Events Archive

Approximate Counting

SpeakerDaniel Stefankovic University of Rochesterhttp://www.cs.rochester.edu/~stefanko/ Description Counting problems arise in a wide variety of areas, for example, enumerative combinatorics...

Bettr Bases for Kernel Spaces

Network Flow Problems: A Survey

Description We shall give a brief overview of basic concepts in network flows and the two classical problems of min cost and max flow. Our main focus will be the min-cost network flow with convex cost...

Minimal Supersolutions of Convex BSDEs and Robust Extensions

SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...

Some Tools for Sampling Complex Probability Distributions

Description This talk will survey my efforts with coworkers to develop and analyze Monte Carlo sampling algorithms for complex (usually high dimensional) probability distributions. The algorithms can...

Quasi Standard error for Monte Carlo and Quasi Monte Carlo Methods

Event Topic: Computational Mathematics & Statistics

The Real Logic of Drawing Graphs

Speaker Marcus Schaefer DePaul University http://ovid.cs.depaul.edu/ Description We study the complexity of several geometric graph drawing problems, including the recognition problem for intersection...

NAG Presentation and Demonstration on Computational Optimization and its Applications

Description NAG invites you to join an innovative presentation hosted at the Illinois Institute of Technology that includes a selection of software demonstrations, as well as a detailed discussion...

Pricing CDS Index Options in a Nonlinear Filtering Model

SpeakerDr. Alexander HerbertssonUniversity of Gothenburg, Swedenhttp://www.economics.handels.gu.se/english/staff/senior_lecturers-lecturers-_researchers/alexander_herbertsson/ Description We derive...

Optimal Design When Gradient Information is Available

Event Topic: Computational Mathematics & Statistics