SCREAM 2012

General Information

The Stanford Chapter of SIAM is pleased to announce a series of Seminars on Current Research in Engineering & Applied Mathematics

This year's SCREAM seminars will take place in the Winter quarter of 2012 on Thursdays from 4:15 PM to 5:30 PM in Y2E2-101. Each seminar will be accompanied by a wide array of food and beverages.

Thanks to Professor Michael Saunders and Indira Choudhury, the iCME Student Services Manager, arrangements have been made to incorporate SCREAM 2012 into CME 510, a 1 unit seminar course. You can therefore receive credit for attending the talks by registering for CME 510 on Axess.

This year, we are fortunate to have Professor Bala Rajaratnam from the Department of Environmental Earth System Science and Department of Statistics as our guest speaker. Note that he will be speaking on Wednesday February 15th at 4:15 PM in Y2E2-111.

Speaker Schedule

Thursday, February 2nd, 2011, 4:15 PM, Y2E2-101

Ramsharan Rangarajan

Universal meshes: To mesh or not to mesh?

Abstract: How difficult is it to simulate the melting of a block of ice using finite elements? Quite difficult. Why? The geometry of the ice block changes all the time. So how are evolving geometries handled in finite element calculations? You can come and find out!

Thursday, February 9th, 2011, 4:15 PM, Y2E2-101

Jihye Choi

Analysis of importance sampling estimators for large deviations

Regularization of positive definite matrices: Connections between algebra, graph theory, and statistics

Abstract: Positive definite (p.d.) matrices arise naturally in many areas within mathematics and also feature extensively in scientific applications, including the earth sciences and biomedical sciences. In modern high-dimensional applications, a common approach to finding sparse positive definite matrices is to threshold their small off-diagonal elements. This thresholding, sometimes referred to as hard-thresholding, sets small elements to zero. Thresholding has the attractive property that the resulting matrices are sparse, and are thus easier to interpret and work with. In many applications, it is often required, and thus implicitly assumed, that thresholded matrices retain positive definiteness. In this paper we formally investigate the algebraic properties of positive definite matrices which are thresholded. Some interesting and unexpected results will be presented. If time permits, probabilistic properties of thresholded positive definite matrices and connections to optimization will also be discussed. (The presentation will be based on results from three papers: the first based on work by the speaker and D.Guillot, the second based on the work by the speaker, B.Naul, D.Guillot and A.Hero, and the third by the speaker.)

Thursday, February 16th, 2011, 4:15 PM, Y2E2-101

Arvind Krishna

Computational challenges in the Bayesian approach for solving Inverse Problems

Thursday, February 23th, 2011, 4:15 PM, Y2E2-101

Dario Grana

Bayesian methods in geophysical inverse problems using Gaussian Mixture models.

Thursday, March 1st, 2011, 4:15 PM, Y2E2-101

Chang-han Rhee

Sensitivity Analysis of the Stationary Distribution of Markov Chains: Theory, Computation and Applications

Thursday, March 8th, 2011, 4:15 PM, Y2E2-101

Jonghyun Lee

Bayesian subsurface imaging using total variation prior