Oct
21
Huairui Zhao
Event Topic: Computational Mathematics & Statistics
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Oct
14
Missing Data in Practice with Structural Equation Models
Description When using survey data, researchers must evaluate how to effectively handle missing data. For social survey data, full information maximum likelihood methods are often implemented when the...
Oct
5
Designs for Cross-Validation and Stochastic Optimization
Speaker Peter Z.G. Qian University of Wisconsin-Madison http://www.stat.wisc.edu/~zhiguang/ Description Cross-validation and stochastic optimization (i.e., optimization involving integrals) are...
Sep
29
Spline Spaces on TR-Meshes with Hanging Vertices
Speaker Larry Schumaker Vanderbilt University http://www.math.vanderbilt.edu/~schumake/ Description Piecewise polynomial spline spaces defined on mixed meshes consisting of triangles and rectangles...
Sep
23
Learning Solution of Stochastic Partial Differential Equations (A Continuation)
Description The talk will be firstly introduced J. Warner and S. Koutsourelakis's recent paper of Learning Solution to Multiscale Elliptic Problems with Gaussian Process Models. The basic ideas of...
Sep
14
Uncertainty Quantification of Nuclear Engineering Models: Orthogonal Basis for Polynomial Regression with Derivative Information
Description We discuss the choice of polynomial basis for approximation of uncertainty propagation through complex simulation models with capability to output derivative information. Our work is a...
Sep
2
Function Approximation Using Gaussian Kernel
Event Topic: Computational Mathematics & Statistics
Apr
15
Dithering by Differences of Convex Functions
Description We analyze a halftoning framework where one minimizes a functional consisting of the difference of two convex functions. One of them describes attracting forces caused by the image gray...
Apr
5
Numerical Methods for Pricing European Options under the Heston Model
Description In this talk, a few numerical methods for pricing European options under the Heston model will be reviewed. In particular, the comparison of computational cost and accuracy between methods...
Mar
29
Meshfree Methods for High Fidelity Numerical Simulations of Viscous Incompressible Flow
Description We discuss ideas for a new adaptive algorithm that will enable us to tackle the problems of moving boundaries and fluid-surface interactions. This algorithm combines the flexibility and...