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Brian van Koten - Department of Statistics, University of Chicago
Feb 5, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
In stratified survey sampling, one divides a population into homogeneous subgroups and then draws samples from each subgroup independently. Stratification often permits accurate computation of statistics from a sample much smaller than required otherwise. One can stratify Markov chain Monte Carlo (... read more
Mon.
2/5/18
Gaoyue Guo - Mathematical Institute, University of Oxford
Feb 2, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Robert A. Pritzker Science Center, Room 152
Martingale optimal transport (MOT), a version of the optimal transport (OT) with an additional martingale constraint on transport’s dynamics, is an optimisation problem motivated by, and contributing to model-independent pricing problems in quantitative finance. Compared to the OT, numerical... read more
Fri.
2/2/18
Jeff Mudrock - Department of Applied Mathematics, Illinois Institute of Technology
Feb 2, 2018 - 12:45pm to 1:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 106
The study of equitable coloring began with a conjecture of Erdos in 1964, and it was formally introduced by Meyer in 1973. An equitable \(k\)-coloring of a graph \(G\) is a proper \(k\)-coloring of \(G\) such that the sizes of the color classes differ by at most one. In 2003, Kostochka, Pelsmajer,... read more
Fri.
2/2/18

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