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APRIL 6 - APRIL 8, 2005 |
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| Graduate Student Seminar | |
| Topic: | Linear invariants of points in the complex plane |
| Presenter: | Andrew Snowden, Princeton University |
| Date: | Wednesday, April 6, 2005, Time: 12:30 p.m., Location: Fine Hall 1201 |
| Abstract: | The general linear group GL(2, C) acts on the complex plane (together with infinity) via linear fractional transformations. One of the classical problems of invariant theory is to determine when, given two sets of points, one can be taken to the other by a linear fractional transformation. In 1894 Kempe gave a beautiful, elementary and complete answer to this problem, which I will present. I will also mention the relationship of this problem to that of finding linear invariants of polynomials (such as the discriminant) and some recent work I have been involved with on this problem. |
| Discrete Mathematics Seminar | |
| Topic: | The Nature of Partition Bijections |
| Presenter: | Igor Pak, MIT |
| Date: | Wednesday, April 6, 2005, Time: 2:15 p.m., Location: Fine Hall 224 |
| Abstract: | Click here |
| Operations Research and Financial Engineering Seminar *** Special series of lectures *** | |
| Topic: | Optimal stopping and free boundary problems |
| Presenter: | Albert N. Shiryaev, Moscow State University and Steklov Mathematical Institute, Russia |
| Date: | Wednesday, April 6, 2005, Time: 4:30 p.m., Location: Room E-225, Engineering Quad |
| Abstract: | Professor Shiryaev will discuss selected topics in: (A) the theory of probability: maximal inequalities in stochastic analysis, (B) the mathematical statistics: sequential testing and quickest detection problems for Wiener and Poisson processes, (C) the mathematical finance: American options (standard, Russian, Asian, power) which can be reformulated as problems of optimal stopping of stochastic processes and solved by a reduction to free-boundary problems of real analysis (Stefan problems). |
| Ergodic Theory and Statistical Mechanics Seminar | |
| Topic: | On the distributions of maximal downfalls of Brownian motion with drift |
| Presenter: | Albert N. Shiryaev, Moscow State University and Russian Academy of Sciences |
| Date: | Thursday, April 7, 2005, Time: 2:00 p.m., Location: Fine Hall 322 |
| Abstract: | We shall discuss the problem of finding distributions of big drops "from a peak to a bottom" of the Brownian trajectories on (0,T) We shall deriveseveral explicit formulas and give the expressions for Laplace transforms in some cases. |
| Topology Seminar | |
| Topic: | Heegaard splittings, pants decompositions of surfaces, and volumes of hyperbolic 3-manifolds |
| Presenter: | Jeff Brock, Brown University |
| Date: | Thursday, April 7, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Abstract: | The combinatorics of simple closed curves on surfaces play integrally into the study of Heegaard splittings of 3-manifolds, where they serve to indicate a kind of complexity; Hempel explored the relation of Heegaard splittings to the complex of curves, eliciting necessary conditions for the existence a hyperbolic structure. When M is assumed hyperbolic, one can explore relations between combinatorics of curves and the geometry of the 3-manifold. In joint work with Juan Souto, we establish that a related complexity arising from pants decompositions of surfaces serves to estimate the volume of M, echoing earlier results for 3-manifolds fibering over the circle. |
| Columbia-Princeton Probability Day | |
| Topic: | H-Volatility and Mathematization of Some Methods of Financial Technical Analysis (joint paper with S. Pastukhov) |
| Presenter: | Albert N. Shiryaev, Moscow State University and Steklov Institute of Mathematics, Moscow |
| Date: | Friday, April 8, 2005, Time: 10:00 a.m., Location: Friend Center, Bowl 006 |
| Columbia-Princeton Probability Day | |
| Topic: | Financial Risk, Robust Preferences, and Worst-Case Martingale Measures |
| Presenter: | Hans Föllmer, Humboldt University, Berlin |
| Date: | Friday, April 8, 2005, Time: 11:30 a.m., Location: Friend Center, Bowl 006 |
| Special Seminar | |
