Feb
9
SPDE by Kernel-Based Methods
Event Topic: Computational Mathematics & Statistics
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Feb
2
Optimal Recovery of Reproducing-Kernel Banach Spaces
Event Topic: Computational Mathematics & Statistics
Jan
30
A Nonparametric Empirical Bayes Framework for Large-Scale Multiple Testing
SpeakerRyan MartinUniversity of Illinois at Chicagohttp://homepages.math.uic.edu/~rgmartin/index.html Description In this talk I will present a flexible and identifiable version of the two-groups...
Jan
26
Optimization of Type la Supernovae Selection, Photometric Typing, and Cosmology Constraints
Event Topic: Computational Mathematics & Statistics
Jan
23
Some Functional Inequalities for Stochastic Differential Equations Driven by Brownian Motions
SpeakerCheng OuyangUniversity of Illinois at Chicagohttp://homepages.math.uic.edu/~couyang/ Description Fractional Brownian motion is a natural generalization of Brownian motion. Study of stochastic...
Jan
19
The Reliability of Error Estimates for Multivariate Numerical Integration
Event Topic: Computational Mathematics & Statistics
Jan
10
Stochastic Transport and Assembly of Intracellular HIV-1 Gag Proteins: Modeling and Numerical Simulations
Speakerhttp://www.math.colostate.edu/~liu/ Description The group-specific antigen (Gag) protein is encoded by human immunodeficiency virus type 1 (HIV-1), which causes the Acquired Immuno Deficiency...
Nov
28
Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching
SpeakerAgostino CapponiPurdue Universityhttps://engineering.purdue.edu/Engr/People/NewFaculty/New_Faculty_2010 Description We consider a portfolio optimization problem in a defaultable market with...
Nov
21
Approximate Counting
SpeakerDaniel Stefankovic University of Rochesterhttp://www.cs.rochester.edu/~stefanko/ Description Counting problems arise in a wide variety of areas, for example, enumerative combinatorics...
Nov
9
Minimal Supersolutions of Convex BSDEs and Robust Extensions
SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...