NSF Annual Report 2006-2007 Submitted to the National Science Foundation May 1, 2007 1 NSF Annual Progress Report for 2006-2007 As outlined in the NSF-SAMSI Cooperative Agreement DMS-0112069, the following is the Annual Progress Report for the Statistical and Applied Mathematical Sciences Institute (SAMSI), for the period July 1, 2006 – June 30, 2007. Past and future activities of SAMSI are also discussed. 0. Executive Summary Executive Summary contains A. Outline of SAMSI Activities and Initiatives for Year 5 and the Future ...............3 B. Financial Overview ...............................................................................................7 C. Directorate’s Summary of Challenges and Responses..........................................8 D. Synopsis of Research, Human Resource Development, and Education.............11 E. Recommendations from the Renewal Site Visit Report......................................23 F. Evaluation by the SAMSI Governing Board.......................................................27 Annual Report Table of Contents.........................................................................31 A. Outline of Activities and Initiatives 1. Fifth Year Programs and Activities Regular Programs • High Dimensional Inference and Random Matrices (Fall 2006) o Opening Workshop and Tutorials (9/17/06-9/20/06) o Bayesian Focus Week, Oct.30 - Nov. 3, 2006 o Large Graphical Models and Random Matrices, Nov. 9-11, 2006 o Workshop on Geometry, Random Matrices and Statistical Inference, Jan. 16-19, 2007 o Transition Workshop (April 10-13, 2007, at AIM) o Joint NCAR and SAMSI workshop: Application of Random Matrices: Theory and Methods, May 7-9, 2007. • Development, Assessment and Utilization of Complex Computer Models (Fall 2006, Spring 2007) o Summer School on the Design and Analysis of Computer Experiments (8/11/06-8/16/06 at Simon Fraser U.) o Opening Workshop (9/10/06-9/14/06) o Joint Engineering and Methodology Subprograms Workshop, Oct. 26-17, 2006 o Joint NCAR and SAMSI workshop: Geophysical Models at NCAR: A Scoping and Synthesis Workshop, Nov. 13-14, 2006 o Biosystems Modeling Workshop, March 5-7, 2007 o SAMSI/MUCM Mid-Program Workshop, April 2-3, 2007 o Terrestrial Mid-Program Workshop, April 4, 2007 3 o Transition Workshop, May 14-16, 2007 o Workshop of the working group on Calibration of Computational Models of Cerebral Blood Flow, May 17, 2007 o Joint NCAR/SAMSI Workshop: Application of Statistics to Numerical Models: New Methods and Case Studies, May 21-24, 2007 Summer Programs • Multiplicity and Reproducibility in Scientific Studies (7/10/06-7/28/06) o Opening Workshop (7/10/06-7/12/06) o Transition Workshop (7/27/06-7/28/06) • Dynamic Treatment Regimes and Multistage Decision-Making (June 18-29, 2007) o Tutorials (6/18/07 – 6/20/07) o Opening Workshop (6/21/07-6/22/07) o Transition Workshop (6/28/07-6/29/07) Education and Outreach • Summer School on the Design and Analysis of Computer Experiments (8/11/06- 8/16/06 at Simon Fraser U.) • 2-Day Workshop for Undergraduates, focusing on Random Matrices: November 17-18, 2006 • 2-Day Workshop for Undergraduates, focusing on Computer Modeling: March 2-23, 2007 • Interdisciplinary Workshop for Undergraduates (5/21/07-5/25/07) • The Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (July 23-31, 2007) • Graduate Courses at SAMSI o Flowing Granular Materials, Fall 2006 o Random Matrices, Fall 2006 o Environmental Modeling, Spring 2007 o Geometry, Random Matrices and Statistical Inference, Spring 2007 Planning, Hot Topic, Technology Transfer, and Transition Workshops • Planning Meeting for a possible Neuronal Modeling program: February 9, 2007, in Pittsburgh. • Transition Workshop of the Astrostatistics program working group on Statistical Inference Problems in High Energy Physics and Astronomy at BIRS, 7/15/06- 7/20/06 2. Sixth Year Program Schedule • Summer Program on Geometry and Statistics of Shape Spaces (July 7-13, 2007) o Tutorials (7/8/07-7/9/07) o Opening Workshop (7/10/07-7/12/07) • Risk Analysis, Extreme Events and Decision Theory (Fall 2007, Spring 2008) o Opening Workshop and Tutorials (9/16/07-9/19/07) 4 o Mid program workshops - TBD o Transition Workshop (May, 2008) • Random Media (Fall 2007, Spring 2008) o Opening Workshop and Tutorials (9/23/07-9/26/07) o Mid-program workshops – TBD o Transition Workshop (May, 2008) • Environmental Sensor Networks (Spring 2008) o Planning Workshop (October, 2007) o Opening Workshop (1/14/08-1/17/08) o Mid-program workshops – TBD o Transition workshop - TBD Education and Outreach • 2-Day Workshop for Undergraduates (11/16/07-11/17/07) • 2-Day Workshop for Undergraduates (2/29/08-3/1/08)) • Infinite Possibilities Workshop: November 2-3, 2007 • Interdisciplinary