Differential equations (deterministic or stochastic) play a fundamental role in modelling dynamic phenomena in fields as diverse as physics, biology, finance, engineering, chemistry, biochemistry, neuroscience, ecology, meteorology, pharmacology, and others. Models defined via differential equations (or systems of differential equations) usually depend on finite or possibly infinite-dimensional parameters. In order to obtain a model that is useful in practice, it is critical to know these parameters, or to estimate them in case they are unknown. The workshop aims at providing a meeting place for researchers and practitioners in the area of parameter estimation for deterministic and stochastic differential equations, who will review different methods used to tackle the problems arising in these fields, assess the achieved progress, and identify future research directions. It is hoped that by bringing together experts in statistical estimation for differential equations, a fertile ground for exchange of mutually beneficial ideas will be created. The emphasis of the workshop is on presentation of new methodological work with a good balance from applications. Importantly, appropriateness of either deterministic or stochastic models in various contexts will be discussed and due attention to both the frequentist and the Bayesian approaches to parameter estimation of differential equations will be paid.

The workshop is a follow-up on the Workshop on Parameter Estimation for Dynamical Systems (PEDS-I) held on 8 - 10 June 2009 at Eurandom.

 

Organisers

Invited Speakers

Registration

We have reached the maximum number of participants and have closed the registration as from March 28.

Participants have to arrange their own hotel bookings. For hotel reservations we suggest to consult the webpage VVV Eindhoven Eindhoven Hotels. There is also a possibility to stay at our preferred hotel Crown Inn at a reduced rate of 69 euros per night (single room; excl. tax/breakfast).
Please email Patty Koorn for instructions on how to profit from this special offer.
For invited speakers hotel accommodation will be arranged by the organization. You are requested to indicate the arrival and departure dates on the registration form.
 

Programme (t.b.a.)

Monday June 4

Tuesday June 5

Wednesday June 6

Abstracts

Participants will be given an opportunity of presenting a talk or a poster on their own research. Abstract submission will be open from December 2011 onwards. Please submit your abstract/poster to

Shota Gugushvili.

Practical information

Contact
For more information please contact Mrs. Patty Koorn,
Workshop officer of  Eurandom

Sponsored by:

STAR

Last updated 28-03-12,
by PK