CMX Lunch
Annenberg 213
A Game theoretic approach to numerical approximation and algorithm design.
Houman Owhadi,
Abstract: This talk will cover interplays between Game Theory, Numerical Approximation and Gaussian Process Regression. We will illustrate this interface between statistical inference and numerical analysis through problems in multiscale analysis, the design of fast solvers, the identification of operator adapted wavelets, and computation with dense kernel matrices. This talk will cover joint work with F. Schäfer, C. Scovel, T. Sullivan and L. Zhang.
For more information, please contact Jennifer Wofford by phone at x2813 or by email at [email protected] or visit CMx Website.
Event Series
CMX Lunch Series