| Topic: | Theory of valuations on manifolds |
| Presenter: | S. Alesker, Tel Aviv University and IAS |
| Date: | Friday, April 8, 2005, Time: 2:00 p.m., Location: Fine Hall 1201 |
| Columbia-Princeton Probability Day | |
| Topic: | Speed of Mixing for the Induction Map on the Space of Interval Exchange Transformations and the Central Limit Theorem for the Teichmueller Geodesic Flow |
| Presenter: | Alexander Bufetov, Princeton University |
| Date: | Friday, April 8, 2005, Time: 2:30 p.m., Location: Friend Center, Bowl 006 |
| Columbia-Princeton Probability Day | |
| Topic: | A Unified View of Hedging and Risk Management |
| Presenter: | Soumik Pal, Columbia University, New York |
| Date: | Friday, April 8, 2005, Time: 3:00 p.m., Location: Friend Center, Bowl 006 |
| Columbia-Princeton Probability Day | |
| Topic: | Penalty Approximation and Analytical Characterization of the Problem of Super-Replication under Portfolio Constraints |
| Presenter: | Alain Bensoussan, University of Texas at Dallas, Richardson |
| Date: | Friday, April 8, 2005, Time: 4:00 p.m., Location: Friend Center, Bowl 006 |
APRIL 11 - APRIL 15, 2005 |
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| PACM Colloquium | |
| Topic: | TBA |
| Presenter: | Pino Martin, Mechanical & Aerospace Engineering, Princeton University |
| Date: | Monday, April 11, 2005, Time: 4:00 p.m., Location: Fine Hall 214 |
| Operations Research and Financial Engineering Seminar *** Special series of lectures *** | |
| Topic: | Optimal stopping and free boundary problems |
| Presenter: | Albert N. Shiryaev, Moscow State University and Steklov Mathematical Institute, Russia |
| Date: | Monday, April 11, 2005, Time: 4:30 p.m., Location: Room E-225, Engineering Quad |
| Abstract: | Professor Shiryaev will discuss selected topics in: (A) the theory of probability: maximal inequalities in stochastic analysis, (B) the mathematical statistics: sequential testing and quickest detection problems for Wiener and Poisson processes, (C) the mathematical finance: American options (standard, Russian, Asian, power) which can be reformulated as problems of optimal stopping of stochastic processes and solved by a reduction to free-boundary problems of real analysis (Stefan problems). |
| Operations Research and Financial Engineering Seminar | |
| Topic: | Change of Measures and Likelihood Processes in the Statistics of Semimartingales |
| Presenter: | Albert N. Shiryaev, Moscow State University and Steklov Mathematical Institute, Russia |
| Date: | Tuesday, April 12, 2005, Time: 4:30 p.m., Location: Room E-219, Engineering Quad |
| Abstract: | This talk is about (A) some basic facts from the algebra of semimartingales (canonical representation, triplet of the predictable characteristics, stochastic exponential and logarithm), (B) transformation of the local characteristics under Esscher's change of measures (general case and Levy models), (C) problems of the construction of the Radon-Nikodym densities (likelihood process) in the semimartingale setting (difficulties and some concrete efficient cases). |
| Department Colloquium | |
| Topic: | The Inverse Problem in Invariant Theory |
| Presenter: | Michael Larsen, Indiana University |
| Date: | Wednesday, April 13, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Abstract: | The direct problem in invariant theory is to describe the category of representations of a given group. Its inverse is to extract information about a group from information about its representations. The prototypical result in this direction is Tannaka duality. The ultimate goal is to recognize compact Lie groups which appear in nature, where in practice one typically does not know the category of representations up to isomorphism. |
| Operations Research and Financial Engineering Seminar *** Special series of lectures *** | |
| Topic: | Optimal stopping and free boundary problems |
| Presenter: | Albert N. Shiryaev, Moscow State University and Steklov Mathematical Institute, Russia |
| Date: | Wednesday, April 13, 2005, Time: 4:30 p.m., Location: Room E-225, Engineering Quad |
