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Sep
13

Antithetic Variates Applied to Quasi-Monte Carlo Methods

to Rettaliata Engineering, Room 121

Host Department of Applied Mathematics Description In this talk, the speaker summarizes Takashi Goda's talk in MCQMC 2016. Antithetic variates is a well-known variance reduction technique for IID...

Sep
6

Uniformly Distributed Sequence, Discrepancy, and Beyond

to Rettaliata Engineering, Room 121

Host Department of Applied Mathematics Description In this talk, the speaker talks about the development of the theory of uniformly distributed sequences. Then the speaker introduces the concept of...

Apr
15

Solving Conic Systems via Rescaling

to RE 036

Host Department of Applied Mathematics Description Poor conditioning of problem instances is a well-known difficulty that arises when solving convex optimization problems. Geometrically, this issue is...

Mar
28

Remembering Karl Menger

ÂÌñÉç Mies Campus

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...