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COMIP-IJAI 2017 : Special Issue of IJAI - Combinatorial Optimization Methods for Inverse Problems | |||||||||||||||||
Link: http://www.ceser.in/ceserp/index.php/ijai/about/editorialPolicies#custom-1 | |||||||||||||||||
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Call For Papers | |||||||||||||||||
Inverse Problems are problems related to parameter and state estimation (inputs) based on (possibly) real-noisy observations (perturbed outputs). This kind of problems is widely occurred in many scientific fields. For instance, the application fields range from parameter estimation in Partial Differential Equations to state estimation in Data Assimilation. Usually, the estimation process is performed by making use of Bayesian inference wherein errors associated to priors and observations are assumed to follow some known probability distribution. Since the estimation is based on a stochastic process, commonly, the posterior estimate is chosen to be the Maximum A Posteriori (MAP) estimate, this is, the sample from the posterior distribution which maximizes the posterior probability. Depending on the number of components (parameters) to be estimated and the quality of the prior sample, the posterior estimate can provide meaningful or meaningless information about the true set of parameters and their corresponding uncertainty. This is clear since the MAP is nothing but a sample from the posterior distribution and depending on its unknown bias, for instance, it can be possible to improve the predicted parameters by taking another sample from the posterior distribution. This is a particular case which opens the door to stochastic algorithms in order to improve the quality of predicted values based on Bayesian inferences.
Papers are welcome on all aspects of Combinatorial Optimization applied to Inverse Problems, including, but not restricted to: • Markov Chain Monte Carlo (MCMC) methods for computing posterior estimates. • Combinatorial optimization in Bayesian inference. • Local Search methods in Data Assimilation. • Meta-heuristics in Covariance Matrix estimation. • Stochastic Methods for Uncertainty Quantification. • Stochastic Algorithms for Network Design. • Decision Support Systems based on historical data. Important Dates: December 30, 2016: Expression of interest (title and abstract to guest editors) February 28, 2017: Full manuscript and cover letter April 30, 2017: Review comments and decision May 30, 2017: Revised, final manuscript Paper Submission System: EasyChair [ https://easychair.org/conferences/?conf=ijaicomip2017 ] Guest Editors: Elias D. Nino-Ruiz, Ph.D. Assistant Professor Department of Computer Science Universidad del Norte Email: enino@uninorte.edu.co Website: https://sites.google.com/a/vt.edu/eliasnino/ Barranquilla, Colombia Xinwei Deng, Ph.D. Associate Professor Department of Statistics Virginia Tech Email: xdeng@vt.edu Website: www.stat.vt.edu/people/faculty/Deng-Xinwei.html Blacksburg, VA 24060, USA Ivan Saavedra Antolínez, Ph.D. Director of Professional Services Competitive Insight, LLC Email: isaavedra@ci-advantage.com Website: https://www.linkedin.com/in/ivan-saavedra-antolinez-58111423/en Atlanta, GA 30080, USA Yezid Donoso, Ph.D. Associate Professor Department of Computer Science Universidad del los Andes Email: ydonoso@uniandes.edu.co Website: https://sistemasacademico.uniandes.edu.co/~ydonoso/ Bogota, Colombia ----------------------------- International Journal of Artificial Intelligence” does not want any publication fee for the International Journal of Artificial Intelligence. But all authors of papers published in special issues need to pay a fee (which may be approx. 40 EUR) to download their paper after the publication in the journal. ---------------------------- |
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