SpeakerBowei XiPurdue Universityhttp://www.stat.purdue.edu/~xbw/ Description A multifractal fractional sum-difference model (MFSD) is a monotone transformation of a Gaussian fractional sum-difference...
Description When using survey data, researchers must evaluate how to effectively handle missing data. For social survey data, full information maximum likelihood methods are often implemented when the...
SpeakerSteve BaerArizona State Universityhttps://webapp4.asu.edu/directory/person/92954 Description From the periodicity of regional climate change to sustained oscillations in living cells, the...
Speaker Peter Z.G. Qian University of Wisconsin-Madison http://www.stat.wisc.edu/~zhiguang/ Description Cross-validation and stochastic optimization (i.e., optimization involving integrals) are...
SpeakerMichael SiegelNew Jersey Institute of Technologyhttp://math.njit.edu/people/siegel.php Description An efficient, non-stiff boundary integral method for 3D porous media flow with surface tension...
Speaker Larry Schumaker Vanderbilt University http://www.math.vanderbilt.edu/~schumake/ Description Piecewise polynomial spline spaces defined on mixed meshes consisting of triangles and rectangles...
SpeakerRenming SongUniversity of Illinois - Urbana-Champaignhttp://www.math.uiuc.edu/~rsong/ Description A subordinate Brownian motion is a L'evy process which can obtained by replacing the time of...
Description The talk will be firstly introduced J. Warner and S. Koutsourelakis's recent paper of Learning Solution to Multiscale Elliptic Problems with Gaussian Process Models. The basic ideas of...
Description We consider the problem of pricing and hedging of defaultable rating-sensitive claims. By a defaultable rating-sensitive claim, we mean a classical one broadened by a migration process and...
Description Precipitation is an important microstructure feature in alloys; and it affects many aspects of material properties and performance. With its importance, precipitation modeling and...