| Abstract: | Professor Shiryaev will discuss selected topics in: (A) the theory of probability: maximal inequalities in stochastic analysis, (B) the mathematical statistics: sequential testing and quickest detection problems for Wiener and Poisson processes, (C) the mathematical finance: American options (standard, Russian, Asian, power) which can be reformulated as problems of optimal stopping of stochastic processes and solved by a reduction to free-boundary problems of real analysis (Stefan problems). |
| PACM Colloquium - Distinguised Lecture Series | |
| Topic: | More Unknowns than Equations? Bring it on! |
| Presenter: | David Donoho, Department of Statistics, Stanford University |
| Date: | Wednesday, April 13, 2005, Time: 8:00 p.m., Location: A02 McDonnell Hall |
| Abstract: | Everything you were taught about underdetermined systems of linear equations is wrong... Okay, that's too strong. But you have been taught things in undergraduate linear algebra which, if you are an engineer or scientist, may be holding you back. The main one is that if you have more unknowns than equations, you're lost. Don't believe it. At the moment there are many interesting problems in the information sciences where researchers are currently confounding expectations by turning linear algebra upside down: (a) An imaging system can produce an accurate N-pixel image using only N^{1/4} log^3(N) (specially chosen) samples to reconstruct it, far fewer than the N pixel samples you might have naively thought. (b) A Fourier imaging system can observe just the lowest frequencies of a sparse nonnegative signal and perfectly reconstruct all the unmeasured high frequencies of the signal. (c) a communications system can transmit a very weak signal perfectly in the presence of intermittent but arbitrarily powerful jamming. <\p> Moreover, in each case the methods are convenient and computationally tractable. Mathematically, what's going on is a recent explosion of interest in finding the sparsest solution to certain systems of underdetermined linear equations. This problem is known to be NP-Hard in general, and hence the problem sounds intractable. Surprisingly, in some particular cases, it has been found that one can find the sparsest solution by $l^1$ minimization, which is a convex optimization problem and so tractable. Many researchers are now actively working to explain and exploit this phenomenon. It's responsible for the examples given above. In my talk, I'll discuss that this curious behavior of $l^1$ minimization and connect with some deep mathematics and a broad range of fun applications. |
| Joint Analysis Seminar | |
| Topic: | On L_{3, \infty} solutions to the Navier-Stokes equations and backward uniqueness |
| Presenter: | Vladimir Sverak, University of Minnesota |
| Date: | Thursday, April 14, 2005, Time: 4:00 p.m., Location: Fine Hall 214 |
| Topology Seminar | |
| Topic: | The Reduced Algebraic K-theory of Square-Zero Extensions by Free Modules |
| Presenter: | Ayelet Lindenstrauss, Indiana University |
| Date: | Thursday, April 14, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Abstract: | This talk is about joint work with Randy McCarthy (UIUC). We give a method for finding the completion at a prime p of the reduced (over A) K-theory of the square-zero extension of A by a free A-module of finite rank, $\tilde K(A \semiprod (A^{\oplus k}))^\wedge _p$. The calculation is carried out when $A$ satisfies a technical condition which (by work of Hesselholt and Madsen) is satisfied by perfect fields of characteristic $p$, and in that case generalizes the dual numbers ($k=1$) case which Hesselholt and Madsen calculate by different methods. Our calculation uses an invariant we call $W(A;M)$, which can be thought of as a Witt ring of $A$ with coefficients in $M$, or alternatively as cyclic homology of $A$ with coefficients in $M$. By Goodwillie calculus methods, $\tilde K (A \semiprod M) \simeq W(A;M\otimes S1)$, so what we actually study is $W(A; A^{\oplus k}\otimes S1)$. The completion at $p$ is needed for a topological analog of breaking the Witt ring down into a product of $p$-Witt vectors. |
| Joint Institute for Advanced Study and Princeton University Number Theory Seminar *** Please note special date, time, and location | |
