Institute for Mathematics and its Applications

University of Minnesota

400 Lind Hall

207 Church Street S.E.

Minneapolis, Minnesota 55455

Web: http://www.ima.umn.edu | Email: staff@ima.umn.edu | Telephone: (612) 624-6066 | Fax: (612) 626-7370
Schedules available at http://www.ima.umn.edu/happening

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Tuesday, May 1, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400
3:00pm-4:00pm	Finding Non-overlapping Clusters for Generalized Inference Over Graphical Models	Lind Hall 305	PS

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Wednesday, May 2, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Thursday, May 3, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Friday, May 4, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Monday, May 7, 2012

All Day	Morning Session Chair: Mark Hansen Afternoon Session Chair: Andrew Thomas		W5.7-11.12
8:00am-8:45am	Coffee and registration	Keller Hall 3-176	W5.7-11.12
8:45am-9:00am	Welcome to the IMA	Keller Hall 3-180	W5.7-11.12
9:00am-10:00am	Deborah Estrin, University of California, Los Angeles Participatory mobile health (mHealth): Innovative approaches to data collection and analysis	Keller Hall 3-180	W5.7-11.12
10:00am-10:30am	Break	Keller Hall 3-176	W5.7-11.12
10:30am-11:30am	Shawndra Hill, University of Pennsylvania Mining Medical Discussion Boards for Adverse Effects to Drugs	Keller Hall 3-180	W5.7-11.12
11:30am-1:30pm	Lunch		W5.7-11.12
1:30pm-2:30pm	Ramon Caceres, AT&T Laboratories - Research Human Mobility Characterization from Cellular Network Data	Keller Hall 3-180	W5.7-11.12
2:30pm-3:00pm	Break	Keller Hall 3-176	W5.7-11.12
3:00pm-4:00pm	David Madigan, Columbia University Big-Data-Driven Medicine	Keller Hall 3-180	W5.7-11.12
4:00pm-4:30pm	Break	Keller Hall 3-176	W5.7-11.12
4:30pm-5:30pm	Tanya Berger-Wolf, University of Illinois at Chicago Computational Behavioral Ecology	Keller Hall 3-180	W5.7-11.12
6:00pm-8:00pm	Social Hour Stub and Herbs 227 SE Oak St Minneapolis, MN 55455 Map	Stub and Herbs	W5.7-11.12

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Tuesday, May 8, 2012

All Day	Morning Session Chair: Eric Laber Afternoon Session Chair: Padhraic Smyth		W5.7-11.12
8:30am-9:00am	Coffee	Keller Hall 3-176	W5.7-11.12
9:00am-10:00am	Dean Eckles, Stanford University Identifying peer effects in online communication behaviors	Keller Hall 3-180	W5.7-11.12
10:00am-10:15am	Break	Keller Hall 3-176	W5.7-11.12
10:15am-10:30am	Group Photo		W5.7-11.12
10:30am-11:30am	Tony Jebara, Columbia University Learning, Linking and Labeling Social Networks	Keller Hall 3-180	W5.7-11.12
11:30am-1:30pm	Lunch		W5.7-11.12
1:30pm-3:30pm	Lightening rounds talks	Keller Hall 3-180	W5.7-11.12
3:30pm-4:30pm	Poster Presentation and Reception	Lind Hall 400	W5.7-11.12
	Amir H Assadi, University of Wisconsin-Madison:   Poster - BIGDATA in Plant Biology, Agriculture and Ecology: NLP From Biomolecular Networks to Sustainability Science
	Sou-Cheng (Terrya) Choi, University of Chicago:   Poster - Computing Google's PageRank by Sparse Approximation
	Brian Dalessandro, media6degrees:   Poster - Causally Motivated Attribution for Online Advertising
	Benjamin Letham, Massachusetts Institute of Technology:   Poster - Sequential event prediction
	Tyler McCormick, University of Washington:   Poster - Dynamic Logistic Regression and Dynamic Model Averaging for Binary Classification
	Cynthia Rudin, Massachusetts Institute of Technology:   Poster - Interpretable User-Centered Predictions
	Ori Stitelman, media6degrees:   Poster - Doubly Robust Targeted Maximum Likelihood Estimation (TMLE) Of The Effect Of Display Advertising On Browser Conversion
	Paul Thompson, Dartmouth Medical School:   Poster - Personalized Biomedical Information Retrieval: A Microbiome Case Study

