Â鶹APP

The Reliability of Error Estimates for Multivariate Numerical Integration

Event Topic: Computational Mathematics & Statistics

Stochastic Transport and Assembly of Intracellular HIV-1 Gag Proteins: Modeling and Numerical Simulations

Speakerhttp://www.math.colostate.edu/~liu/ Description The group-specific antigen (Gag) protein is encoded by human immunodeficiency virus type 1 (HIV-1), which causes the Acquired Immuno Deficiency...

Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching

SpeakerAgostino CapponiPurdue Universityhttps://engineering.purdue.edu/Engr/People/NewFaculty/New_Faculty_2010 Description We consider a portfolio optimization problem in a defaultable market with...

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...