Speaker Renming Song University of Ï㽶´«Ã½ at Urbana-Champaign http://www.math.uiuc.edu/~rsong/ Description A subordinate Brownian motion can be obtained by replacing the time parameter of a Brownian...
Systemic Risk Description Tao Chen Title: G-Expectation, g-Expectation and Acceptability Indices Mr. Tao Chen will start to talk about G-expectation. He would also present the progress on dynamic AIs...
Description The nontrivial lower bounds of the spectral gap for discrete Laplacian of the basis-exchange graph of a Matroid have algorithmic importance. In the first part of this presentation, we will...
SpeakerMichael ZhuPurdue Universityhttp://www.stat.purdue.edu/~yuzhu/ Description A stepwise procedure, correlation pursuit (COP), is developed for variable selection under the sufficient dimension...
Systemic Risk Description Tao Chen Title: Acceptability Indices and g-Expectation Mr. Tao Chen will show the proof of time consistency for acceptability indices induced by g-Expectation and extend...
SpeakerMichael YoungIowa State Universityhttp://orion.math.iastate.edu/myoung/ Description Zero forcing is a type of propagation on a simple, undirected graph based on the color-change rule: Given...
Event Topic: Computational Mathematics & Statistics
Saturation number and induced Saturation number Description Arturo Jurado Open Problems: Zero Forcing Sets and Propagation Time Yunjiao Liu Open Problems: Saturation number and induced Saturation...
Description The prudence of an investment and its return vs. risk are two concepts that are clearly related. However, formal links between the two are hard to find. By adapting a capability measure...
Event Topic: Computational Mathematics & Statistics
