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Atomic decomposition and completion of moment sequences: from super-resolution to tensor factorization Gongguo Tang Department of Electrical Engineering and Computer Science , Colorado School of Mines Date and time: Monday, December 7, 2015 - 4:00pm Location: ECOT 226 Abstract: Modern data analysis relies on identifying complex, nonlinear models from noisy...

Time-Consistent Stopping Yu-Jui Huang School of Mathematical Sciences , Dublin City University Date and time: Tuesday, December 1, 2015 - 1:30pm Location: ECCR 257 Abstract: We study optimal stopping in continuous time, under non-exponential discounting. Our framework particularly captures decreasing impatience, a phenomenon well-documented in Behavioral Finance. Since non-exponential discounting...

Randomly switching ODEs, PDEs, and SDEs: Mathematical analysis and biological insight Sean Lawley Department of Mathematics , University of Utah Date and time: Tuesday, November 17, 2015 - 1:30pm Location: ECCR 257 Abstract: Prompted by diverse biological applications, we consider ODEs with randomly switching right-hand sides and PDEs and SDEs...

Suprema of stochastic processes, geometry, and applications Mary Wootters Department of Computer Science , Carnegie-Mellon University Date and time: Friday, November 13, 2015 - 3:00pm Location: ECCR 245 Abstract: Bounding the supremum of a stochastic process is a problem that shows up in many applications. Concretely, if X_t is a...

Multilevel Monte Carlo for McKean-Vlasov processes, with applications to kinetic equations Lee Ricketson Courant Institute of Mathematical Sciences , New York University Date and time: Tuesday, November 10, 2015 - 1:30pm Location: ECCR 257 Abstract: A wide variety of phenomena - both physical and otherwise - can be conceptualized as...

Probability and Statistics Prelim Exam Probability and Statistics Prelim Exam Applied Mathematics , University of Colorado Boulder Date and time: Thursday, August 20, 2015 - 10:00am Location: Duane Physics Room G2B21 Abstract: TBA

PDE Prelim Exam PDE Prelim Exam Applied Mathematics , University of Colorado Boulder Date and time: Wednesday, August 19, 2015 - 10:00am Location: Duane Physics Room G2B21 Abstract: TBA

Analysis Prelim Exam Analysis Prelim Exam Applied Mathematics , University of Colorado Boulder Date and time: Tuesday, August 18, 2015 - 10:00am Location: Duane Physics Room G2B21 Abstract: TBA

Numerics Prelim Exam Numerics Prelim Exam Applied Mathematics , University of Colorado Boulder Date and time: Monday, August 17, 2015 - 10:00am Location: Duane Physics Room G2B21 Abstract: TBA

An Introduction to Numerical Algebraic Geometry and Applications Eric Hanson Department of Mathematics , Colorado State University Date and time: Tuesday, April 7, 2015 - 3:15pm Location: ECCR 257 Abstract: Numerical algebraic geometry (NAG) is a relatively new and emerging field of applied mathematics, which focuses on the approximation of...