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Understanding Umbrella Sampling Approaches to Rare Event Simulation
HostDepartment of Applied Mathematics SpeakerJonathan Weare, Assistant ProfessorDepartment of Statistics, James Franck Institute, and the college, The University of Chicagohttp://www.stat.uchicago.edu...
The Grothendieck Constant Is Strictly Smaller Than Krivine's Bound
HostDepartment of Applied Mathematics SpeakerYury MakarychevAssociate Professor, Toyota Technological Institute at Chicago / Department of Computer Science, University of Chicagohttp://ttic.uchicago...
Sample Path Properties for SDEs Driven by Fractional Brownian Motions
HostDepartment of Applied Mathematics SpeakerCheng OuyangAssistant Professor, Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicagohttp://homepages.math.uic.edu...
Jump Diffusions and Non-local Operators
HostDepartment of Applied Mathematics SpeakerZhen-Qing Chen, ProfessorDepartment of Mathematics, University of Washingtonhttps://www.math.washington.edu/~zchen/ Description Transition density function...
Derivatives Pricing Under Bilateral Counterparty Risk
HostDepartment of Applied Mathematics SpeakerSamim GhamamiQuantitative Risk Analysis Section, Reserve Bank Operations and Payment Systemshttp://www.federalreserve.gov/econresdata/samim-ghamami.htm...
A Validity Condition and the Foundations of Statistical Inference
HostDepartment of Applied Mathematics SpeakerRyan Martin, Associate ProfessorDepartment of Mathematics, Statistics and Computer Science, University of Illinois at Chicagohttp://homepages.math.uic.edu/...
Demand Uncertainty Reduces Market Power and Enhances Welfare
HostDepartment of Applied Mathematics SpeakerKrzysztof OstaszewskiIllinois State Universityhttps://math.illinoisstate.edu/krzysio/ Description Classical welfare economics assumes that the demand...
Divide & Recombine (D&R) with Tessera: High-Performance Computing for Deep Analysis of Big Data and Small
Host Applied Mathematics & Data Science Speaker William S. Cleveland Shanti S. Gupta Professor of Statistics, Purdue University http://www.stat.purdue.edu/~wsc/ Description Abstract: The widely used...
Strategies for Designing and Analyzing Multi-factor Randomized Experiments to Achieve Balance with Respect to Several Covariates
HostDepartment of Applied Mathematics SpeakerTirthankar Dasgupta, Associate ProfessorDepartment of Statistics, Harvard Universityhttp://statistics.fas.harvard.edu/people/tirthankar-dasgupta...