Workshop for Undergraduates (May 19-23, 2008) • The Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (July 21-29, 2008) • Graduate Courses at SAMSI o Risk Analysis, Extreme Events and Decision Theory: Fall 2007 and Spring 2008 o Random Media: Fall 2007 and Spring 2008 o Environmental Sensor Networks: Fall 2008 Planning and Brainstorming Meetings • Planning Meeting for Neuronal Modeling program: Fall, 2007 • Brainstorming meeting on Nanotechnology: October 2007, at Purdue Univ. Tentative Programs for 2008-2009 • Sequential Monte Carlo Methods for Scientific Computing • Algebraic Techniques in Statistics and Systems Biology 3. Developments and Initiatives Fifth-Year Developments • A summer school was tried in advance of the SAMSI Computer Modeling program, and was very successful in jump-starting the research of postdocotoral fellows and graduate students in the program. We are similarly planning a series of educational activities in Fall, 2007, in advance of the Spring 2008 program on Environmental Sensor Networks. • National accessibility to working groups was greatly enhanced through initiatives discussed in section C of the Executive Summary. • An NAC Scientific Advisory Board is being created to provide input into the initiation and development of interdisciplinary SAMSI programs. 5 • The opportunities for external graduate students to participate in SAMSI research programs were greatly enhanced. • Databases are being updated: o Participant and scheduling databases (from IMA) are being installed. • The quarterly newsletter samsi.info was established. • Additional research collaborations with other institutes were initiated to enhance the overall impact of mathematics and statistics, including o Activities with the National Center for Atmospheric Research, relating to both the Random Matrices and Computer Modeling programs, including a joint postdoctoral appointment and three joint workshops. o A transition workshop at BIRS. o A transition workshop at AIM. o A variety of coordinated activities with the Canadian National Program on Complex Data Structures, including the Summer School on Computer Modeling. Planned Sixth-Year Developments • Brainstorming workshop will be held in areas of research in which there is not a clear path forward for creation of a SAMSI program. Initial areas considered for these workshops are: o Nanotechnology (at Purdue University in Fall, 2006) o Quantum Computation • Expansion of space, through an addition to the NISS building, is under consideration. 6 C. Directorate’s Summary of Challenges and Responses SAMSI has been successful in achieving its’ goals. The scientific programs have been of high caliber, and have led to significant new and ongoing research collaborations between, statistics, applied mathematics, and disciplinary sciences. There has been significant human resource development, through the postdoctoral and graduate programs and through involvement of senior researchers in new interdisciplinary areas. Many students across the country have been shown the SAMSI vision through educational outreach programs and courses. We feel that these successes are amply demonstrated throughout the report; some highlights are given in section D of the Executive Summary. This section discusses the challenges that arose in Year 5 and the Directorate’s response to these challenges. Additional issues were raised during the site visit of SAMSI as part of the renewal process; these issues and our response to them are outlined in Section E of the Executive Summary. National Leadership and Scope: The Third Year review highlighted the need for SAMSI to continue the transition to national leadership of programs, and we have completed the transition. The programs in Year 5 were entirely driven by outside leaders, and all programs in Year 6, and those being considered for Year 7, likewise have primary outside leadership. Of course, these programs will still have significant participation of local scientists; indeed, one of the major strengths of SAMSI is its’ ability to draw to its programs stellar local talent in applied mathematics, statistics, and disciplinary sciences. We realized that it is necessary to have a leading local scientist to coordinate this local talent, so each program is now also assigned a local scientific coordinator. The Education and Outreach program is also broadening in terms of national scope, in several ways. First, the Education and Outreach Committee is being reconfigured to strengthen the national base. The national committee will be charged with the task of proposing new E&O activities, providing information to potential participants, and disseminating information regarding the SAMSI E&O Program to the national community. We will also be