Office Hours: MF 8:30-10:00am.
Walk-ins and appointments at other time are welcome.
The objective this semester: To discuss current research projects and future plans of participating students.
Participating students: Hyun-Jung Kim, Shuang Li, Alperen Ozdemir, Jian Wang, Nathakhun Wiroonsri
Participating post-docs: James-Michael Leahy, Torstein Nilssen
What we did
Wednesday, January 13: Presentation by Torstein on the rough path transport equation with discontinuous drift.
Wednesday, January 20: Presentation by Hyun-Jung on the stochastic heat equation.
Wednesday, January 27: Presentation by Nathakhun on Stein's method.
Wednesday, February 3: Presentation by James on non-linear filtering in discrete time.
Wednesday, February 10: Presentation by James on foundations of non-linear filtering in continuous time.
Wednesday, February 17: Presentation by Alperen on the longest increasing subsequence in different settings.
Wednesday, February 24: Presentation by James on foundations of non-linear filtering in continuous time (part II).
Wednesday, March 2: Presentation by James on jump processes and random measures.
Wednesday, March 9: Presentation by James on stochastic parabolic equations driven by jump processes.
Wednesday, March 16: Spring Break.
Wednesday, March 23: Short presentations by all the participants about the possible next step after graduation.
Wednesday, March 30: Presentation by Jian on parameter estimation in second-order autoregressions with dependent noise.
Wednesday, April 6: Presentation by Shuang on Monte Carlo methods.
Wednesday, April 13: Presentation by Nathakhun on normal approximation via Stein's methods for statinary random fields.
Wednesday, April 20: Presentation by Alperen on the asymptotic distribution of the longest increasing subsequence in a random word.
Wednesday, April 27: A presentation about rough drivers, bounded (by Torstein) and unbounded (by James).