Annual Scientific Report 2003-2004 May 1, 2004 1 SAMSI Annual Scientific Report for 2003-2004 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, 2003 – June 30, 2004. 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 2 and the future B. Financial Summary C. Directorate’s Summary of Challenges and Responses D. Synopsis of Developments in Research and Education E. Evaluation by the SAMSI Governing Board. A. Outline of Activities and Initiatives 1. Second Year Programs and Activities Focused Study Programs • Network Modeling for the Internet (Fall 2003-Spring 2004) o Meeting on Measurement and Modeling (9/19/03) o Workshop on Internet Tomography and Sensor Networks (10/12/03- 10/15/03) o Workshop on Congestion Control and Heavy Traffic Modeling (10/31/03- 11/1/03) o Closing Workshop (6/24/04-6/26/04) • Multiscale Model Development and Control Design (Spring 2004) o Tutorials and Opening workshop (1/17/04-1/20/04) o Workshop on Multiscale Challenges in Soft Matter Materials (2/15/04- 2/17/04) o Workshop on Fluctuations and Continuum Equations for Granular Flow (4/16/04-4/17/04) Synthesis Program • Data Mining and Machine Learning (Fall 2003-Spring 2004) o Tutorials and Opening workshop (9/6/03-9/9/03) o Midterm Workday on Support Vector Machines (1/28/04) o Midterm Workday on Theory and Methods & Large p, Small n Inference (2/4/04) o Midterm Workday on Bioinformatics (2/11/04) o Closing workshop (5/17/04-5/18/04) 2 Education and Outreach • Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (7/21/03-7/30/03) • Two-Day Workshops for Undergraduates (11/14/03-11/15/03 and 2/13/04- 2/14/04) • Undergraduate Interdisciplinary Workshop (5/31/04-6/4/04) • Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (7/26/04-8/3/04) • Graduate Courses at SAMSI o Data Mining and Machine Learning, Fall 2003 o Data Statistical Analysis and Modeling of Internet Traffic Data, Fall 2003 o Long-range Dependence and Heavy Tails, Fall 2003 o Multiscale Model Development and Control Design, Spring 2004 Distinguished Lecture Series • Margaret Wright, “Direct Search Methods: The Sound and the Fuss” (10/7/03) • Jerome H. Friedman, “Importance Sampling: An Alternative View of Ensemble Learning” (11/4/03) • Jonathan Chapman, “A hierarcy of models for type-II superconductors” (3/2/04) • Thomas G. Kurtz, “Particle representations of continuum models” (4/6/04) Program Planning / Hot Topics Workshops • High Dimensional Inference and Random Matrices (2/29/04-3/1/04) • Mathematical and Statistical Research for National Security (4/1/04-4/2/04) • Design and Analysis of Computer Experiments for Complex Systems (7/13/04- 7/17/04) 2. Third Year Program Schedule Focused Study Programs • 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 (TBA) 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 Mid-Program Focused Workshop (TBA) o Closing Workshop (5/19/05-5/21/05) • 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 Summer School - “Fusing Models with Data: From Theory to Practice to Theory” (joint at NCAR, 6/12/05-6/23/05) Education and Outreach • Two 2-Day Workshops for Undergraduates will be held during the academic year • An Undergraduate Interdisciplinary Workshop will be held in early June 2005 3 • The Industrial Mathematical and Statistical Modeling Workshop for Graduate Students will be held in late July 2005 • Graduate Courses at SAMSI o Kepler/Lindsey, Fall 2004 o Alun Lloyd, Fall 2004 o Lloyd Edwards, Fall 2004 o Goldstein, Spring 2005 o Data Assimilation, Spring 2005 Tentative Programs for 2005-2006 • Mathematical and Statistical Research for National Security (Fall 2005 and Spring 2006) • High Dimensional Inference and Random Matrices (Fall 2005) • Mathematical and Statistical Finance (Fall 2005) • Astrostatistics (Spring 2006) 3. Developments and Initiatives Second-Year Developments • Planning workshops were instituted as a way to provide focus for future programs, and greatly improved the program development process. • The NISS University Affiliates program was converted to a joint NISS/SAMSI University Affiliates program, and the affiliates have had a significant effect on programs (see, e.g., the Internet and Data Mining/Machine Learning programs) • The website is being redesigned, and will include an interactive component to allow programs and workshops to have considerable advance planning. • Two-day outreach workshops were initiated, for undergraduates from around the country, successfully promoting the SAMSI vision. • Wireless networking was installed at SAMSI. • New Researcher Fellowships were established, to be given to new researchers (typically non-tenured or recently tenured), visiting for a semester or a year. • A collaboration with the American Institute of Mathematics was instituted in the area of Random Matrices; a SAMSI planning program was held at AIM and program interactions will continue. • A biweekly postdoctoral seminar was instituted, and proved very successful, both in allowing postdocs to better share their scientific developments and interests and to aid in the development of their presentation skills. Planned Third-Year Developments • Another staff person will be added, in part to deal with the more intensive evaluation schemes that were approved, and in part to systematize program development activities. • Additional collaborations with other institutes are being planned, to enhance the overall impact of mathematics and statistics; these initiatives include 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; 4 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 the upcoming workshop on Design and Analysis of Computer Experiments for Complex Systems, serving as a possible lead-in to a SAMSI program in the area; a co-sponsored Data Mining workshop in Toronto, serving as a significant outlet for dissemination of DMML program results; a potential new researcher meeting, as part of the Social Sciences program, to involve Canadian and U.S. new researchers in the area. 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 2 and the Directorate’s response to these challenges. 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. This year our focus shifted to the creation of programs to be driven, in large part, by outside scientists. Few programs come ‘ready made’ with leaders attached. Rather, it is a process of working with key individuals over time, to craft a program of key scientific interest and which they are willing to lead. We are finding that exploratory workshops can be helpful in the process of program creation, and that collaborating with other organizations (e.g., AIM, NCAR, IPAM, and NPCDS, as mentioned earlier) is also valuable in this process. Program Development: As mentioned above, the initial SASMI programs were directed by individuals who had been heavily involved in the creation of SAMSI, and so the process of developing the programs (recruiting participants and postdocs, forming working groups, planning workshops, etc.) was well-understood by the program leaders. The upcoming programs, however, will be lead by individuals with no or minimal previous connection to SAMSI, and they do not know how SAMSI ‘works.’ Documents were prepared outlining the process of program and workshop development, but we came to realize that these are not sufficient guidance. We are thus instituting other mechanisms to provide more hands- on guidance, including having directorate and NAC liaisons on each program committee; instituting regular meetings or conference calls between the program leaders and 5 directorate; and hiring another staff person, part of whose responsibility is ensuring that program development keeps to schedule. Program Operation and Evaluation: