WPMSIIP is an annual workshop on interval probability, or more generally imprecise probability, and related statistical inference. The explicit aim of the workshop is to stimulate discussion on ongoing research and open problems. Participants can of course present recent results if relevant for such discussions, but they can also just introduce open problems.
WPMSIIP 2019 returns to Durham, where the workshop series was started in 2008, and where it was also held in 2010 and 2016. It was further held in Munich (2009, 2012, 2015), Ljubljana (2011), Lugano (2013), Ghent (2014), Compiegne (2017) and Oviedo (2018).
The WPMSIIP workshop will be held at Durham University in 2019, between 9th and 12th September, with a networking activity (eg hiking) to take place on 13th.
Schedule will follow in due course.
Decision making: Organisers: Camila Caiado & Matthias C. M. Troffaes (Durham)
The main goal of the session is to generate discussions on open problems that relate to decision making under severe uncertainty, modelled via imprecise probability, or via other frameworks targetting severe uncertainty. Potential topics include algorithms, choice functions, utility theory, axiomatic frameworks, and so on. We also welcome applications that involve decision making but where probabilities are hard to fully quantify.
Patrick Schwaferts: “Bayesian decisions using regions of practical equivalence (ROPE) and imprecise loss functions”
Gert de Cooman: “Choice functions”
Camila Caiado: “Evaluating betting odds and free coupons using desirability”
Matthias C. M. Troffaes: “Algorithms and benchmarking for imprecise decision criteria”
Michael Goldstein & Hailiang Du: “Inverting the Pareto boundary: the Bayes linear approach to uncertainty quantification for decision support”
Henna Bains: “Methods to communicate decision making using imprecise probabilities with a wider audience”
Computation: Organisers: Louis Aslett & Daniel Krpelik (Durham)
This session will investigate computational methods for assessing inferences from imprecise probability models.
The aims are to discuss the current state-of-the-art, on-going research, and what obstacles stand in the way of application of imprecise probability models in broader practice. Contributions to present in the session welcomed.
- Tathagata Basu: “Sensitivity Analysis of Adaptive LASSO”
Risk and Reliability: Organiser: Frank Coolen (Durham)
Risk and reliability are areas with many interesting practical problems and a wide range of challenges for quantitative methods. Information may be scarce, of low quality or only available from related settings. Decisions may require to take preferences from many people or no specific people into account. Imprecision of probabilities and utilities may provide suitable tools in these areas, many challenges remain.
- Zarif Zaman: Comparing the probability propagation method with the survival signature on a simple network.
Statistical Inference: Organiser: Frank Coolen & Tahani Coolen-Maturi (Durham)
Imprecision can be included in statistical methods in a variety of ways. This session is aimed at reasons for doing so and suitable methods, in particular with focus on the benefits of imprecise statistical methods compared to standard approaches.
Severe uncertainty in engineering: Organisers: Daniel Krpelik and Tathagata Basu (Durham)
The UTOPIAE project investigates techniques for uncertainty modelling and manipulation in aerospace engineering.
Engineers are aware that uncertainty plays a major role in their endeavour, but accounting for uncertainties in their models introduces many challenges (computational, philosophical,…) even if just precise stochastic models are used. In this session, we aim to introduce several problems from the UTOPIAE project and how far they’ve advanced in uncertainty modelling and hope to ignite a discussion on what could be done better. Presentations of other engineering problems are welcomed and encouraged.
- Tathagata Basu: “Robust Bayesian Analysis of Spectroscopic Data”
Confirmed participants include:
- Louis Aslett (Durham)
- Thomas Augustin (Munich)
- Tathagata Basu (Durham)
- Henna Bains (Durham)
- Camila Caiado (Durham)
- Frank Coolen (Durham)
- Tahani Coolen-Maturi (Durham)
- Gert de Cooman (Gent)
- Daniel Krpelik (Durham)
- Georg Schollmeyer (Munich)
- Patrick Schwaferts (Munich)
- Matthias Troffaes (Durham)
- Zarif Zaman (Liverpool)
There will be NO FEES to participate in the meeting. Participants should book accommodation themselves and also pay for meals and refreshments, although we aim to provide refreshments during breaks within the sessions. We will aim to organize a joint dinner on Wednesday or Thursday evening, and will contact participants about this in advance of the meeting.
Please contact Tahani Coolen-Maturi (email@example.com) by 15 August to register for the meeting.
We hope that all participants give at least one presentation or introduce a discussion on a topic of interest. Participants are also very welcome to arrange a session of multiple presentations or discussions. Please contact Tahani (firstname.lastname@example.org) as soon as possible with any plans or suggestions for such contributions.
The meeting will take place in the Department of Mathematical Sciences at Durham University.
We recommend participants to book accommodation at Durham Colleges, in particular at St Cuthbert’s Society where we have reserved some rooms. Durham City also has several hotels at walking distance from the venue.
If you would like to book at St Cuthbert’s Society, please click here.
Louis Aslett (Durham University)
Frank Coolen (Durham University)
Tahani Coolen-Maturi (Durham University)
Daniel Krpelik (Durham University)
Getting to Durham
Details about how to get to Durham are available from the university website here. The city lies on the Eastern mainline railway served by LNER, CrossCountry Trains and TransPennine Express. It is also just 10 minutes off the A1(M) motorway. From further afield, flights are available to Newcastle International Airport.
Click the markers in the Google Map below for details about key locations for the workshop: