Mar
28
Remembering Karl Menger
Host Applied Mathematics Description The Department of Applied Mathematics at IIT will host Thomas Yizhao Hou, Charles Lee Powell Professor of Applied and Computational Mathematics, California...
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Mar
8
Some Recent Insights into Computing with Positive Definite Kernels
Event Topic: Computational Mathematics & Statistics
Feb
23
A Review of Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees
Event Topic: Computational Mathematics & Statistics
Feb
9
Simulating the Heston Model via the QE Method with a Specified Error Tolerance
Event Topic: Computational Mathematics & Statistics
Feb
2
Particle Physics Modelling and Quasi-Monte Carlo Methods Application
Event Topic: Computational Mathematics & Statistics
Jan
26
Preliminary Thoughts on Local Adaption for Univariate Function Approximation and Integration
Event Topic: Computational Mathematics & Statistics
Dec
9
Guaranteed Adaptive Monte Carlo Methods for Estimating Means of Random Variables
Event Topic: Computational Mathematics & Statistics
Nov
9
Guaranteed Adaptive Univariate Function Approximation
Event Topic: Computational Mathematics & Statistics
Oct
26
Pricing Digital, Basket and American Options in GAIL - Guaranteed Automatic Integration Library
Event Topic: Computational Mathematics & Statistics
Oct
19
Guaranteed Adaptive Quasi-Monte Carlo Algorithms with Control Variates
Event Topic: Computational Mathematics & Statistics