Apr
15
Large Tournament Games
Host Department of Applied Mathematics Speaker Jaksa Cvitanic Division of The Humanities and Social Sciences, California Institute of Technology https://jaksacvitanic.com/ Description We consider a...
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Apr
8
Conditional McKean-Vlasov SDEs and Some Related Stochastic Optimization Problems
HostDepartment of Applied Mathematics SpeakerJin MaDepartment of Mathematics, University of Southern Californiahttps://dornsife.usc.edu/jin-ma/ Description We study a class of conditional McKean...
Mar
29
Big Data and the Dynamical Systems Approach: New Directions and Applications (chemistry, geophysical fluid dynamics) in Applied Mathematics
Host Department of Applied Mathematics Speaker Stephen Wiggins School of Mathematics, University of Bristol http://www.bristol.ac.uk/maths/people/stephen-r-wiggins/index.html Description The...
Mar
25
Markov Chain Approximation Algorithm EMCEL, Its Convergence and Perturbation Analysis
HostDepartment of Applied Mathematics SpeakerMikhail UrusovDepartment of Mathematics, University of Duisburg-Essenhttp://homepage.alice.de/murusov/ Description We propose a new algorithm, called EMCEL...
Mar
14
Understanding Rare But Catastrophic Events: Heavy-Tailed Large Deviations
Host Department of Applied Mathematics Speaker Chang-Han Rhee Department of Industrial Engineering and Management Sciences, Northwestern University https://chrhee.github.io/ Description Many rare...
Mar
4
Managing Default Contagion in Inhomogeneous Financial Networks
HostDepartment of Applied Mathematics SpeakerNils-Christian DeteringDepartment of Statistics and Applied Probability, University of California at Santa Barbarahttp://www.pstat.ucsb.edu/faculty...
Feb
18
Hot Streaks in Artistic, Cultural, and Scientific Careers
HostDepartment of Applied Mathematics SpeakerDashun WangDepartment of Industrial Engineering and Management Sciences, Northwestern Universityhttps://www.kellogg.northwestern.edu/faculty/directory/wang...
Feb
11
Topological Insulators and obstruction to localization
HostDepartment of Applied Mathematics SpeakerGuillaume BalDepartment of Statistics & Department of Mathematics, University of Chicagohttps://www.stat.uchicago.edu/~guillaumebal/ Description...
Feb
4
Variations on a Theme by G. Dantzig: Revisiting the Principles of the Simplex Algorithm
HostDepartment of Applied Mathematics SpeakerJesus A. De LoeraDepartment of Mathematics, University of California at Davishttps://www.math.ucdavis.edu/~deloera/ Description Linear programs (LPs) are...
Jan
28
Stochastic Linear Algebra for Scalable Gaussian Processes
HostDepartment of Applied Mathematics SpeakerDavid BindelDepartment of Computer Science, Cornell Universityhttp://www.cs.cornell.edu/~bindel/ Description Gaussian processes (GPs) define a distribution...