| Topic: | The inverse Galois problem for p-adic Lie algebras |
| Presenter: | Michael Larsen, Indiana University |
| Date: | Friday, April 15, 2005, Time: 2:00 p.m., Location: Fine Hall 801 |
| Abstract: | For a number field K and a (compact) p-adic Lie groups G, the inverse Galois problem asks whether G can be realized as the Galois group of an extension of K. Already in the case that G is zero-dimensional, this is too difficult. So I propose to relax the problem and ask which p-adic Lie algebras can be realized. |
| Geometric Analysis Seminar | |
| Topic: | Minimal Desingularizations of Planes in Space |
| Presenter: | Michael Wolf, Rice University |
| Date: | Friday, April 15, 2005, Time: 3:00 p.m., Location: Fine Hall 314 |
| Abstract: | We prove that there is only one way to 'desingularize' the intersection of two planes in space to and obtain a periodic minimal surface as a result. The proof is mostly an exercise in Teichmuller theory: we translate the geometry of minimal surface in space into a statement about a moduli space of flat structures on Riemann surfaces, and thenstudy deformation theory and degenerations in this moduli space to prove the result. |
| Geometry, Representation Theory, and Moduli Seminar | |
| Topic: | Relative Gromov-Witten Invariants and Symplectic Field Theory |
| Presenter: | E. Katz, Duke University |
| Date: | Friday, April 15, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
APRIL 18 - APRIL 22, 2005 |
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| Joint Analysis Seminar *** Please note special date and location | |
| Topic: | Existence of solutions to the nonlinear wave equation with an inverse-square potential |
| Presenter: | Paschalis Karageorgis, Northwestern University |
| Date: | Monday, April 18, 2005, Time: 4:00 p.m., Location: Fine Hall 314 |
| Abstract: | Focusing on the nonlinear wave equation with an inverse-square potential, we address the existence of solutions under assumptions which are optimal in some sense. In particular, the well-known theorem of Fritz John for a zero potential is shown to hold for potentials which are not necessarily small or positive. |
| PACM Colloquium | |
| Topic: | TBA |
| Presenter: | David Cai, New York University |
| Date: | Monday, April 18, 2005, Time: 4:00 p.m., Location: Fine Hall 214 |
| Joint Institute for Advanced Study and Princeton University Number Theory Seminar | |
| Topic: | Equidistribution for Hecke eigenforms |
| Presenter: | Wenzhi Luo, Ohio State University |
| Date: | Monday, April 18, 2005, Time: 4:30 p.m., Location: Fine Hall 322 |
| Abstract: | In this talk, I'd like to describe my recent work with P.Sarnak concerning the equidistribution properties for Hecke eigenforms on the modular surface. We evaluate asymptotically the variance for the equidistribution by means of the trace formula and analyze its subtle arithmetic structure and connections to Hecke operators and central values of triple product L-functions. |
| Group Actions and Automorphic Forms Seminar | |
| Topic: | Ergodic theory of semisimple lattices |
| Presenter: | Alexander Gorodnik, Caltech |
| Date: | Tuesday, April 19, 2005, Time: 11:30 a.m., Location: Fine Hall PL |
| Abstract: | Consider a measure-preserving action of a lattice (in semisimple Lie group) on a probability measure space. For such actions, we prove strong maximal inequality, mean and pointwise ergodic theorems. For lattices satisfying property (T), we get ergodic theorems with exponential rate of convergence. In the case of algebraic lattice actions that preserve finite measure, we show that all dense orbits are equidistributed. Our methods can be also applied to some infinite volume homogeneous spaces. This is joint work with Amos Nevo and Barak Weiss. |
| Algebraic Geometry Seminar | |
| Topic: | TBA |
| Presenter: | Gordon Heier, Harvard University |
| Date: | Tuesday, April 19, 2005, Time: 4:30 p.m., Location: Fine Hall 322 |
| Operations Research and Financial Engineering Seminar | |
| Topic: | Smoothly Truncated Stable Distributions, GARCH-Models, and Option Pricing |
| Presenter: | Christian Menn, Cornell University |
| Date: | Tuesday, April 19, 2005, Time: 4:30 p.m., Location: Room E-219, Engineering Quad |
