Sign and Phase Problems in Markov Chain Monte Carlo- Sampling the Unsampleable

James Gubernatis
Los Alamos National Laboratory
November 1, 2012
Monte Carlo Methods in the Physical and Biological Sciences
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Concentration inequalities for Feynman-Kac particle models and their applications

Pierre Del Moral
INRIA
November 1, 2012
Monte Carlo Methods in the Physical and Biological Sciences
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Ferromagnets and the mean-field classical Heisenberg model

Kay Kirkpatrick
University of Illinois at Urbana-Champaign
November 1, 2012
Monte Carlo Methods in the Physical and Biological Sciences
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Challenges in Path Integral Monte Carlo

David Ceperley
University of Illinois
October 31, 2012
Monte Carlo Methods in the Physical and Biological Sciences
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The expected signature of a diffusion process and its PDE

Hao Ni
University of Oxford
October 13, 2012
Uncertainty Quantification
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Statistical Models of Spatial Processes Based on Local-Interaction Energy Functionals

Dionissios Hristopulos
Technical University of Crete
October 13, 2012
Uncertainty Quantification
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Stochastic Collocation Methods for Stochastic Partial Differential Equations Driven by White Noise

Zhongqiang Zhang
Worcester Polytechnic Institute
October 13, 2012
Uncertainty Quantification
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Wiener Chaos Expansion for Random Perturbations in SPDEs

Chia Ying Lee
University of North Carolina
October 13, 2012
Uncertainty Quantification
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CDF Solutions of Stochastic Hyperbolic Equations

Daniel Tartakovsky
University of California, San Diego
October 11, 2012
Uncertainty Quantification
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