Local Volatility Model: Dupire PDE and Valuation/Pricing PDE Derivations and Comparisons
Introduces the Local Volatility Model, and derives the Dupire PDE using two alternative approaches. Also compares and contrast the Dupire PDE against the ...
quantpie
Electro-diffusion: modeling and numerical simulations (Part II/III)
This second Youtube describes how to model the voltage in dendritie spines using the Poisson-Nernst-Planck model. Numerical solutions are obtained by ...
David Holcman
GTP 2018 DAY1 AM2
The High Altitude Observatory (HAO) of the National Center for Atmospheric research (NCAR) is located in Boulder, Colorado, at the foot of the Rocky Mountains ...
High Altitude Observatory HAO | NCAR
Hydrodynamical simulations
Hydrodynamical simulations Speaker: Stefano BORGANI (Trieste Observatory) First ICTP Advanced School on Cosmology | (smr 2729) ...
ICTP High Energy, Cosmology and Astroparticle Physics
Matt Graham – Manifold MCMC Methods for Efficient Inference in a Wide Class of Diffusion Models
This talk is part of MCQMC 2020, the 14th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing.
MCQMC 2020
Luis Valdivieso - A Zero Variance Differential Geometric MCMC Estimation Approach
Talk given at EBEB 2014 http://www.ime.usp.br/~isbra/ebeb/ebeb2014/ 12th Brazilian Meeting on Bayesian Statistics March, 10-14, 2014 - Atibaia - SP - Brazil.
ISBrA
Unbiased Hamiltonian Monte Carlo with couplings
Jeremy Heng Harvard University, USA.
Institute for Mathematical Sciences
Mohammad Barani | West Virginia University | Estimating the Azimuthal Mode Structure
The High Altitude Observatory (HAO) of the National Center for Atmospheric research (NCAR) is located in Boulder, Colorado, at the foot of the Rocky Mountains ...
High Altitude Observatory HAO | NCAR
Research in Options 2015 - Chris Rogers (University of Cambridge, UK)
Research in Options 2015 Chris Rogers (University of Cambridge, UK) Página do Evento: http://www.impa.br/opencms/en/eventos/store/evento_1513 Download ...
Instituto de Matemática Pura e Aplicada
Gunther Leobacher: Quasi Monte Carlo Methods and their Applications
In the first part, we briefly recall the theory of stochastic differential equations (SDEs) and present Maruyama's classical theorem on strong convergence of the ...
Centre International de Rencontres Mathématiques
Bruno Sinopoli- On the Security of Cyber-Physical Systems
2014 MPE Workshop on Data-aware Energy Use September 29 - October 1, 2014 University of California, San Diego Mathematics of Planet Earth 2013 (MPE ...
The Qualcomm Institute
Mod-13 Lec-26 Analysis of Specific Flow Regimes
Multiphase Flow by Prof. Gargi Das,Prof. P.K. Das, Department of Chemical Engineering, IIT Kharagpur. For more details on NPTEL visit http://nptel.iitm.ac.in.
nptelhrd
Credit risk (QRM Chapter 10)
29th International Summer School of the Swiss Association of Actuaries (2016-08-18, Lausanne). For the corresponding course material, see ...
QRM Tutorial
Mathematical Methods and Modeling of Biophysical Phenomena - Uri Ascher
Mathematical Methods and Modeling of Biophysical Phenomena - Uri Ascher Uri Ascher (Univ. of British Columbia) This is part of a series of workshops ...
Instituto de Matemática Pura e Aplicada
The Convergence of Hamiltonian Monte Carlo
Santosh Vempala, Georgia Institute of Technology https://simons.berkeley.edu/talks/convergence-hamiltonian-monte-carlo Optimization, Statistics and ...
Simons Institute
Competitive erosion is conformally invariant
We study a graph-theoretic model of interface dynamics called competitive erosion. Each vertex of the graph is occupied by a particle, which can be either red or ...
Microsoft Research
JuliaCon 2016 | Partial Differential Equations: Being Faster than M*TL*B | Clemens Heitzinger
Visit http://julialang.org/ to download Julia.
The Julia Programming Language
Cox–Ingersoll–Ross model
If you find our videos helpful you can support us by buying something from amazon. https://www.amazon.com/?tag=wiki-audio-20 Cox–Ingersoll–Ross model In ...
WikiAudio
GOFCP 2019 , University of Trento, 7 September 2019 (17 -19.00)
Workshop GOFCP 2019 4th WORKSHOP ON GOODNESS-OF-FIT, CHANGE-POINT AND RELATED PROBLEMS (University of Trento, Department of ...
UniTrento Economia e Management
P. A. Markowich (Applied Partial Differential Equations)
Intervento di Peter Alexander Markowich (King Abdullah University of Science and Technology, Jeddah, Kingdom of Saudi Arabia) nel quadro del convegno ...
PoliMi
Tutorial: Monte Carlo Inference Methods
Monte Carlo methods use random sampling to understand a system, estimate averages, or compute integrals. Monte Carlo methods were amongst the earliest ...
