[Sem-coll] AM seminars/colloqium April 13 [Bhattacharya], April 16 [Staum], April 18 [Skokan]
George Skontos
skougeo at iit.edu
Thu Apr 12 17:26:01 CDT 2007
Please join us for this round of seminars/colloquia. As always
refreshments will be served 10-15 min prior to each talk.
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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.
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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.
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AM colloquium Wednesday, April 18 4:40pm E1 242
Speaker: Jozef Skokan (London School of Economics)
Title: To come.....
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