| Abstract: | Click here |
| Discrete Mathematics Seminar | |
| Topic: | Clique-width for graph classes defined by forbidden four-vertex subgraphs |
| Presenter: | Andreas Brandstaed, University of Rostock |
| Date: | Wednesday, April 20, 2005, Time: 2:15 p.m., Location: Fine Hall 224 |
| Abstract: | Click here |
| Department Colloquium | |
| Topic: | Probabilistic reasoning and Ramsey Theory |
| Presenter: | Benjamin Sudakov, Princeton University |
| Date: | Wednesday, April 20, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Abstract: | "Ramsey Theory" refers to a large body of deep results in mathematics concerning the partition of large collections. Its underlying philosophy is captured succinctly by the statement that "In a large system complete disorder is impossible". Since the publication of the seminal paper of Ramsey in 1930, this subject has grown with increasing vitality, and is currently among the most active areas in Combinatorics. An important factor in the development of Ramsey Theory was the successful application of the so-called "Probabilistic Method". This method was initiated more than fifty years ago by Paul Erdos, and became one of the most powerful and widely used tools in Discrete Mathematics. In this talk I will describe some classical results of Ramsey Theory together with recent progress on some old questions of Erdos which was made using probabilistic arguments. I will also discuss the problem of converting existence arguments into deterministic constructions, in particular, the recent explicit constructions of Bipartite Ramsey graphs. |
| Topology Seminar | |
| Topic: | TBA |
| Presenter: | Peter Kronheimer, Harvard University |
| Date: | Thursday, April 21, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Joint Institute for Advanced Study and Princeton University Number Theory Seminar | |
| Topic: | TBA |
| Presenter: | Fred Diamond, Brandeis University |
| Date: | Friday, April 22, 2005, Time: 2:00 p.m., Location: Fine Hall 801 |
| Geometric Analysis Seminar | |
| Topic: | The structure of singularities of mean curvature flow |
| Presenter: | Bruce Kleiner, University of Michigan |
| Date: | Friday, April 22, 2005, Time: 3:00 p.m., Location: Fine Hall 314 |
| Geometric Analysis Seminar *** Please note special time and location | |
| Topic: | Spectral invariants on surfaces and Markov Chains |
| Presenter: | Jean Steiner, Courant Institute |
| Date: | Friday, April 22, 2005, Time: 4:30 p.m., Location: Fine Hall 214 |
| Abstract: | In this talk we will consider Green's functions on surfaces and on discrete Markov chains. In both settings, the regularized trace of the Laplacian emerges as an interesting spectral invariant, and we will consider relevant analogies and probabilistic interpretations. |
| Geometry, Representation Theory, and Moduli Seminar | |
| Topic: | TBA |
| Presenter: | Maryam Mirzakhani, Princeton University |
| Date: | Friday, April 22, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
APRIL 25 - APRIL 29, 2005 |
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| Operations Research and Financial Engineering Seminar *** Special series of lectures *** | |
| Topic: | Jump diffusion models with applications in credit risk and option pricing |
| Presenter: | Steve Kou, Columbia University |
| Date: | Monday, April 25, 2005, Time: 3:00 p.m., Location: Room E-225, Engineering Quad |
| Abstract: | The topics to be covered include: (1) Modeling credit spread, implied volatility, optimal capital structure with endogenous default and jump risk (2) First passage times for jump diffusion processes (3) Analytical approximations for finite-maturity American options. (4) Analytical solutions for barrier and lookback options. |
| PACM Colloquium | |
| Topic: | Discrete Denoising |
| Presenter: | Sergio Verdu, Applied Mathematics and Electrical Engineering, Princeton University |
| Date: | Monday, April 25, 2005, Time: 4:00 p.m., Location: Fine Hall 214 |
