Date/Time : 11 Apr 2022 14:00
Venue : via Zoom
Speaker : Tong Xin, National University of Singapore

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https://nus-sg.zoom.us/j/82203277015?pwd=R1o1cHlTc1FueUM0c3ZETEtZQngzUT09

Meeting ID: 822 0327 7015
Passcode: 485328

Abstract: In many areas, stochastic algorithms are the main computational workhorses. In order to handle modern-day problems, we need these algorithms to scale well with model dimension and data size. How to design such algorithms with theoretical guarantees is important for both practical and theoretical interests.

In this talk, I will discuss how to use stochastic algorithms to solve problems in data assimilation, inverse problems and statistical machine learning. I will focus on how to exploit different problem structures to make the algorithms computationally efficient.

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Date/Time : 11 Dec 2020 14:00
Venue : via Zoom
Speaker : Zhang Lei, National University of Singapore

Join Zoom Meeting https://nus-sg.zoom.us/j/82676230389?pwd=UmJtUTN2dzhycTJ2UTFrWHpZVXpTZz09 Meeting ID: 826 7623 0389 Password: 654751 Abstract: Fourier coefficients of automorphic representations play a fundamental role in number theory and representation theory, the theory of automorphic forms in particular. For instance, they are used to count the number of representations of a natural number as the sum of four squares and now they play a crucial role in our approach to the celebrated Gan-Gross-Prasad Conjecture. One of my main goals is to justify the Local-Global principle of those Fourier coefficients. Motivated by this, I investigated various cases and connections with other topics in the past several years. I will report my results and my future research plan in this talk.

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Date/Time : 14 Aug 2019 15:00
Venue : S17 #04-04 SR3
Speaker : Zhou Chao, National University of Singapore

After the last financial crisis, model uncertainty attracted academics and practitioners’ attention. New theories have been established to improve the way of quantifying model uncertainty. And innovative work has been done on the research of optimal portfolio strategy under model uncertainty. Stochastic control techniques have been widely used in these recent works. In this talk, I will present my contribution to several problems under model uncertainty in Quantitative Finance. Moreover, I will provide the necessary background to understand the results.

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Date/Time : 18 Jan 2019 10:00
Venue : S17 #04-04 SR3
Speaker : Tan Kai Meng, National University of Singapore

Despite its rich structure where combinatorics play an important role, the modular representation theory of the symmetric group is still not at all well understood. Many fundamental questions remain open to this day. Perhaps the most famous among them is the complete determination of its decomposition numbers. The advent and development of the Khovanov-Lauda-Rouquier algebras in the last decade shows that the symmetric group algebras can be non-trivially Z-graded, giving rise to graded decomposition numbers and providing new understanding to the old decomposition numbers. On the other hand, the announcement of counterexamples to James’s conjecture by Williamson ensures that the decomposition numbers remain as mysterious as ever, if not more. The talk will briefly survey the developments and describe my contributions to this elusive open problem.

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Date/Time : 23 Nov 2018 15:00
Venue : S17 #04-06 SR1
Speaker : Pang Chin How, Jeffrey, National University of Singapore

I will talk about my work on designing a distributed optimization algorithm based on dual ascent (or Dykstra’s splitting) that is asynchronous, decentralized, and has deterministic convergence. We also discuss the extension to the case of directed unreliable edges, and on using majorizations so that one can use subgradients approximations or outer approximations of constraint sets to simplify subproblems to be solved. We also studying convergence rates. I will then describe how I had started working on this area after noticing a heuristic for improving the convergence of the method of alternating projections.

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Date/Time : 12 Nov 2018 16:00
Venue : S17 #04-06 SR1
Speaker : Dilip Raghavan, National University of Singapore

I will summarize some of my work on three connected topics in set theory. The work on cardinal invariants covers both countable and uncountable cardinals, and it includes both ZFC theorems and consistency results. The work on special subsets of real numbers concentrates on techniques for constructing ultrafilters and almost disjoint families. The work on partition calculus includes results in both structural Ramsey theory and partition relations at uncountable ordinals. I will provide the necessary background to understand these results.

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