Houman Owhadi - A game theoretic approach to numerical approximation and algorithm design

This talk will cover interplays between Game Theory, Numerical Approximation and Gaussian Process Regression.  We will illustrate this interface between statistical inference and numerical analysis through problems related to numerical homogenization, operator adapted wavelets, fast solvers, and computation with dense kernel matrices. This talk will cover joint work with F. Schäfer, C. Scovel, T. Sullivan and L. Zhang.