Flemming Holtorf

Flemming is a PhD student at MIT working on computational techniques for uncertainty quantification and optimization under uncertainty.

Talks:

19:30 UTC

Dynamical Low Rank Approximation in Julia

07/28/2022, 7:30 PM7:40 PM UTC
Red

We present LowRankArithmetic.jl and LowRankIntegrators.jl. The conjunction of both packages forms the backbone of a computational infrastructure that enables simple and non-intrusive use of dynamical low rank approximation for on-the-fly compression of large matrix-valued data streams or the approximate solution of otherwise intractable matrix-valued ODEs. We showcase the utility of these packages for the quantification of uncertainty in scientific models.

17:30 UTC

Stochastic Optimal Control with MarkovBounds.jl

07/29/2022, 5:30 PM5:40 PM UTC
JuMP

We present MarkovBounds.jl -- a meta-package to SumOfSquares.jl which enables the computation of guaranteed bounds on the optimal value of a large class of stochastic optimal control problems via a high-level, practitioner-friendly interface.

Platinum sponsors

Julia ComputingRelational AIJulius Technology

Gold sponsors

IntelAWS

Silver sponsors

Invenia LabsBeacon BiosignalsMetalenzASMLG-ResearchConningPumas AIQuEra Computing Inc.Jeffrey Sarnoff

Media partners

Packt PublicationGather TownVercel

Community partners

Data UmbrellaWiMLDS

Fiscal Sponsor

NumFOCUS