:

 Robert Schaback and Martin Schlather  with help by Heike Ahrens and Christian Rieger


There will be a conference fee of 20 €, payable at the conference desk.
Please register for the conference until August 1st, 2008
using the following e-mail address:

Heike Ahrens (
Georg-August-Universität Göttingen
Institute for Numerical and Applied Mathematics
Lotzestr. 16-18  D-37083 Göttingen
++49 551 39 4523

There will be a possibility to present a poster in a special
poster session. Participants should  indicate this in their registration
and provide a title and an abstract until August 1st, 2008.

Sponsored by

Graduiertenkolleg “Identification in Mathematical Models: Synergy of Stochastic and Numerical Methods” (DFG)

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