Spatially-varying stochastic differential equations, with application to the biological sciences

(July 6,2015 - July 10,2015 )


Peter Craigmile
Statistics, The Ohio State University
Radu Herbei
Department of Statistics, The Ohio State University

In biology, ecology, and public health there has been a growth in the use of stochastic differential equations (SDEs) to model scientific phenomena over time. SDEs have the ability to simultaneously capture the known deterministic dynamics of the variable of interest (e.g., chemical levels within a cell, the chemical or physical characteristics of a river, the presence, absence and spread of a disease), while enabling a modeler to capture the unknown dynamics or measurement processes in a stochastic setting. In this four-�‐day workshop, 20 resident students will learn about the use of SDEs to model physical phenomena in the biological sciences. Participants will learn how to define and manipulate SDEs, and will understand the difficulties in performing statistical inference on the parameters of SDEs using data. Students will relate the modeling of SDEs to the theory of spatial and temporal data analysis, and will carry out a small group project to discover and investigate how to model data from various disciplines within the biological sciences. The lectures will be taught by a selection of external and internal speakers, each of which have a different experience in different aspects of modeling using SDEs, as well as in spatial and temporal data analysis. A variety of teaching methods will be used in the workshop (including lectures, as well as a chance to work on written and computer exercises).

Monday, July 6, 2015
Time Session
Tuesday, July 7, 2015
Time Session
Wednesday, July 8, 2015
Time Session
Thursday, July 9, 2015
Time Session
Friday, July 10, 2015
Time Session
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