Annual Scientific Report 2004-2005 May 1, 2005 1 SAMSI Annual Scientific Report for 2004-2005 This report is a version of the SAMSI Annual Report to the National Science Foundation, with sensitive financial data and personal information removed. It covers the period of SAMSI activities from July 1, 2004 – June 30, 2005. Past and future activities of SAMSI are also discussed. 0. Executive Summary The Executive Summary contains A. Outline of SAMSI Activities and Initiatives for Year 3 and the Future B. Financial Summary C. Directorate’s Summary of Challenges and Responses D. Synopsis of Research, Human Resource Development and Education E. Evaluation and Third Year Review F. Evaluation by the SAMSI Governing Board. A. Outline of Activities and Initiatives 1. Third Year Programs and Activities Regular Programs • Genomes to Global Health: the Computational Biology of Infectious Disease (Fall 2004-Spring 2005) o Opening Tutorials and Workshop (9/18/04-9/22/04) o Mid-Program Focused Workshop (1/31/05-2/1/05) o Transition Workshop and Symposium (5/22/05-5/24/05) • Latent Variable Models in the Social Sciences (Fall 2004-Spring 2005) o Tutorials and Opening workshop (9/11/04-9/15/04) o Symposium on Causality (3/29/05) o Workshop on Latent Variable Models and Survey Data (joint with NPCDS, 5/4/05-5/6/05) o Transition Workshop (5/19/05) o Closing Workshop (11/11/05-11/12/05) • Data Assimilation for Geophysical Systems (Spring 2005) o Tutorials and Opening Workshop (1/23/05-1/26/05) o Issues, Challenges & Interdisciplinary Perspectives (joint at IPAM, 2/22/05-2/26/05) o Mini-Workshop on Lagrangian Ocean Data Assimilation (4/12/05) o Mini-Workshop on Bridging Statistical Approaches and Sequential Data Assimilation (5/12/05) o Summer School - “Fusing Models with Data: From Theory to Practice to Theory” (joint at NCAR, 6/13/05-6/17/05) 3 Education and Outreach • Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (7/26/04-8/3/04) • Two-Day Workshop for Undergraduates (2/18/05-2/19/05) • PREP Workshop (joint with MAA, 5/25/05-5/28/05) • Undergraduate Interdisciplinary Workshop (5/30/05-6/3/05) • Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (7/25/05-8/2/05) • Mathematical and Experimental Modeling Course on NC-REN TV (Fall, 2004) • Graduate Courses at SAMSI o Computational Immunology and Immunogenomics, Fall 2004 o An Overview of Latent Variable Models in the Social Sciences, Fall 2004 o The Biophysics of Cell Signaling, Spring 2005 o Mathematical Modeling of Infectious Diseases, Spring 2005 o Data Assimilation Methods for the Ocean and Atmosphere, Spring 2005 o Computational and Statistical Methods for Inverse Problems, Spring 2005 Distinguished Lecture Series • Bette Korber, “Diversity considerations in HIV Vaccine Design” (11/30/04) • Eugenia Kalnay, “Data assimilation and ensemble forecasting: two problems with the same solution?” (1/25/05) • Alan Perelson, “Modeling viral infections” (1/31/05) • James Robins, “Optimal sequential decisions and causal inference” (3/29/05) Planning, Hot Topic, Technology Transfer, and Closing Workshops • Design and Analysis of Computer Experiments for Complex Systems (joint with NPCDS, 7/13/04-7/17/04) • Closing Workshop: Multiscale Model Development and Control Design (9/27/04-9/28/04) • Workshop on Data Mining Methodology and Applications (joint with NPCDS, 11/28/04-11/30/04) • Planning Meeting on Complex Data Structures (joint with NPCDS, 4/9/05- 4/14/05) • Stochastic Modeling for Financial Mathematics (joint with CRM, 6/1/05-6/5/05) • Random Graphs and Stochastic Computation (6/13/05-6/14/05) • Data Mining Technology Transfer Workshop (6/20/05-6/24/05) 2. Fourth Year Program Schedule Regular Programs • Financial Mathematics, Statistics and Econometrics (Fall 2005) o Opening Tutorials and Workshop (9/18/05-9/21/05) o Mid-Program Focused Workshop (TBA) o Transition Workshop and Symposium (2/26/06-2/28/06) • National Defense and Homeland Security (Fall 2005-Spring 2006) o Tutorials and Opening workshop (9/11/05-9/14/05) 4 o Mid-Program Focused Workshop (TBA) o Transition Workshop and Symposium (5/15/06-5/16/06) • Astrostatistics (Spring 2006) o Planning Workshop (7/14/05-7/15/05) o Tutorials (1/16/06-1/22/06) o Opening Workshop (1/23/06-1/25/06) o Closing Workshop (at Penn State, 6/11/06-6/14/06) Education and Outreach • Two 2-Day Workshops for Undergraduates will be held during the academic year • A PREP Workshop (joint with MAA) will be held in late May 2006 • An Undergraduate Interdisciplinary Workshop will be held in early June 2006 • The Industrial Mathematical and Statistical Modeling Workshop for Graduate Students will be held in late July 2006 • Graduate Courses at SAMSI o E. Gheysels, Fall 2005 o R. Sircar, Fall 2005 o NDHS topics course, Fall 2005 o Astrostatistics topics course, Spring 2006 Tentative Programs for 2006-2007 • High Dimensional