Past Events

We construct a supercritical interacting measure-valued diffusion with representative particles that interact with the center of mass by using the historical stochastic calculus of Perkins to modify a super Ornstein-Uhlenbeck process. In doing so we...

In joint work with Tom Salisbury, we study a class of random directed graphs on Z^d that includes site percolation and oriented percolation. Motivated by the study of random walks in these random environments, we focus on those models in two...

Probabilistic and decision-theoretic graphical models, such as Bayesian networks, provide compact yet powerful formalisms for building intelligent systems, known as agents in the field of artificial intelligence, that must function in partially...

Probably the most thoroughly studied mechanism that can explain the evolution and maintenance of costly cooperation among selfish individual is population structure. In the past years, hundreds of papers have mathematically modeled how cooperation...

The main goal of this presentation is to describe an architecture for solving large hybrid Bayesian networks (BNs) with discrete, continuous and deterministic variables. In the presence of deterministic variables, we have to deal with non-existence...

Solving problems regarding the optimal control of partial differential equations (PDEs) - a type of PDE-constrained optimization - is a frontier area of numerical analysis. Of particular interest is the problem of flow control, where one would like...

The main goal of this presentation is to describe an architecture for solving large hybrid Bayesian networks (BNs) with discrete, continuous and deterministic variables. In the presence of deterministic variables, we have to deal with non-existence...

Probability theory is concerned with regularities in random processes, such as laws of large numbers and limit-shape theorems. Recent work by researchers at the interface between probability and combinatorics shows that many of these regularities...

The game-theoretic framework, introduced by Vovk and myself in 2001 (www.probabilityandfinance.com), uses game theory instead of measure theory as a mathematical framework for probability. Classical theorems are proven by betting strategies that...