IMSE lunchtime seminar: November 19, noon, in Altgeld 345

Liming Feng, IESE:  http://web.engr.illinois.edu/~fenglm/

From Shannon’s Sampling to Optimal Stopping in Finance

The Whittaker-Shannon-Kotel′nikov sampling theorem and the Paley-Wiener theorem state that an entire function of exponential type (band-limited function) can be reconstructed exactly from its values at discrete sampling points through the cardinal series. For functions that are analytic in a horizontal strip, the [...]

IMSE lunchtime seminar: October 15, noon, in CSL 141

Central limit theorems for supercritical branching Markov processes

Renming Song

Department of Mathematics, University of Illinois

Abstract:

In this talk, I will give a survey of the recent results on spatial central limit theorems for a large class of supercritical branching Markov processes.

IMSE lunchtime seminars starting again in the Fall!

We’ll be starting up the IMSE lunchtime seminar series in Fall 2014.  We’ve decided to change the format to a more traditional one, with one speaker for the hour. The talks will be located in CSL 141, and lunch will be provided.

The talks scheduled this fall will be:

September 10:  Georgios Fellouris, Statistics

October [...]

IMSE Hot TIME Symposium: Applied Geometry, Topology and Networks

The Symposium takes place on February 24-25, and features 2 plenary and 20 invited talks by experts from 12 universities and LANL. Details – here.

IMSE lunchtime seminar: November 6, at noon

We meet in Grainger Library, room 329.

Alejandro Dominguez-Garcia, ECE, talks on Analysis of Power System Dynamics Subject to Stochastic Power Injections We propose a framework to study the impact of stochastic active/reactive power injections on power system dynamics with a focus on time scales involving electromechanical phenomena. In this framework the active/reactive power injections evolve according to [...]

IMSE lunchtime seminar: October 16, at noon

The second meeting of the seminar is, as usual, in Grainger Library, room 335.

Steven Levinson, ECE, talks on A Geometric Interpretation and Proof of Baum’s Algorithm for Estimation of the Parameters of a Probabilistic Function of a Markov Process,A probabilistic function of a finite state Markov process is a stochastic process, , that generates [...]

IMSE summer school on Multi-Agent Networked Systems August 15-18, 2013

Organized by IMSE at the University of Illinois at Urbana-Champaign.

The program will be comprised of four 2-hour tutorials and invited technical talks.

Details here.

IMSE lunchtime seminar: April 24, at noon

Next meeting of the seminar is, as usual, in Grainger Library, room 335.

Last talks of the semester are by Kay Kirkpatrick, Math, on Heisenberg and XY models of ferromagnets and superconductors, Beyond the Ising model of ferromagnetism, there are the more realistic and challenging XY model (spins in the circle) and the classical Heisenberg [...]

IMSE lunchtime seminar: April 3rd, at noon

Next meeting of the seminar is, as usual, in Grainger Library, room 335.

There will be two interlinked talks, by Marius Junge, Math, and Kiryung Lee, ECE on RIP off Compressed Sensing We give an introduction to Banach space tools in around RIP and indicate how one can reduce the number of measurements by optimizing [...]

IMSE lunchtime seminar: March 13, at noon

We’ll meet in Grainger Library, room 329 (note that the room is different!)

Two talks will be given, by

Ali Belabbas, ECE,

and

Maxim Raginsky, ECE as well.