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...
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...
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...
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...
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...
Event Topic: Computational Mathematics & Statistics
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...
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...
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...
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. First, we will present some background...