Inference and Random Matrices (Fall 2006) • Development, Assessment and Utilization of Complex Computer Models (Fall 2006, Spring 2007) o Subprogram in Engineering Models o Subprogram in Biomedical Models o Subprogram in Ecological Models 3. Developments and Initiatives Third-Year Developments • Technology-transfer workshops are being tried as a mechanism for dissemination of research from SAMSI programs. • The website redesign was completed. • An online postdoctoral application system was instituted, enabling much faster response by the directorate and remote program leaders. • PREP workshops (joint with the MAA) were instituted as a way to reach teaching faculty at four-year colleges about the SAMSI vision. • Another staff person was added, in part to deal with the more intensive evaluation schemes that were approved, and in part to systematize program development activities. • Consideration of expansion of space, through an addition to the NISS building, was undertaken. 5 • Additional collaborations with other institutes were instituted, to enhance the overall impact of mathematics and statistics; these initiatives included o activities with the National Center for Atmospheric Research, relating to the Data Assimilation program, including joint postdoctoral appointments and a planned joint summer graduate educational program; o a joint workshop with the Centre de Recherches Mathématiques in financial mathematics; o a joint workshop with the Institute of Pure and Applied Mathematics in data assimilation; o a variety of coordinated activities with the Canadian National Program on Complex Data Structures, including a planning workshop for the SAMSI program on the Design and Analysis of Computer Experiments for Complex Systems a co-sponsored Data Mining workshop in Toronto, serving as a significant outlet for dissemination of DMML program results; a co-sponsored meeting on social sciences and complex surveys, in concert with the SAMSI social sciences program joint working groups were formed and active in latent variable modeling and complex surveys. Planned Fourth-Year Developments • Databases will be updated: o An internal financial database (not dependent on Partner universities) will be installed. o Sophisticated participant and scheduling databases (from IMA) will be installed. o Data-reporting to NSF will be standardized among institutes. • Continuing efforts will be made to optimize the operation of workshops; in particular, directorate liaisons will play roles as workshop facilitators where warranted. • Recognition of the centrality and success of working groups means that future one-semester programs will be extended (before or after the program semester). • National accessibility to working groups will be greatly enhanced through initiatives discussed in part E. • Summer schools are being instituted (this summer in Data Assimilation, and next summer in Computer Modeling). • A SAMSI Science Advisory Board will be created to provide input into the initiation and development of interdisciplinary SAMSI programs. • We will formalize (and advertise) the policy that any graduate student can apply to participate in a SAMSI program. The details of this program are given in E. • An NAC member will become liaison to the E&O committee, allowing for more extensive national input into this crucial activity. • Changes in cooperation among DMS institutes. o Yearly directors meeting o Broadening participation, including diversity: Best practices will be exchanged, including diversity databases. 6 At activities involving broadening, an institute will provide time for other institutes to report relevant opportunities. Diversity events, such as CAARMS and the Blackwell-Tapia conference, will be coordinated. o A common institutes webpage is being created. o Related scientific programs will be discussed, with overlap reduced, and joint workshops and activities instituted when warranted. 7 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 lead 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; and 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, and will here confine discussion to the challenges that arose in Year 3 and the Directorate’s response to these challenges. Additional issues were raised during the recent Third-Year Review of SAMSI; these issues and our planned response to them are outlined in Part E of the Executive Summary. Program Initiation: Most of the programs conducted during the first two years had been part of the initial SAMSI grant proposal, and hence had local individuals as leaders or co- leaders. During the third year, programs had a roughly 50-50 mix of local and non-local leaders. The key to this success was being able to bring the outside leaders (e.g., Byron Goldstein, Kayo Ide and Leonard Smith) to SAMSI for a significant part of the programs.