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Feb
19

Simultaneous Inference on Time-Varying Models

to Rettaliata Engineering Center, Room 104

HostDepartment of Applied Mathematics SpeakerSayar KarmakarDepartment of Statistics, University of Chicagohttps://sayarkarmakar.github.io/ Description The term "time-varying (tv) coefficient models"...

Feb
14

Backward SDE Methods for Nonlinear Filtering Problems

to Rettaliata Engineering Center, Room 104

HostDepartment of Applied Mathematics SpeakerFeng BaoDepartment of Mathematics, The University of Tennessee at Chattanoogahttps://www.utc.edu/faculty/feng-bao/ Description We consider a dynamical...

Feb
13

Bounds and Asymptotic Dynamics for Nonlinear Evolution Equations

to Robert A. Pritzker Science Center, Room 240

HostDepartment of Applied Mathematics SpeakerAndrei TarfuleaDepartment of Mathematics, University of Chicagohttp://math.uchicago.edu/~atarfulea/ Description Understanding the behavior of solutions to...

Feb
12

Goodness-of-Fit Tests for Stochastic Block Models Using Algebraic Tools

to Rettaliata Engineering Center, Room 104

Host Department of Applied Mathematics Speaker Vishesh Karwa Department of Statistics & Department of Computer Science, Harvard University http://www.personal.psu.edu/vkk106/ Description Stochastic...

Feb
8

Numerical Quadrature Over Bounded Smooth Surfaces

to Robert A. Pritzker Science Center, Room 152

HostDepartment of Applied Mathematics SpeakerJonah A. ReegerDepartment of Mathematics and Statistics, Air Force Institute of Technologyhttp://www.jonahareeger.com/ Description This talk describes a...

Feb
5

Stratified Markov Chain Monte Carlo

to Rettaliata Engineering Center, Room 104

HostDepartment of Applied Mathematics SpeakerBrian van KotenDepartment of Statistics, University of Chicagohttps://galton.uchicago.edu/~vankoten/ Description In stratified survey sampling, one divides...

Feb
2

Some Numerical Aspects of (Martingale) Optimal Transportation

to Robert A. Pritzker Science Center, Room 152

HostDepartment of Applied Mathematics SpeakerGaoyue GuoMathematical Institute, University of Oxfordhttps://www.maths.ox.ac.uk/people/gaoyue.guo Description Martingale optimal transport (MOT), a...

Jan
10

Identifying Linear Dynamical Systems with Stochastic Forcing

to Rettaliata Engineering Center, Room 104

HostDepartment of Applied Mathematics SpeakerVivak PatelDepartment of Statistics, University of Chicagohttps://galton.uchicago.edu/~vpatel/ Description In studies of time-dependent phenomena...