Optimal Derivatives of Noisy Simulations
SpeakerStefan WildArgonne National Laboratoryhttp://www.mcs.anl.gov/~wild/ Description Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific...
SpeakerStefan WildArgonne National Laboratoryhttp://www.mcs.anl.gov/~wild/ Description Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific...
Speaker Sergey Nadtochiy University of Michigan http://www.lsa.umich.edu/math/people?uniqname=sergeyn Description Consider a regular diffusion on a real line, with the transition semigroup (P t). We...
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will finish proving the properties of dynamic acceptability indices induced by g-expectation...
Event Topic: Computational Mathematics & Statistics
Description Are you curious about the cutting-edge research conducted at the computer science department? Are you interested in working with the computer science faculty? Find out what we are doing by...
SpeakerDongbin XiuPurdue Universityhttp://www.sci.utah.edu/~dxiu/ Description Polynomial interpolation is well understood on the real line. And many techniques in multi-dimensional space employs the...
Open Problems Description Crossing Numbers : Introduction to topological graph theory - how to distinguish between the 'independent odd crossing number' and the 'odd crossing number'. Open Problems...
Description Are you curious about the cutting-edge research conducted at the computer science department? Are you interested in working with the computer science faculty? Find out what we are doing by...
CDS Pricing Description Tao Chen Title: Acceptability Indices, g-Expectation and G-Expectation Mr. Tao Chen will present the properties of dynamic acceptability indices induced by g-Expectation and...
Event Topic: Computational Mathematics & Statistics