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False Discovery Rate Control with Knockoffs and Accumulation Tests

Host Department of Applied Mathematics Speaker Rina Foygel Department of Statistics at the University of Chicago http://www.stat.uchicago.edu/~rina/ Description In many fields of science, we observe a...

Efficient and Stable Exponential Time Differencing Runge-Kutta Methods for Phase Field Elastic Bending Energy Models

HostDepartment of Applied Mathematics SpeakerLili JuDepartment of Mathematics, University of South Carolinahttp://people.math.sc.edu/ju/ Description The Willmore flow formulated by phase field elastic...

Graduate Students

A Distributional Monte Carlo Method for the Boltzmann Equation

HostApplied Mathematics SpeakerAihua W. WoodAir Force Institute of Technologyhttp://www.afit.edu/ENC/facdir.cfm?a=fd&fx=53 Description Abstract: Stochastic particle methods (SPM) for the Boltzmann...

Indifference Prices, Implied Volatilities and Implied Sharpe Ratios

Host Applied Mathematics Speaker Matthew Lorig University of Washington http://depts.washington.edu/amath/staff-members/matthew-lorig/ Description Abstract: We consider a general local-stochastic...

On Sparse Fourier Transform

HostApplied Mathematics SpeakerHong Kong University of Science and Technologyhttp://www.ima.umn.edu/governance/Yang.Wang.html Description Abstract: The Discrete Fourier Transform (DFT) is one of the...

A Non-Local Porous Medium Equation

HostApplied Mathematics SpeakerCyril ImbertUniversité Paris-Est Créteilhttp://perso-math.univ-mlv.fr/users/imbert.cyril/ Description In this talk, Imbert will present results obtained with P. Biler...

A Fast Huygens Sweeping Method for Green's Function of Helmholtz Equations in High Frequency Regime

HostApplied Mathematics SpeakerSongting LuoIowa State Universityhttp://orion.math.iastate.edu/luos/ Description Abstract: We present a Eulerian geometrical-optics method, namely fast Huygens sweeping...

Return Optimization Securities and Other Remarkable Structured Financial Products

HostApplied Mathematics SpeakerDonald RichardsPenn State Universityhttp://stat.psu.edu/people/dsr11 Description Abstract: We analyze the mathematical foundations of three types of structured financial...

A Two-Stage Risk Model Building and Evaluation in Reject Inference

HostApplied Mathematics SpeakerXinwei DengVirginia Polytechnic Institutehttp://www.stat.vt.edu/people/faculty/Deng-Xinwei.html Description Abstract: With the prevalence of the electronic commerce...