Difference between revisions of "SIAM Student Chapter Seminar"

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=== Sep 27, Oct 4: Xiao Shen (Math) ===
 
=== Sep 27, Oct 4: Xiao Shen (Math) ===
The corner growth model
+
'''The corner growth model'''
  
 
Imagine there is an arbitrary amount of donuts attached to the integer points of Z^2. The goal is to pick an optimal up-right path which allows you to eat as much donuts as possible along the way. We will look at some basic combinatorial observations, and how specific probability distribution would help us to study this model.
 
Imagine there is an arbitrary amount of donuts attached to the integer points of Z^2. The goal is to pick an optimal up-right path which allows you to eat as much donuts as possible along the way. We will look at some basic combinatorial observations, and how specific probability distribution would help us to study this model.
 +
  
 
=== Oct 18: Bhumesh Kumar (EE) ===
 
=== Oct 18: Bhumesh Kumar (EE) ===
Non-stationary Stochastic Approximation
+
'''Non-stationary Stochastic Approximation'''
  
 
Abstract: Robbins–Monro pioneered a general framework for stochastic approximation to find roots of a function with just noisy evaluations.With applications in optimization, signal processing and control theory there is resurged interest in time-varying aka non-stationary functions. This works addresses that premise by providing explicit, all time, non-asymptotic tracking error bounds via Alekseev's nonlinear variations of constant formula.  
 
Abstract: Robbins–Monro pioneered a general framework for stochastic approximation to find roots of a function with just noisy evaluations.With applications in optimization, signal processing and control theory there is resurged interest in time-varying aka non-stationary functions. This works addresses that premise by providing explicit, all time, non-asymptotic tracking error bounds via Alekseev's nonlinear variations of constant formula.  

Revision as of 18:10, 15 October 2019



  • When: Most Friday at 11:30 am (see e-mail)
  • Where: 901 Van Vleck Hall
  • Organizers: Xiao Shen
  • To join the SIAM Chapter mailing list: email [join-siam-chapter@lists.wisc.edu] website.



Fall 2019

date speaker title
Sept. 27, Oct. 4 Xiao Shen (Math) The corner growth model
Oct. 11 (No seminar)
Oct. 18 Bhumesh Kumar (EE) Non-stationary Stochastic Approximation


Abstract

Sep 27, Oct 4: Xiao Shen (Math)

The corner growth model

Imagine there is an arbitrary amount of donuts attached to the integer points of Z^2. The goal is to pick an optimal up-right path which allows you to eat as much donuts as possible along the way. We will look at some basic combinatorial observations, and how specific probability distribution would help us to study this model.


Oct 18: Bhumesh Kumar (EE)

Non-stationary Stochastic Approximation

Abstract: Robbins–Monro pioneered a general framework for stochastic approximation to find roots of a function with just noisy evaluations.With applications in optimization, signal processing and control theory there is resurged interest in time-varying aka non-stationary functions. This works addresses that premise by providing explicit, all time, non-asymptotic tracking error bounds via Alekseev's nonlinear variations of constant formula.

Reference: https://arxiv.org/abs/1802.07759 (To appear in Mathematics of Control, Signals and Systems)