| Abstract: | Finite-alphabet signals corrupted by discrete noisy channels arise naturally in a wide range of applications spanning fields such as statistics, engineering, and computer science. Examples include DNA sequence analysis and processing, text correction, Hidden Markov model state estimation, and image denoising. While the field of filtering or denoising of continuous-alphabet signals has a long history, the field of discrete denoising has seen far less progress. In many discrete denoising applications, a good model for the randomness of the noisy channel is known, whereas the statistical description of the noiseless signal is either unknown or too complex. It is therefore of considerable interest to pose the problem of discrete universal denoising where no knowledge exists about the statistics of the noiseless signal while the channel statistics are assumed known. I will present the DUDE algorithm for discrete universal denoising which has linear complexity and attains universal optimality in a stochastic sense as well as a stronger semi-stochastic sense. I will also show several DUDE-based algorithms for channel decoding of systematically encoded redundant data. Joint work with E. Ordentlich, G. Seroussi, M. Weinberger and T. Weissman. |
| Operations Research and Financial Engineering Seminar | |
| Topic: | Stochastic Gradient Estimation |
| Presenter: | Michael Fu, University of Maryland |
| Date: | Tuesday, April 26, 2005, Time: 4:30 p.m., Location: Room E-219, Engineering Quad |
| Abstract: | We survey the methods of stochastic gradient estimation, including perturbation analysis, the likelihood ratio method, and weak derivatives. We illustrate the techniques using models in queueing, inventory, and finance. In the latter case, the methods can be used for estimating the so-called Greeks, which are crucial for hedging, and also for pricing American-style options (derivatives with early exercise opportunities). Computational examples using the estimators in stochastic approximation algorithms are described. |
| Operations Research and Financial Engineering Seminar *** Special series of lectures *** | |
| Topic: | Jump diffusion models with applications in credit risk and option pricing |
| Presenter: | Steve Kou, Columbia University |
| Date: | Wednesday, April 27, 2005, Time: 3:00 p.m., Location: Room E-225, Engineering Quad |
| Abstract: | The topics to be covered include: (1) Modeling credit spread, implied volatility, optimal capital structure with endogenous default and jump risk (2) First passage times for jump diffusion processes (3) Analytical approximations for finite-maturity American options. (4) Analytical solutions for barrier and lookback options. |
| Joint Analysis Seminar | |
| Topic: | TBA |
| Presenter: | Igor Rodnianski, Princeton University |
| Date: | Thursday, April 28, 2005, Time: 4:00 p.m., Location: Fine Hall 214 |
| Topology Seminar | |
| Topic: | TBA |
| Presenter: | Helmut Hofer, NYU |
| Date: | Thursday, April 28, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Operations Research and Financial Engineering Seminar *** Special series of lectures *** | |
| Topic: | Jump diffusion models with applications in credit risk and option pricing |
| Presenter: | Steve Kou, Columbia University |
| Date: | Friday, April 29, 2005, Time: 11:30 a.m., Location: Room E-225, Engineering Quad |
| Abstract: | The topics to be covered include: (1) Modeling credit spread, implied volatility, optimal capital structure with endogenous default and jump risk (2) First passage times for jump diffusion processes (3) Analytical approximations for finite-maturity American options. (4) Analytical solutions for barrier and lookback options. |
| Geometric Analysis Seminar | |
| Topic: | Ricci flow on locally homogeneous closed 4-manifolds |
| Presenter: | Peng Lu, University of Oregon |
| Date: | Friday, April 29, 2005, Time: 3:00 p.m., Location: Fine Hall 314 |
| Abstract: | We discuss the Ricci flow on homogeneous 4-manifolds. After list the classification these manifolds, we show that there are families of initial metrics such that we can diagonalize them and the Ricci flow preserves the diagonalization, then we analyze the long time behavior of these families. |
| Geometric Analysis Seminar *** Note special time | |
| Topic: | Combinatorial Yamabe flow |
| Presenter: | David Glickenstein, MIT |
| Date: | Friday, April 29, 2005, Time: 4:30 p.m., Location: Fine Hall 314 |
