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Igor Cialenco - Department of Applied Mathematics, Illinois Institute of Technology
Apr 9, 2019 - 11:25am to 12:45pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 103
Jin Ma - Department of Mathematics, University of Southern California
Apr 8, 2019 - 1:50pm to 2:55pm
Department of Applied Mathematics - Colloquia - Rettaliata Engineering Center, Room 104
We study a class of conditional McKean-Vlasov SDEs (CMVSDEs, for short), in which all dynamics involve both the state and the conditional law of the solutions. We first investigate the (weak) well-posedness of the CMVSDEs in its most general form, and then look at two applications based on... read more
Xiao-Li Meng - Department of Statistics, Harvard University
Apr 2, 2019 - 3:15pm to 4:15pm
Department of Applied Mathematics - Seminar - TBA
This talk is based on Meng (2018, pp 51-57), a contribution to the special issue on ``The Role of Statistics in the Era of Big Data" organized by Statistics and Probability Letters, with the title above and the following abstract: ``Highly Principled Data Science insists on methodologies... read more