Microsoft Research
Steven Gubser - The gauge string duality and QCD at finite temperature
Talk at Strings 2008 held at the CERN, Aug18-23, 2008. Event website: http://ph-dep-th.web.cern.ch/ph-dep-th/content2/workshops/strings2008/ Enjoy!
GraduatePhysics
JuliaCon 2020 | Minisymposium on Partial Differential Equations
Chairs: Jürgen Fuhrmann (Weierstrass Institute Berlin), Petr Krysl (UCSD) The talks at the minisymposium present several packages devoted to the solution of ...
The Julia Programming Language
Sri Namachchivaya - Stability, dimensional reduction and data assimilation in random dynamical s
PROGRAM: Nonlinear filtering and data assimilation DATES: Wednesday 08 Jan, 2014 - Saturday 11 Jan, 2014 VENUE: ICTS-TIFR, IISc Campus, Bangalore ...
International Centre for Theoretical Sciences
Information Theory of Deep Learning - What Do the Layers of Deep Neural Networks Represent?
Speaker: N. TISHBY (The Hebrew University of Jerusalem) Winter School on Quantitative Systems Biology: Learning and Artificial Intelligence (smr 3246) ...
ICTP Quantitative Life Sciences
Hong Kong Machine Learning Season 3 Episode 4 - Learning and Differential Equations
Michael Poli on Neural ODEs, Neural Flows, and TorchDyn, a PyTorch library for neural differential equations. Michael has two papers at the upcoming NeurIPS ...
HKML Research Limited
Raul Tempone - Forward and Inverse Problems with Multilevel Monte Carlo
This talk was part of the of the Online Workshop of the Thematic Programme "Computational Uncertainty Quantification: Mathematical Foundations, Methodology ...
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)
Grigorios A Pavliotis: Accelerating convergence and reducing variance for Langevin samplers
Grigorios A. Pavliotis: Accelerating convergence and reducing variance for Langevin samplers Markov Chain Monte Carlo (MCMC) is a standard methodology ...
Hausdorff Center for Mathematics
Electronic engineer | Wikipedia audio article
This is an audio version of the Wikipedia Article: https://en.wikipedia.org/wiki/Electronic_engineering 00:01:29 1 Relationship to electrical engineering 00:02:49 ...
wikipedia tts
AI Speech by Prof. Michael Jorden, UCB
AI Speech by Prof. Michael Jorden, UCB.
SuperAI
Electronic engineering
If you find our videos helpful you can support us by buying something from amazon. https://www.amazon.com/?tag=wiki-audio-20 Electronic engineering ...
WikiAudio
Multilevel Monte Carlo and transport maps
Jeremie Houssineau National University of Singapore, Singapore.
Institute for Mathematical Sciences
ECE Distinguished Lecture Series: Linda Petzold
The University of California Santa Barbara's Linda Petzold speaks as part of UD's Dept. of Electrical and Computer Engineering's Distinguished Lecture Series, ...
University of Delaware
Multiscale modeling and simulations to bridge molecular... - 1 October 2018
http://www.crm.sns.it/event/422/ Multiscale modeling and simulations to bridge molecular and cellular scales Predicting cellular behavior from molecular level ...
SNS Channel Mathematical and Natural Sciences
SNAPP Seminar || Jing Dong (Columbia University) || August 17, 2020
SNAPP Webpage: https://sites.google.com/view/snappseminar/home Speaker: Jing Dong (Columbia University), August 17, Mon, 11:30 am US Eastern Time ...
SNAPP Seminar
Maxim Raginsky: "A mean-field theory of lazy training in two-layer neural nets"
High Dimensional Hamilton-Jacobi PDEs 2020 Workshop II: PDE and Inverse Problem Methods in Machine Learning "A mean-field theory of lazy training in ...
Institute for Pure & Applied Mathematics (IPAM)
Universal Differential Equations for SciML - Modeling and Computation Seminar, Chris Rackauckas
University of Arizona Modeling and Computation Seminar, 4/16/2020 In the context of science, the well-known adage "a picture is worth a thousand words" might ...
Christopher Rackauckas
Mini-Course: Computational methods in applied inverse problems - Class 04
Mini-Course: Computational methods in applied inverse problems - Class 04 Mini-Course: Uri Ascher (British Columbia, Canada) Title: Computational methods ...
Instituto de Matemática Pura e Aplicada
Adaptive schemes for MCMC in infinite dimensions by Sreekar Vadlamani
PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava ...
International Centre for Theoretical Sciences
Michael Betancourt: Scalable Bayesian Inference with Hamiltonian Monte Carlo
Recording of Michael Betancourt's talk at the London Machine Learning Meetup: ...
London Machine Learning Meetup
Langevin MCMC: theory and methods
Eric Moulines École Polytechnique, France.
Institute for Mathematical Sciences
2018 Spring Seminar #2: Toward Minimalistic and Learning-Enabled Autonomous Navigation
This presentation will describe efforts to produce an autonomous navigation framework in which the various components of the architecture work together to ...
Roadway Safety Institute
