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

schedule le mardi 10 avril 2018 de 16h30 à 17h30

Organisé par : LPSM

Intervenant : Houman Owhadi (CalTech)
Lieu : Salle Paul Lévy (113) 1er étage Tours 16-26, Jussieu.

Sujet : A game theoretic approach to numerical approximation and algorithm design

Résumé :

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.