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Mathematical Challenges Past and Future
Speaker Joe Tribbia Institute for Mathematics Applied to Geosciences, NCAR http://www.cgd.ucar.edu/cdp/gdsstaffwebs/tribbia.htm Description The problem of predicting the future state of the weather...
Hedging of Credit Derivatives in Models with Totally Unexpected Default
Description The paper presents an overview of methods of hedging defaultable derivatives under the assumption that there exist tradeable assets with dynamics allowing for elimination of default risk...
Adaptive Poisson Disorder Problem
SpeakerErhan BayraktarUniversity of Michiganhttp://www.math.lsa.umich.edu/~erhan/ Description We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a...
Large Deviations for Markov Processes and Related Variational Problems
Description Large deviation estimates are probabilistic limit theorems which are used to describe atypical behavior of random systems. Markov processes are a rich class of probabilistic models. Their...
A Geometric Method for Automatic Extraction of Sulcal Fundi
Description Sulcal fundi are 3D curves that lie in the depths of the cerebral cortex and are often used as landmarks for downstream computations in brain image processing. In this talk, a sequence of...
Computing Accurate Eigenvalues of Structured and Random Matrices
SpeakerPlamen KoevMassachusetts Institute of Technologyhttp://www-math.mit.edu/~plamen/ Description Biologists often face the following problem: Given a set of taxa and information about them-which...