American Mathematical Society

AMS Sectional Meeting AMS Special Session

Current as of Saturday, November 19, 2016 03:30:05

Associate secretaries:

Brian D Boe, AMS brian@math.uga.edu

Saturday November 12, 2016, 8:00 a.m.-10:50 a.m.
Special Session on Recent Advances in Stochastic Processes and Stochastic Computation, I
Room 461, Riddick Hall
Organizers:
Jianfeng Lu, Duke University
James Nolen, Duke University nolen@math.duke.edu
Kostas Spiliopoulous, Boston University
- 8:00 a.m.
  Multilevel Monte Carlo for Spatial Extremes.
  Jose H. Blanchet*, New York
  Mike Giles, Oxford University
  (1124-60-145)
- 9:00 a.m.
  Computationally Efficient Markov Chain Monte Carlo Methods for Bayesian Inverse Problems.
  Andrew Brown, Clemson Univeristy
  Arvind Saibaba*, North Carolina State University
  Sarah Vallelian, North Carolina State University
  (1124-60-59)
- 9:30 a.m.
  Randomized Incremental Methods for Additive Convex Cost Optimization.
  Mert Gurbuzbalaban*, Rutgers University
  (1124-90-330)
- 10:30 a.m.
  Quantification of the bias in approximate inference via information-theoretical bounds.
  Kostis Gourgoulias*, Department of Mathematics & Statistics, UMass Amherst
  (1124-60-287)

Saturday November 12, 2016, 3:00 p.m.-4:45 p.m.
Special Session on Recent Advances in Stochastic Processes and Stochastic Computation, II
Room 461, Riddick Hall
Organizers:
Jianfeng Lu, Duke University
James Nolen, Duke University nolen@math.duke.edu
Kostas Spiliopoulous, Boston University
- 3:00 p.m.
  Batched Stochastic Gradient Descent with Weighted Sampling.
  Deanna Needell*, Claremont McKenna College / UCLA
  Rachel Ward, UT Austin
  (1124-65-48)
- 3:30 p.m.
  Rare event analysis via optimization.
  Henry Lam*, University of Michigan
  Clementine Mottet, Boston University
  (1124-60-413)
- 4:00 p.m.
  The Diffusion Forecasting Method.
  John Harlim*, The Pennsylvania State University
  (1124-60-50)

Sunday November 13, 2016, 8:00 a.m.-10:45 a.m.
Special Session on Recent Advances in Stochastic Processes and Stochastic Computation, III
Room 461, Riddick Hall
Organizers:
Jianfeng Lu, Duke University
James Nolen, Duke University nolen@math.duke.edu
Kostas Spiliopoulous, Boston University
- 8:00 a.m.
  Rare event simulation via importance sampling for linear SPDEs.
  Michael Salins*, Boston University
  Konstantinos Spiliopoulos, Boston University
  (1124-60-103)
- 9:00 a.m.
  Metastability of the Nonlinear Wave Equation.
  Katherine A Newhall*, UNC Chapel Hill
  (1124-60-149)
- 10:00 a.m.
  Analysis for some numerical methods for sampling stochastic systems both in and out of equalibium.
  Jonathan C Mattingly*, Duke University
  (1124-60-417)