May 15, 2018 |
A Network Model for Financial Systemic Risk David Yao (Columbia University) |
Queueing and Networks |

May 15, 2018 |
Control Policies Approaching HGI Performance in Heavy Traffic for Resource Sharing Networks Amarjit Budhiraja (University of North Carolina, Chapel Hill) |
Queueing and Networks |

May 14, 2018 |
Mathematicothermodynamics Hong Qian (University of Washington) |
Queueing and Networks |

May 14, 2018 |
Steady-state convergence Jim Dai (Cornell University) |
Queueing and Networks |

May 11, 2018 |
Linear Quadratic Mean Field Games: Asymptotic solvability and the fixed point approach Minyi Huang (Carleton University) |
Stochastic Control, Computational Methods, and Applications |

May 11, 2018 |
Mean Field Games on Infinite Networks and the Graphon-MFG Equations Peter Caines (McGill University) |
Stochastic Control, Computational Methods, and Applications |

May 11, 2018 |
Linear-quadratic control for bilinear evolution equations with Gauss-Volterra processes Bozenna Pasik-Duncan (University of Kansas) |
Stochastic Control, Computational Methods, and Applications |

May 11, 2018 |
Some Explicitly Solvable Stochastic Differential Games Tyrone Duncan (University of Kansas) |
Stochastic Control, Computational Methods, and Applications |

May 10, 2018 |
Optimal Harvesting Strategies for a Predator-Prey System in Fluctuating Environments. Dang Hai Nguyen (Wayne State University) |
Stochastic Control, Computational Methods, and Applications |

May 10, 2018 |
Data Assimilation for High Dimensional Systems – Challenges, algorithms and opportunities Wei Kang (Naval Postgraduate School) |
Stochastic Control, Computational Methods, and Applications |

May 10, 2018 |
On the independence of the value function for stochastic differential games of the probability space Nicolai Krylov (University of Minnesota, Twin Cities) |
Stochastic Control, Computational Methods, and Applications |

May 10, 2018 |
Stationary-Action for Conservative Systems and Diffusion-Based Representations for the Schrödinger Equation William McEneaney (University of California, San Diego) |
Stochastic Control, Computational Methods, and Applications |

May 10, 2018 |
Minimum Energy Estimation Applied to the Lorenz Attractor Arthur Krener (Naval Postgraduate School) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
Deep Learning-Based Numerical Methods for High-Dimensional Stochastic Control Problems and Parabolic PDEs Jiequn Han (Princeton University) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
Discrete-Time Hybrid Control Models Hector Jasso-Fuentes (CINVESTAV) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
Numerical Approximations for Minimax Markov Control Problems Tomás Prieto Rumeau (Universidad Nacional de Educación a Distancia (UNED)) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
Average cost per unit time control problem of Markov processes with degenerate observation Lukasz Stettner (Polish Academy of Sciences) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
On ergodic impulse control with constraint Maurice Robin (École Polytechnique) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
On Stopping Times and Impulse Control with Constraint Jose Menaldi (Wayne State University) |
Stochastic Control, Computational Methods, and Applications |

May 09, 2018 |
A variational formula for risk-sensitive control Vivek Borkar (Indian Institute of Technology) |
Stochastic Control, Computational Methods, and Applications |

May 08, 2018 |
Equilibrium Strategies for Time-Inconsistent Stochastic Switching Systems Hongwei Mei (University of Kansas) |
Stochastic Control, Computational Methods, and Applications |

May 08, 2018 |
Numerical approximation of average Markov decision processes in continuous-time Francois Dufour (Université de Bordeaux I) |
Stochastic Control, Computational Methods, and Applications |

May 08, 2018 |
Control of discrete-time Markov jump linear systems with partial information Oswaldo Costa (University of São Paulo (USP)) |
Stochastic Control, Computational Methods, and Applications |

May 08, 2018 |
Objective Functionals of Machine Learning on Graphs and their Continuum Limits Dejan Slepcev (Carnegie Mellon University) |
Data Science Seminar |

May 08, 2018 |
Time-Inconsistent Optimal Control Problems Jiongmin Yong (University of Central Florida) |
Stochastic Control, Computational Methods, and Applications |

