Mar
7
Lifting the Curse of Dimensionality:
Event Topic: Computational Mathematics & Statistics
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Mar
7
Lifting the Curse of Dimensionality: Numerical Integration in Very High Dimensions
SpeakerIan SloanUniversity of New South Waleshttp://web.maths.unsw.edu.au/~sloan/ Description Richard Bellman coined the phrase “the curse of dimensionality” to describe the extraordinarily rapid...
Mar
6
On Mining Big Data
Description Abstract The problem of big data has become increasingly importance in recent years. On the one hand, the big data is an asset that potentially can offer tremendous value or reward to the...
Mar
4
Privacy and Integrity of Remote Storage and Computation
Description Abstract Cloud computing provides on demand remote storage and computation resources at a cost that depends only on the usage rate. However, the loss of the physical control over data and...
Mar
1
Codes with bounded distances, and their applications to distance graphs
Description In Coding Theory, the maximum size of binary codes of length n with minimum distance d is a well studied problem. In this talk, we study binary codes when there is a restriction on maximum...
Mar
1
From Text to Knowledge: Advances in Information Extraction and Social Media Analysis
Description Abstract The continued growth of online text data presents exciting opportunities for automated knowledge discovery. In this talk, I will present two lines of research developing machine...
Feb
26
Reliable Error Estimation in Numerical Integration with Quasi Monte Carlo Methods
Event Topic: Computational Mathematics & Statistics
Feb
25
Bilateral Credit Valuation Adjustment for Credit Default Swaps Portfolios
Description We obtain a closed-form expression for the bilateral counterparty valuation adjustment of a credit default swaps portfolio referencing an asymptotically large number of entities. We...
Feb
25
Dynamic Acceptability Indices
Systemic Risk Description Tao Chen Title: Dynamic Acceptability Indices Mr. Tao Chen will continue to discuss concave distortions in dynamic case. Yu-Sin Chang Title: Systemic Risk Ms. Yu-Sin Chang...
Feb
25
Interactive Machine Learning in High-Expertise Domains
Description Abstract Machine learning and data mining methods have emerged as cornerstone technologies for transforming the deluge of data generated by modern society into actionable intelligence. For...