In this talk we examine a class of inverse problems that arise ongraphs. We provide a review ofrecent developments, including design aspects for identifiabilitypurposes, inference issues andapplications to computer networks.
Creator:
Michailidis, George (University of Michigan)
Created:
2005-11-10
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Vector Autoregressive Models (VAR) are widely used in applied economics and finance. In this talk we consider a VAR model augmented with dynamically evolving factors. The time series modeled as a VAR, together with the dynamic factors relate to a large number of other time series hat aid in the identifiability of the model parameters. We investi...
Creator:
Michailidis, George (University of Florida)
Created:
2018-02-22
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Vector Autoregression represent a popular class of time series models that aim to capture temporal interconnections between a number of time series. They have been widely used in economics and finance and more recently in biomedical applications. In this talk, we discuss modeling and estimation issues in the high-dimensional setting under differ...
Creator:
Michailidis, George (University of Florida)
Created:
2016-09-16
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
The Travelers Companies is a property-casualty insurance company that offers a wide variety of insurance and surety products and risk management services to businesses, organizations, and individuals. A unique challenge in the insurance industry is that a company cannot know the cost of insuring a customer when the policy is sold. It is impossib...
Creator:
Micek, Catherine (Katy) A. (The Travelers Companies, Inc.)
Created:
2013-03-03
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
In this work we investigate on hybrid statistical methods based on a combination of Sparse Partial Least Squares methodology and Elastic Net regression. Through simulations, we first observe that while the Elastic Net methodology struggles much more than the Sparse Partial Least Squares in identifying noise variables, the Sparse Partial Least Sq...
Creator:
Miakonkana, Guy-vanie Marcias (University of Minnesota, Twin Cities)
Created:
2014-05-05
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
I will discuss several issues in analyzing kinematics of a purely advective mixing process:1) Determine whether the scalar quantity, such as dye, introduced into the flow field is - asymptotically - in time thoroughly mixed.2) Determine how good is the mixture at any finite time.3) Provide methods for open-loop optimization or feedback control o...
Creator:
Mezic, Igor (University of California, Santa Barbara)
Created:
2010-04-15
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Juan C. Meza, Ph.D., is currently serving as the Division Director at the National Science Foundation’s Division of Mathematical Sciences. Prior to this position, he served as Dean of the School of Natural Sciences at the University of California, Merced. Juan also holds a position as Professor of Applied Mathematics, where his current research ...
Creator:
Meza, Juan (National Science Foundation)
Created:
2019-06-06
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Density Functional Theory is one of the most successful approaches for computing the electronic structure of materials and is currently used to study thousand-atom systems today. The goals of this tutorial are two-fold. First, I will present the basic equations and ideas behind the solution of the many-body electronic Schrodinger equation throug...
Creator:
Meza, Juan C. (Lawrence Berkeley National Laboratory)
Created:
2008-09-26
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
