January 19, 2022 – January 21, 2022 all-day


In this workshop we will focus on Bayesian inference as well as optimizationand sampling with application to the Lotka-Volterra predator-prey system ofnon-linear ordinary differential equations (ODEs).  The first half of theworkshop will focus on the theoretical foundations for the problem of interestand the second half will apply them using the Korali software from a sequentialand parallel perspective through the Python programming language.Korali is a high-performance framework for Bayesian Uncertainty Quantification(UQ), optimization, and reinforcement learning. Korali's multi-languageinterface allows the execution of any type of computational model, eithersequential or distributed (MPI) using the C++ or Python programming languages.Korali provides a simple interface that allows users to easily describestatistical / deep learning problems and choose the algorithms to solve them.

Session 1 (THEORY):

What is Bayesian inference?

Optimization and sampling


Session 2 (THEORY/KORALI):

Bayesian inference for computational models

Inferring parameters for systems of ODEs

Application example: Lotka-Volterra (fit parameter with uncertainty)

Introduction to Korali and user interface via python


Session 3 (KORALI):

Practical examples in Korali

Running Korali in parallel