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A Nonparametric Empirical Bayes Framework for Large-Scale Multiple Testing

SpeakerRyan MartinUniversity of Illinois at º£½ÇÂÒÂ×http://homepages.math.uic.edu/~rgmartin/index.html Description In this talk I will present a flexible and identifiable version of the two-groups...

Optimization of Type la Supernovae Selection, Photometric Typing, and Cosmology Constraints

Event Topic: Computational Mathematics & Statistics

Some Functional Inequalities for Stochastic Differential Equations Driven by Brownian Motions

SpeakerCheng OuyangUniversity of Illinois at º£½ÇÂÒÂ×http://homepages.math.uic.edu/~couyang/ Description Fractional Brownian motion is a natural generalization of Brownian motion. Study of stochastic...

The Reliability of Error Estimates for Multivariate Numerical Integration

Event Topic: Computational Mathematics & Statistics

Stochastic Transport and Assembly of Intracellular HIV-1 Gag Proteins: Modeling and Numerical Simulations

Speakerhttp://www.math.colostate.edu/~liu/ Description The group-specific antigen (Gag) protein is encoded by human immunodeficiency virus type 1 (HIV-1), which causes the Acquired Immuno Deficiency...

Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching

SpeakerAgostino CapponiPurdue Universityhttps://engineering.purdue.edu/Engr/People/NewFaculty/New_Faculty_2010 Description We consider a portfolio optimization problem in a defaultable market with...

Approximate Counting

SpeakerDaniel Stefankovic University of Rochesterhttp://www.cs.rochester.edu/~stefanko/ Description Counting problems arise in a wide variety of areas, for example, enumerative combinatorics...

Bettr Bases for Kernel Spaces

Network Flow Problems: A Survey

Description We shall give a brief overview of basic concepts in network flows and the two classical problems of min cost and max flow. Our main focus will be the min-cost network flow with convex cost...

Minimal Supersolutions of Convex BSDEs and Robust Extensions

SpeakerDr. Samuel DrapeauHumboldt University, Germanyhttp://www2.mathematik.hu-berlin.de/~drapeau/ Description We study minimal supersolutions of convex BSDEs - related to Peng's g-expectation - which...