Apr
18
Deterministic Randomness
Description I will discuss processes that combine determinism and randomness. The main focus of this talk will be the analysis of an algorithm using "power of two choices" techniques to create a cost...
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Apr
18
Analyzing Reproducing Kernal Approximation Methods via A Green Function Approach
Event Topic: Computational Mathematics & Statistics
Apr
16
Moving Least Squares Regression for High-Dimensional Simulation Metamodeling
Description Moving least squares regression works well as a smoothing method in low-dimensional problems when there are many design points. We will present an algorithm for moving least squares that...
Apr
11
A New Toolkit for Mixed-Integer and Nonlinear Optimization
SpeakerDr. Sven LeyfferArgonne National Labhttp://www.ci.anl.gov/profile/245 Description Scientists and engineers are increasingly turning from the simulation of complex processes to the optimization...
Apr
9
Dynamic Trees for Response Surface Learning and Optimization
SpeakerRobert GramacyUniversity of Chicagohttp://www.chicagobooth.edu/faculty/directory/g/robert-brandon-gramacy Description This talk presents a new response surface methodology, dynamic trees, for...
Apr
5
Some Topics on Meshfree Approximation: Shepard's Algorithms and Applications
Event Topic: Computational Mathematics & Statistics
Apr
4
Error Analysis over Cones Instead of Balls
Event Topic: Computational Mathematics & Statistics
Apr
2
Ruin Problems with Model Uncertainty
SpeakerJin MaUniversity of Southern Californiahttp://www-bcf.usc.edu/~jinma/ Description In this talk I will discuss some ruin problems for insurance models with investment, in a general market...
Mar
29
A Fast Least Square Solver for Stable Gaussian Computations
Event Topic: Computational Mathematics & Statistics
Mar
26
PDE/Numerical Analyses and Computations of Some Diffuse Interface Models of Viscous Two-Phase Flows
Speaker Steve Wise University of Tennessee http://www.math.utk.edu/~swise/Site/Welcome.html Description Diffuse interface methods approximate the separating boundary between two fluid phases using an...