Variational analysis has come of age. Long an elegant theoretical toolkit for variational mathematics and nonsmooth optimization, it now increasingly underpins the study of algorithms, and a rich…

Friday, January 31, 2014 at 3:30pm
Frank H. T. Rhodes Hall, 655
CAM Colloquium: Guillaume Bal (Columbia) - Hybrid Inverse Problems in Medical Imaging
Several recent coupled-physics medical imaging…

ORIE/Statistics Colloquium: Sahand Negahban (MIT) - Structured Estimation in High-Dimensions
Wednesday, February 20, 2013 at 4:15pm
Frank H. T. Rhodes Hall, 253
Modern techniques in data…

Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the…