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Wednesday, May 9, 2012

All Day	Morning Session Chair: Tyler McCormick Afternoon Session Chair: Jake Hofman		W5.7-11.12
8:30am-9:00am	Coffee		W5.7-11.12
9:00am-10:00am	Bamshad Mobasher, DePaul University User Modeling for Context-Aware Recommendation	Keller Hall 3-180	W5.7-11.12
10:00am-10:30am	Break	Keller Hall 3-176	W5.7-11.12
10:30am-11:30am	Vitaly Shmatikov, University of Texas at Austin User Data: The End of Anonymity, the Beginning of Privacy	Keller Hall 3-180	W5.7-11.12
11:30am-1:30pm	Lunch		W5.7-11.12
1:30pm-2:30pm	Fabian Lutz-Frank Wauthier, University of California, Berkeley Bayesian Bias Mitigation for Crowdsourcing	Keller Hall 3-180	W5.7-11.12
2:30pm-3:00pm	Break	Keller Hall 3-176	W5.7-11.12
3:00pm-4:00pm	Frank Shipman, Texas A & M University Multi-Application User Interest Modeling	Keller Hall 3-180	W5.7-11.12
4:00pm-5:00pm	Discussion/Second Chances	Keller Hall 3-176	W5.7-11.12
9:00pm-10:00pm	Informal Gathering		W5.7-11.12

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Thursday, May 10, 2012

All Day	Morning Session Chair: Sinan Aral Afternoon Session Chair: Rachel Schutt		W5.7-11.12
8:30am-9:00am	Coffee	Keller Hall 3-176	W5.7-11.12
9:00am-10:00am	Jake Hofman, Yahoo! Inc. Modeling Social Data	Keller Hall 3-180	W5.7-11.12
10:00am-10:30am	Break	Keller Hall 3-176	W5.7-11.12
10:30am-11:30am	Francesco Bonchi, Yahoo! Research Influence propagation in social networks: a data mining perspective	Keller Hall 3-180	W5.7-11.12
11:30am-1:30pm	Lunch		W5.7-11.12
1:30pm-2:30pm	Cynthia Rudin, Massachusetts Institute of Technology Using the Crowd for User-Centered Predictive Modeling	Keller Hall 3-180	W5.7-11.12
2:30pm-3:00pm	Break	Keller Hall 3-176	W5.7-11.12
3:00pm-4:00pm	Cathy O'Neil, Intent Media Math in Business	Keller Hall 3-180	W5.7-11.12
4:00pm-5:00pm	Discussion/Second Chances	Keller Hall 3-180	W5.7-11.12
9:00pm-10:00pm	Informal Gathering		W5.7-11.12

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Friday, May 11, 2012

All Day	Morning Session Chair: Ken Shirley		W5.7-11.12
8:30am-9:00am	Coffee	Keller Hall 3-176	W5.7-11.12
9:00am-10:00am	Sinan Aral, New York University Identifying (Causal) Influence in Social (Media) Networks	Keller Hall 3-180	W5.7-11.12

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Monday, May 14, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Tuesday, May 15, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Wednesday, May 16, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400
3:00pm-4:00pm	Robust Locally Linear Analysis with Applications to Image Denoising and Blind Inpainting - Yi Grace Wang (University of Minnesota)	Lind Hall 305	PS

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Thursday, May 17, 2012

All Day	Day 1. Risk Management in the Commodity Markets Organizers: Rene Carmona and Ronnie Sircar		SW5.17-19.12
8:30am-9:15am	Coffee and Registration	Keller Hall 3-176	SW5.17-19.12
9:15am-9:30am	Welcome and Introduction	Keller Hall 3-180	SW5.17-19.12
9:30am-10:15am	Ronnie Sircar, Princeton University A Feedback Model for the Financialization of Commodities Prices	Keller Hall 3-180	SW5.17-19.12
10:15am-11:00am	Mireille Bossy, Institut National de Recherche en Informatique Automatique (INRIA) Indifference prices for carbon emission allowances in the European carbon market context	Keller Hall 3-180	SW5.17-19.12
11:00am-11:45am	Michael Coulon, Princeton University Spread Option Pricing in Electricity Markets	Keller Hall 3-180	SW5.17-19.12
11:45am-1:30pm	Lunch		SW5.17-19.12
1:30pm-2:15pm	Motohiro Yogo, Federal Reserve Bank of Minneapolis What does futures market interest tell us about the macroeconomy and asset prices?	Keller Hall 3-180	SW5.17-19.12
2:15pm-3:00pm	Michael Ludkovski, University of California, Santa Barbara Dynamic Cournot Games for Non-Renewable Resources	Keller Hall 3-180	SW5.17-19.12
3:00pm-3:15pm	Group Photo	Keller Hall 3-180	SW5.17-19.12
3:15pm-3:30pm	Break	Keller Hall 3-176	SW5.17-19.12
3:30pm-4:15pm	Nadia Oudjane, Electricite de France (EDF) Advanced methods for American style options and Power plants valuation	Keller Hall 3-180	SW5.17-19.12
4:15pm-5:15pm	Carlos Fabian Tolmasky, Cargill, Inc.; Glenn Nafey, Public Service Enterprise Group Incorporated; Michael Coulon, Princeton University Panel Discussion: Risk Management in the New Energy Markets	Keller Hall 3-180	SW5.17-19.12
7:30pm-9:00pm	Town Hall Brewery	1430 Washington Ave. S Mineapolis, MN 55454 612.339.8696	SW5.17-19.12