May 08, 2018 |
Hedging with friction H. Mete Soner (ETH Zürich) |
Stochastic Control, Computational Methods, and Applications |

May 08, 2018 |
Subsolutions of a Hamilton-Jacobi- Bellman Equation and the Design of Rare Event Simulation Methods Paul Dupuis (Brown University) |
Stochastic Control, Computational Methods, and Applications |

May 07, 2018 |
Partially observed risk-sensitive control of path-dependent discrete-time systems Hidehiro Kaise (Osaka University) |
Stochastic Control, Computational Methods, and Applications |

May 07, 2018 |
A Weak Convergence Approach to Inventory Control Using a Long-term Average Criterion Chao Zhu (University of Wisconsin, Milwaukee) |
Stochastic Control, Computational Methods, and Applications |

May 07, 2018 |
On Merton Portfolio Optimization Problems Shuenn-jyi Sheu (National Central University) |
Stochastic Control, Computational Methods, and Applications |

May 07, 2018 |
Large deviation control and an optimal investment model Hideo Nagai (Kansai University) |
Stochastic Control, Computational Methods, and Applications |

May 07, 2018 |
Differential Games Wendell Fleming (Brown University) |
Stochastic Control, Computational Methods, and Applications |

May 07, 2018 |
Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians Daniel Hernandez-Hernandez (Center of Investigations in Mathematics (CIMAT)) |
Stochastic Control, Computational Methods, and Applications |

May 01, 2018 |
Application of artificial intelligence to the standard 12 lead ECG to identify people with left ventricular dysfunction Zachi Attia (Mayo Clinic) |
Industrial Problems Seminar |

May 01, 2018 |
Application of artificial intelligence to the standard 12 lead ECG to identify people with left ventricular dysfunction Zachi Attia |
Data Science Seminar |

April 27, 2018 |
Data Science in Risk Underwriting and Pricing: Challenges and Opportunities Guy-vanie Miakonkana (Travelers Insurance) |
Industrial Problems Seminar |

April 27, 2018 |
Spatio-Temporal Point Process Models for Ambulance Demand David S. Matteson |
Forecasting from Complexity |

April 27, 2018 |
Relevant parameter changes in structural break models Arnaud Dufays (Laval University) |
Forecasting from Complexity |

April 27, 2018 |
Regularized Estimation in High-dimensional Time Series Models Sumanta Basu (Cornell University) |
Forecasting from Complexity |

April 27, 2018 |
Optimal Dimension Reduction for Vector and Functional Time Series Marc Hallin (Université Libre de Bruxelles) |
Forecasting from Complexity |

April 26, 2018 |
Geometric Statistics for High-Dimensional Data Analysis Singdhansu (Ansu) Chatterjee (University of Minnesota, Twin Cities) |
Forecasting from Complexity |

April 26, 2018 |
Phase transitions and conic geometry Joel Tropp (California Institute of Technology) |
Data Science Seminar |

April 26, 2018 |
Fast Simulation based Estimation for Complex Models Maria-Pia Victoria-Feser (Universite de Geneve) |
Forecasting from Complexity |

April 26, 2018 |
Dynamic Shrinkage Processes Daniel Kowal (Rice University) |
Forecasting from Complexity |

April 26, 2018 |
Half-spectral space-time models Joe Guinness (North Carolina State University) |
Forecasting from Complexity |

April 26, 2018 |
Multi-class modelling for muscle level prediction of beef eating quality Garth Tarr (University of Sydney) |
Forecasting from Complexity |

April 26, 2018 |
Non-parametric Sparse Additive Auto-regressive Network Models Garvesh Raskutti (University of Wisconsin, Madison) |
Forecasting from Complexity |

April 26, 2018 |
Stochastic Simulation of Predictive Space-Time Scenarios of Wind Speed Using Observations and Physical Models Mihai Anitescu (Argonne National Laboratory) |
Forecasting from Complexity |

April 26, 2018 |
Inference for Spatio-Temporal Changes of Arctic Sea Ice Noel Cressie (University of Wollongong) |
Forecasting from Complexity |

April 25, 2018 |
Dynamic Filtering of Time-Varying Sparse Signals Christopher Rozell (Georgia Institute of Technology) |
Forecasting from Complexity |

