***ANNOUNCEMENT***

Workshop on Parameter Estimation for Dynamical Systems (PEDS-II)

Date: 4-6 June 2012

Location: Eurandom, Eindhoven, The Netherlands

Summary: 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.

Invited speakers: Florence d'Alché-Buc (Université d'Evry-Val d'Essonne), 
Lorenz Biegler (Carnegie Mellon University), Mark Girolami (University College 
London), Rikkert Hindriks (Universiteit Twente), Stefano Iacus (Università 
degli Studi di Milano), Lennart Ljung (Linköpings universitet), Markus Reiß 
(Humboldt-Universität zu Berlin), Michael Sørensen (University of Copenhagen), 
Eberhard Voit (Georgia Institute of Technology), Darren Wilkinson (Newcastle 
University), Harry van Zanten (Eindhoven University of Technology).

Registration: Registration is mandatory for participation in the workshop and 
can be done through the workshop website. The registration fee is €100. There 
is no closing date for registration, but the number of places is limited. 
Participants will be given an opportunity to present talks and posters on their 
research.

Organisers: Chris Klaassen (Universiteit van Amsterdam & Eurandom), Aad van der 
Vaart (Vrije Universiteit & Eurandom), Shota Gugushvili (Vrije Universiteit) 
and Bart Bakker (Philips Research).

For additional information please visit the workshop website:

http://www.few.vu.nl/~shota/peds2.php
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