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Upcoming Events

Mike Ludkovski - Department of Statistics and Applied Probability, University of California at Santa Barbara
Sep 17, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
Simulation-based strategies bring the machine learning toolbox to numerical resolution of stochastic control models. I will begin by reviewing the history of this idea, starting with the seminal work by Longstaff-Schwartz and through the popularized Regression Monte Carlo framework. I will then... read more
Mon.
Sep 17
Weizhu Bao - Department of Mathematics, National University of Singapore
Sep 24, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
In this talk, I present sharp interface models with anisotropic surface energy and a phase field model for simulating solid-state dewetting and the morphological evolution of patterned islands on a substrate in two and three dimensions. We show how to derive the sharp interface model via... read more
Mon.
Sep 24
Mickael Binois - Division of Mathematics and Computer Science, Argonne National Laboratory
Oct 15, 2018 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
An increasing number of time-consuming simulators exhibit a complex noise structure that depends on the inputs. To conduct studies with limited budgets of evaluations, new surrogate methods are required to model simultaneously the mean and variance fields. To this end, we present recent advances in... read more
Mon.
Oct 15

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Sonja Petrovic - Department of Applied Mathematics, Illinois Institute of Technology
Apr 25, 2018 - 12:50pm to 1:50pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 122
This set of lectures covers some of the basics of how algebraic statistics is used for network modeling. Topics of this lecture include the following: Exponential random graph models. Log-linear models. Sufficient statistics. Example of a small network. Markov bases for conditional tests. 
Wed.
4/25/18
Sonja Petrovic - Department of Applied Mathematics, Illinois Institute of Technology
Apr 24, 2018 - 12:45pm to 1:45pm
Center for Interdisciplinary Scientific Computation (CISC) - Seminar - Robert A. Pritzker Science Center, Room 121
TBA
Tue.
4/24/18
Maggie Cheng - Martin Tuchman School of Management, New Jersey Institute of Technology
Apr 24, 2018 - 12:45pm to 1:45pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 119
An undetected topology change caused by overgrown trees is the root cause for the 2003 large scale blackout. The discrepancy between the actual topology of the power grid and the graph model used in state estimation is considered a topology error. Topology error was a reason that the Weighted Least... read more
Tue.
4/24/18

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