Wednesday
January 18, 2017
4:15 - 5:15 PM
Location: Spilker 232
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Supercanonical Convergence Rates in Quasi-Monte Carlo Simulation of Markov Chains
Pierre L'Ecuyer
University of Montreal
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[details]
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Wednesday
January 11, 2017
4:15 - 5:15 PM
Location: Spilker 232
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Levy Processes, Phase-type Distributions, and Martingales
Soren Asmussen
Aarhus University
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[details]
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Thursday
December 15, 2016
3:00 - 4:00 PM
Location: Shriram 368
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Heavy-tailed Stochastic Systems: Sample-path Large Deviations and Rare Event Simulation
Bert Zwart
CWI Amsterdam
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[details]
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Wednesday
November 30, 2016
4:20 - 5:20 PM
Location: Y2E2 105
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Stochastic Nested Composition Optimization and Beyond
Mengdi Wang
Princeton University
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[details]
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