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Friday, May 18, 2012

All Day	Day 2. Systemic Risk Organizers: George Papanicolaou and Kay Giesecke		SW5.17-19.12
8:30am-9:30am	Coffee	Keller Hall 3-176	SW5.17-19.12
9:30am-10:15am	Chris Rogers, University of Cambridge Firms, Banks and Households	Keller Hall 3-180	SW5.17-19.12
10:15am-11:00am	Andreea Minca, Cornell University Controlled Defaults in Financial Networks	Keller Hall 3-180	SW5.17-19.12
11:00am-11:45am	Matheus Grasselli, McMaster University A stochastic extension of the Keen-Minsky model for financial fragility	Keller Hall 3-180	SW5.17-19.12
11:45am-1:30pm	Lunch		SW5.17-19.12
1:30pm-2:15pm	Youngna Choi, Montclair State University Financial Crises and Contagion: dynamical systems approach	Keller Hall 3-180	SW5.17-19.12
2:15pm-3:00pm	Michael Gordy, Federal Reserve Board Stochastic Time-Change of Default Intensity Models:  Pricing and Estimation	Keller Hall 3-180	SW5.17-19.12
3:00pm-3:30pm	Break	Keller Hall 3-176	SW5.17-19.12
3:30pm-4:15pm	Wanmo Kang, Korea Advanced Institute of Science and Technology; Paul Glasserman, Columbia University Stress Scenario Selection by Empirical Likelihood	Keller Hall 3-180	SW5.17-19.12

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Saturday, May 19, 2012

All Day	Day 3. Investment & Portfolio Theory Organizers: Jean-Pierre Fouque and Thaleia Zariphopoulou		SW5.17-19.12
8:30am-9:30am	Coffee	Keller Hall 3-176	SW5.17-19.12
9:30am-10:15am	Ioannis Karatzas, Columbia University Stable Diffusions with Rank-based Interactions, and Models of Large Equity Markets	Keller Hall 3-180	SW5.17-19.12
10:15am-11:00am	Radka Pickova, Columbia University Generalizations of the Volatility-Stabilized Markets	Keller Hall 3-180	SW5.17-19.12
11:00am-11:45am	Marek Grzegorz Musiela, BNP Paribas Forward Utility and Mean-Variance based optimal portfolios	Keller Hall 3-180	SW5.17-19.12
11:45am-1:30pm	Lunch		SW5.17-19.12
1:30pm-2:15pm	Mihai Sirbu, University of Texas at Austin Shadow prices and well posedness in the problem of optimal investment and consumption with transaction costs	Keller Hall 3-180	SW5.17-19.12
2:15pm-3:00pm	Nicole El Karoui, École Polytechnique Dynamic Utilities and Long Term Interest Rates	Keller Hall 3-180	SW5.17-19.12

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Monday, May 21, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Tuesday, May 22, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400
3:00pm-4:00pm	Brendan P.W. Ames, University of Minnesota Robust Convex Relaxation for the Clique and Densest K-subgraph Problems	Lind Hall 305	PS

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Wednesday, May 23, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Monday, May 28, 2012

All Day	Memorial Day. The IMA is closed.

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Tuesday, May 29, 2012

2:30pm-3:00pm	Coffee break	Lind Hall 400

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Wednesday, May 30, 2012

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Thursday, May 31, 2012

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