February 18, 2011, 1100 Webb

Stochastic dynamics provides a rich framework for analyzing and designing optimization and simulation methods. In continuous black-box optimization, bio-inspired concepts from Darwinian evolution have triggered the development of numerous algorithms, including Genetic Algorithms and Evolution Strategies. Despite the success of these algorithms in real-world applications, however, the underlying stochastic dynamics remains poorly understood, and guarantees of solution quality and convergence are not available for any but the simplest toy cases. We analyze stochastic optimization algorithms as probability processes based on Gaussian Adaptation and illustrate several analogies and connections with stochastic processes in chemistry and physics, as well as with adaptive MCMC sampling. Exploiting these connections helps understand stochastic optimization algorithms, but also inspires more efficient algorithms for adaptive sampling and stochastic simulations. The latter is shown for chemical kinetics on the example of the PDM exact Stochastic Simulation Algorithm.

Ivo F. Sbalzarini is Assistant Professor of Computational Science at ETH Zurich since April 2006 and head of the MOSAIC Group.
Ivo Sbalzarini is a Swiss citizen and was born in 1977 in Arbon, Switzerland. During 1997-2002 he studied Mechanical Engineering at ETH Zurich, with majors in computational fluid dynamics and control. In 2002 he received his diploma in Mechanical Engineering, which was awarded the Willi Studer Prize. Between 2002 and 2006, Ivo Sbalzarini was a PhD student with the Institute of Computational Science at ETH Zurich, where he significantly contributed to establishing the close collaboration between Biology and Computational Science at ETH Zurich. In early 2006, he received his PhD in Computer Science under the supervision of Professor Petros Koumoutsakos. His thesis work was awarded the prestigious Chorafas Prize for 2006.
Ivo Sbalzarini intermediately stayed at the NASA Ames Research Center, USA (2000), at the Center for Turbulence Research at Stanford University, USA (2002), and at the California Institute of Technology in Pasadena, USA (2005). In addition, he was an invited Professor at Ecole Normale Supérieure (ENS), Paris, France (2007) and group leader at the Mediterranean Institute for Life Sciences, Split, Croatia (2007-2008).
His research focuses on developing, applying, and teaching methods from computational science for complex real-world systems. This includes work on hybrid particle-mesh methods for mutli-scale simulations, parallel high-performance computing, bio-inspired optimization, and bio-medical image processing. Current applications include non-equilibrium biomatter, lipid membranes, biopolymers and proteins, and morphogenesis.
Ivo Sbalzarini is a member of the governing board of the Technical Society of Zurich (TGZ), a member of the Swiss Institute of Bioinformatics (SIB), and was a member of the Project Group "Swiss National Strategic Plan for High Performance Computing and Networking".