Statistical Analysis of Computer Code Outputs 
   
EPSRC Workshop at Gregynog
April 10 - 14, 2000

On this page you will find information about the workshop Statistical Analysis of Computer Code Outputs, supported by EPSRC, held at Gregynog, Wales, 10-14 April, 2000. The organisers of this workshop were: A. O'Hagan (Sheffield), S. French (Manchester) and J. Q. Smith (Warwick).

The workshop and its objectives

The title of the workshop refers to statistical methods for tackling problems in the use of complex computer models. If we regard the computer code as a function f relating the inputs x to the outputs y through y=f(x), we are concerned in general with various problems of inference about the outputs.

Specific inferences include:

There are various ways of tackling these problems by statistical methods. For example, some methods rely on a Monte Carlo approach which runs the code to evaluate the output at a random sample of input configurations. Such methods typically demand large numbers of runs of the code, which is impractical in many situations where a single run of the code can take several minutes, or even hours.

Some approaches treat the code as a black box defined by an unknown function f. Although f is of course known in principle, in practice we do not know its value f(x) at any given input configuration x without actually running the computer code. These methods in effect make inference about f, or about appropriate functionals of f, using as data the outputs y1=f(x1), ..., yn=f(xn) from a set of n runs of the code. This is a relatively new field, and the purpose of the workshop is to identify and contrast the range of methods currently being employed.

Accomodation and travel

Accomodation

The workshop is to be held at Gregynog. Most of the rooms at Gregynog accommodate two or more people. There is therefore plenty of scope for partners or other accompanying persons sharing a room with participants. If you wish to bring a partner or other accompanying person, please let Janice Whittaker know. There will be a charge of 60.51 GBP per person including VAT per 24 hours (children under 12, 27.32 GBP). Please specify double bed, twin beds, etc..

If you have any special dietary or other needs, please contact Janice Whittaker, tel +44 (0)114 222 3900, or 0790 180 4402, fax +44 (0)114 222 3909. Our contact at Gregynog is Cheryl Baker, tel +44 (0)1686 650224.

Travel arrangements

If travelling by train, the main train connections serve Newtown, which is the nearest station to Gregynog. Information as of 8.2.00 indicates that trains are due to arrive there at 12.07 on 10 April, although there are earlier trains, and coach services are available on some routes. These trains are the 11.30 from Shrewsbury, the 10.21 from Birmingham New Street and the 10.38 from Wolverhampton. Gregynog is 6 miles from the station so we have already arranged onward transport to arrive in time for lunch (delays permitting). As journey times will differ for different delegates it may be more feasible for some to travel the day before. Accommodation is available at Gregynog on 9th April at extra cost not funded by the Workshop.

Excursion

The Wednesday afternoon will be free time to allow for an excursion. Participants can choose between several options. The first is a visit to Powys Castle. This is a good example of a British "stately home" owned by the National Trust. The house is very interesting and the gardens are extensive and beautiful. We will provide transport to Powys Castle (on the edge of the nearby town of Welshpool), but admission will be an extra cost of 6.50 GBP.

The second option is a walk. There is excellent hiking country around, and we plan to walk a small section of Offa's Dyke Path, one of Britain's best long-distance footpaths. The dyke was built by the English King Offa to keep out the marauding Welsh, and the path follows the course of the dyke along the entire Welsh border. There is the possibility of having an experienced guide for the walk, but again this would entail a small charge. Anyone wishing to take the walk is strongly advised to bring proper walking boots, as the path is sometimes rough and there is sure to be some mud!

Third, the grounds of Gregynog are also extensive, with many paths, so if you want a peaceful afternoon you could just stay at Gregynog. Finally, you could of course do anything else you wish - the afternoon is yours. We could transport you to a local town which may be of interest for sight-seeing/local history/shopping etc. The nearest town is Newtown. Welshpool has a little steam railway to Llanfair Caereinion. On a nice day, that is a pleasant thing to do, going up quite a steep gradient through a nice wooded valley.

Please let Janice Whittaker know which option you are likely to choose, so that we know provisional numbers for Powys and the walk. If you opt for the walk, please say whether you would be prepared to pay a small charge for a guide.

Presentations, posters, discussions and evening sessions

Posters

There will be a single poster session on Tuesday evening. You should aim at something no more than 3ft long by 2ft wide. We have sufficient offers of posters now: if you have told us you only might be bringing one, please confirm if you are actually going to do so.

Discussion Groups

We have some discussion sessions scheduled in the programme. The intention is to split into groups for free discussion of any topics of interest. We will be gathering ideas for discussion topics at the start of the workshop, so please come prepared!

We also have some more informal presentations on the Monday and Tuesday evenings (the latter coinciding with the poster session). This is not because we feel obliged to work you hard every minute you are at Gregynog! We just think it might be interesting to consider some rather open-ended, speculative or loosely connected matters to let our brains down gently after dinner.

Presentation facilities

If you are giving a talk and wish to use computer projection in your presentation, Gregynog can provide a projector and a laptop with the latest version of Powerpoint which will support all earlier versions. If you haven't already done so please let Janice Whittaker know that you require this facility. If you need other software, you will need to bring it yourself, and you might then be advised to bring your own laptop.

E-mail

Gregynog is not equipped with internet access for guests. (They have plans, but these have not matured in time for our workshop.) For genuinely important and urgent matters, the management can provide help, but you should consider the week at Gregynog as a peaceful haven away from the tyranny of email!

This page is maintained by Jonathan Rougier. It was last updated on 02.10.00.