April 25, 2018 |
Nonparametric inference for Hawkes processes. Applications for estimating functional connectivity graphs of neurons. Vincent Rivoirard (Université Paris-Dauphine) |
Forecasting from Complexity |

April 25, 2018 |
Deep Spatial Learning for Forensic Geolocation with Microbiome Data Brian Reich (North Carolina State University) |
Forecasting from Complexity |

April 25, 2018 |
Verification within Complexity: Comparing Spatial Fields Eric Gilleland (National Center for Atmospheric Research) |
Forecasting from Complexity |

April 25, 2018 |
Estimation of inhomogeneous point processes: Theory and applications Mark Davenport (Georgia Institute of Technology) |
Forecasting from Complexity |

April 25, 2018 |
Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector Alain Hecq (Universiteit Maastricht (Rijksuniversiteit Limburg)) |
Forecasting from Complexity |

April 24, 2018 |
Network Estimation from Point Process Data Rebecca Willett (University of Wisconsin, Madison) |
Forecasting from Complexity |

April 24, 2018 |
Spatiotemporal modelling of ocean surface velocities from drifters Adam Sykulski (University of Lancaster) |
Forecasting from Complexity |

April 24, 2018 |
Spectral analysis for comparison of second-order flow structure in DNS simulations Charlotte Haley (Argonne National Laboratory) |
Forecasting from Complexity |

April 24, 2018 |
Sketchy decisions: Low-rank convex matrix optimization with optimal storage Joel Tropp (California Institute of Technology) |
Data Science Seminar |

April 24, 2018 |
Bayesian Calibration of Multistate Stochastic Simulators Oksana Chkrebtii (The Ohio State University) |
Forecasting from Complexity |

April 24, 2018 |
Robust maximum association estimators Peter Filzmoser (Technische Universität Wien) |
Forecasting from Complexity |

April 24, 2018 |
Sequential change-point detection for Hawkes processes over networks Yao Xie (Georgia Institute of Technology) |
Forecasting from Complexity |

April 24, 2018 |
Generating Calibrated Ensembles of Physically Realistic, High-Resolution Precipitation Forecast Fields Based on GEFS Model Output Michael Scheuerer (National Oceanographic and Atmospheric Administration (NOAA)) |
Forecasting from Complexity |

April 24, 2018 |
Assessing Internal Climate Variability with Few Ensemble Runs Dorit Hammerling (NCAR) |
Forecasting from Complexity |

April 23, 2018 |
Applied Random Matrix Theory Joel Tropp (California Institute of Technology) |
Data Science Seminar |

April 23, 2018 |
School of Math Ordway Distinguished Lecture: Applied Random Matrix Theory Joel Tropp |
Forecasting from Complexity |

April 23, 2018 |
High-dimensional Linear Regression for Dependent Observations with Application to Nowcasting Ruey Tsay (University of Chicago) |
Forecasting from Complexity |

April 23, 2018 |
Sparse Identification and Estimation of High-Dimensional Vector AutoRegressive Moving Averages Ines Wilms (Katholieke Universiteit Leuven) |
Forecasting from Complexity |

April 23, 2018 |
The local partial autocorrelation function and its use in forecasting Rebecca Killick (University of Lancaster) |
Forecasting from Complexity |

April 23, 2018 |
Fast spike train inference via l0 optimization Daniela Witten (University of Washington) |
Forecasting from Complexity |

April 23, 2018 |
Complexity vs Parsimony: The Challenge of Building Effective Nonlinear Dynamical Spatio-Temporal Forecasting Model Chris Wikle (University of Missouri) |
Forecasting from Complexity |

April 20, 2018 |
A Path to Industry: Some things you can do today to succeed tomorrow Tatiana Yarmola (J.P. Morgan AG) |
Industrial Problems Seminar |

April 17, 2018 |
Population Genomics of Host-microbiome Interactions Ran Blekhman (University of Minnesota, Twin Cities) |
Data Science Seminar |

April 13, 2018 |
A Field Guide to Data Science in the Wild Dan Atkins (Optum) |
Industrial Problems Seminar |

