[Sem-coll] AM seminars/colloqium April 13 [Bhattacharya], April 16 [Staum], April 18 [Skokan]

[George Skontos]

Please join us for this round of seminars/colloquia. As always 
refreshments will be served 10-15 min prior to each talk.

-----------------------------------------------------------------------
--------
AM seminar Friday, April 13, 3:15pm, E1 122
Speaker: Amitava Bhattacharya (University of Illinois at Chicago)
Title: The polytope of degree partitions

The degree partition of a simple graph is its degree sequence 
rearranged in weakly decreasing order. Let DP(n) (respectively, DS(n)) 
denote the convex hull of all degree partitions (respectively, degree 
sequences) of simple graphs on the vertex set [n]={1,2,...,n}. We 
think of DS(n) as the symmetrization of DP(n) and DP(n) as the 
asymmetric part of DS(n). The polytope DS(n) is a well studied object 
(Koren, Beissinger and Peled, Peled and Srinivasan, Stanley). In this 
paper we study the polytope DP(n) and determine its vertices (and, as 
a corollary, its volume), edges, and facets. 


-----------------------------------------------------------------------
------------
AM colloquium Monday, April 16, 4:40pm E1 106
Speaker: Jeremy Staum (Northwestern University)
Title: Two-Level Simulations for Risk Measurement 

Risk measurement involves estimating some functional of the 
distribution of loss. Monte Carlo simulation is often used to estimate 
the mean of a distribution, but some risk measures, such as tail 
conditional expectation, are not means of a distribution from which 
one can sample. This calls for nested simulation, in which risk 
factors are sampled at an outer level of simulation, while the inner 
level of simulation provides estimates of loss given each realization 
of the risk factors. We present a general method for providing a 
confidence interval for the risk measurement given statistical error 
at two levels of simulation. The unusual structure of this problem 
poses a challenge for confidence interval construction and creates 
opportunities for enhancing the simulation's computational efficiency. 
We will discuss a specific efficient procedure for estimating a 
confidence interval for tail conditional expectation.


-----------------------------------------------------------------------
-------------
AM colloquium Wednesday, April 18 4:40pm E1 242 
Speaker: Jozef Skokan (London School of Economics)
Title: To come.....