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Events Archive

Julienne Kabre
Apr 22, 4:40pm
Applied Mathematics - Seminar - E1 025
Wed.
Apr 22
Oleg E. Roderick - Geisinger Health System
Apr 22, 3:15pm to 6:00pm
Applied Mathematics - Seminar - E1 102
Modern, evidence-driven approach to healthcare relies on accumulation of electronic medical records. Data sets with medical histories now cover decades of time and millions of patients. Most of this data is never made available to external researchers. In this talk, Roderick discusses a common... read more
Wed.
Apr 22
Matthew Lorig - University of Washington
Apr 20, 4:40pm
Applied Mathematics - Colloquia - LS 152
Abstract: We consider a general local-stochastic volatility model and an investor with exponential utility. For a European-style contingent claim, we derive an explicit approximation for both the buyer's and seller's indifference price.  Additionally, we translate indifference prices into... read more
Mon.
Apr 20
Steven Damelin - Mathematical Reviews, American Mathematical Society
Apr 20, 11:25am
Applied Mathematics - Seminar - E1 102
Abstract: Kernel machines such as the Support Vector Machine are attractive because they can approximate functions or decision boundaries arbitrarily well with enough training data. Unfortunately, methods that operate on the kernel matrix (Gram matrix) of massive data sets in high dimensions... read more
Mon.
Apr 20
Apr 15, 4:40pm
Applied Mathematics - Colloquia - LS 152
Abstract: The Discrete Fourier Transform (DFT) is one of the most useful and powerful transformations in science and engineering. It is also a wonderfully efficient algorithm. Interestingly, when the data is sparse we can do better. We discuss algorithms for the sparse Fourier transform problem, in... read more
Wed.
Apr 15
Despina Stasi
Apr 15, 3:15pm
Applied Mathematics - Seminar - E1 121
Abstract: Clarkson’s sampling algorithm was the first expected linear-time algorithm for solving linear programs with a fixed number of variables. It was later shown to apply to more general non-linear geometric problems called LP-type problems. Finally Gartner et al proposed Violator Spaces as the... read more
Wed.
Apr 15
Chris Mitillos - IIT
Apr 15, 12:45pm
Applied Mathematics - Seminar - E1 102
Graph Fall-Colouring is the problem of partitioning a graph into independent dominating sets. Unlike typical graph-theoretic problems, this partition may not always exist. In this talk, we will review some constructions of fall-colourable graphs with many different fall-colourings. We will also... read more
Wed.
Apr 15
Cyril Imbert - Université Paris-Est Créteil
Apr 13, 4:40pm
Applied Mathematics - Colloquia - LS 152
In this talk, Imbert will present results obtained with P. Biler and G. Karch about a porous medium equation whose pressure law is non-local and non-linear. The results concern the existence of signed weak solutions, explicit self-similar compactly supported solutions and finite speed of... read more
Mon.
Apr 13
Hualong Feng
Apr 8, 4:40pm
Applied Mathematics - Seminar - E1 025
Wed.
Apr 8
Songting Luo - Iowa State University
Apr 6, 4:40pm
Applied Mathematics - Colloquia - LS 152
Abstract: We present a Eulerian geometrical-optics method, namely fast Huygens sweeping method, for numerical solutions of Helmholtz equations with point sources. The method combines the geometrical optics approximations and Huygens secondary sources principle in a way that geometrical optics... read more
Mon.
Apr 6

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