| Abstract: | We shall study a piecewise-linear geometry which lies somewhere between the geometry of graphs and the geometry of Riemannian manifolds. In our context, the geometry comes from a simplicial complex whose vertices are given weights which determine the lengths of edges (so the vertices and edges form a weighted graph), and hence the area and volume of higher dimensional simplices. Combinatorial Yamabe flow is a way to deform the geometry into something less complicated via an ordinary differential equation, an analogue of the Ricci or Yamabe flow in Riemannian geometry designed for a piecewise-linear object instead of a smooth manifold. Such equations may be helpful in applying the successful methods of geometric evolution equations to new realms of problems in physics, topology, algebraic geometry, numerical analysis, graph theory, and other fields. The methods will involve basic Euclidean geometry as well as the application of simple ideas from partial differential equations to functions on graphs. This talk will be self-contained and should be easily accessible to graduate students and those in other fields. |
MAY 2 - MAY 6, 2005 |
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| Joint Analysis Seminar | |
| Topic: | TBA |
| Presenter: | Markus Keel, University of Minnesota |
| Date: | Thursday, May 5, 2005, Time: 4:00 p.m., Location: Fine Hall 214 |
MAY 9 - MAY 14, 2005 |
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| Operations Research and Financial Engineering Seminar | |
| Topic: | On the borders of Statistics and Computer Science |
| Presenter: | Peter Bickel, University of California, Berkeley |
| Date: | Tuesday, May 10, 2005, Time: 4:30 p.m., Location: Room E-219, Engineering Quad |
| Abstract: | Machine learning in computer science and prediction and classification in statistics are essentially equivalent fields. I will try to illustrate the relation between theory and practice in this huge area by a few examples and results. In particular I will try to address an apparent puzzle: Worst case analyses, using empirical process theory, seem to suggest that even for moderate data dimension and reasonable sample sizes good prediction (supervised learning) should be very difficult. On the other hand, practice seems to indicate that even when the number of dimensions is very much higher than the number of observations, we can often do very well. We also discuss a new method of dimension estimation and some features of cross validation. |
| Joint Institute for Advanced Study and Princeton University Number Theory Seminar *** Please note special date, time, and location | |
| Topic: | From Laplace to Langlands via Restriction from SO(2n+1) to SO(2n) |
| Presenter: | Benedict Gross, Harvard University |
| Date: | Thursday, May 12, 2005, Time: 1:30 p.m., Location: Fine Hall 314 |
| Mathematical Physics Seminar *** Please note special date, time, and location | |
| Topic: | On a Class of Exactly Integrable Radial Solutions of the Continuity and Euler Equations for nD systems with Long Range Interactions |
| Presenter: | Philippe Choquard, Institute of Theoretical Physics, Lausanne |
| Date: | Friday, May 13, 2005, Time: 3:00 p.m., Location: Jadwin Hall 343 |
| Abstract: | Hamiltonian fluids with Newtonian or Coulombian self-interactions in nD are considered. Exact integrability of radial solutions of the corresponding Euler, Poisson and continuity equations is shown to result from the existence of two constants of integration. Representative examples of implicit solutions are given for the pure attractive and repulsive systems for the models with homogenous and compensating background densities, i.e., the One Component Plasma and the model of Cold Dark Matter in an expanding universe. |
MAY 16 - MAY 20, 2005 |
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| Operations Research and Financial Engineering Seminar *** Please note special day | |
| Topic: | TBA |
| Presenter | Holger Dette, Ruhr-Universität Bochum, Germany |
| Date: | Monday, May 16, 2005, Time: 4:30 p.m., Location: Room E-219, Engineering Quad |
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