April 10, 2018 |
Path-space information metrics and variational inference for coarse-grained non-equilibrium steady states Petr Plechac (University of Delaware) |
Working Group on Mathematical Modeling of Finite-temperature Coarse-graining |

April 10, 2018 |
Human Activity Computing from Inside-out and Outside-in Visual Data Hyun Soo Park (University of Minnesota, Twin Cities) |
Data Science Seminar |

April 10, 2018 |
Spatial Decomposition of Entropy in the Harmonic Approximation. Applications?? Christoph Ortner (University of Warwick) |
Working Group on Mathematical Modeling of Finite-temperature Coarse-graining |

April 09, 2018 |
Coarse grained models for variance reduction in particle methods David Aristoff (Colorado State University) |
Working Group on Mathematical Modeling of Finite-temperature Coarse-graining |

April 09, 2018 |
Entropic barriers and dynamical coarse-graining Thomas Hudson (University of Warwick) |
Working Group on Mathematical Modeling of Finite-temperature Coarse-graining |

April 09, 2018 |
Deriving stochastic heat conduction model from molecular dynamics Xiantao Li (The Pennsylvania State University) |
Working Group on Mathematical Modeling of Finite-temperature Coarse-graining |

March 29, 2018 |
Chiral plasmon in gapped Dirac systems Tony Low (University of Minnesota, Twin Cities) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 29, 2018 |
Macroscale implications of optical conductivity: Dispersion by homogenization and curvature renormalization Dionisios Margetis (University of Maryland) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 29, 2018 |
Modeling and simulation of incommensurate 2D materials Eric Cances (École Nationale des Ponts-et-Chaussées (ENPC)) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 28, 2018 |
Charge transport in crystals at finite-temperature Emil Prodan (Yeshiva University) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 28, 2018 |
Alternative mechanism for ring-like deposition during evaporation of colloidal sessile drops Hassan Masoud (Michigan Technological University) |
Dynamic Contact Lines: Progress and Opportunities |

March 28, 2018 |
Forced wetting transition and bubble pinch-off in a capillary tube Amir Pahlavan (Massachusetts Institute of Technology) |
Dynamic Contact Lines: Progress and Opportunities |

March 28, 2018 |
Chiral response of twisted bilayer graphene Tobias Stauber (Consejo Superior de Investigaciones Científicas (CSIC)) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 28, 2018 |
Dynamics of drop impact on solid surfaces: Evolution of impact force and self-similar spreading Xiang Cheng (University of Minnesota, Twin Cities) |
Dynamic Contact Lines: Progress and Opportunities |

March 28, 2018 |
Evaporation of non-spherical sessile drops Pedro Saenz (Massachusetts Institute of Technology) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Evaporation of Sessile Drops on Rough Surfaces George Homsy (University of Washington) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Squeeze film analysis of a shear thinning fluid drop: Power-law versus Ellis fluid models Thomas Ward III (Iowa State University) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Electrokinetics of particles on a fluid-fluid interface Petia Vlahovska (Northwestern University) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Solid-state physics at the ballistic-to-hydrodynamic crossover. 2) Open problems Andrew Lucas (Stanford University) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 27, 2018 |
Stability of fluid films of nanoscale thickness involving contact lines Lou Kondic (New Jersey Institute of Technology) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Primal-Dual Optimization Algorithms Over Riemannian Manifolds: An Iteration Complexity Analysise Junyu Zhang (University of Minnesota, Twin Cities) |
Data Science Seminar |

March 27, 2018 |
Electrostatic interactions, vapor diffusion, and Stefan flow near contact lines Vladimir Ajaev (Southern Methodist University) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Rapidly moving dynamical contact lines: an inertial-capillary perspective Paul Steen (Cornell University) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
Hydrodynamic approach to interacting electrons Boris Narozhny (Karlsruhe Institute of Technology) |
Workshop on Theory and Computation for Transport Properties in 2D Materials |

March 27, 2018 |
Three ways of getting contact lines to move without breaking the no-slip boundary condition Eugene Benilov (University of Limerick) |
Dynamic Contact Lines: Progress and Opportunities |

March 27, 2018 |
The Dynamics of Evaporating Droplets Stephen Wilson (University of Strathclyde) |
Dynamic Contact Lines: Progress and Opportunities |