# [Sem-coll] AM Dept Colloquia Weeks of 10/15-10/26

Joe Millham jmillham at iit.edu
Thu Oct 11 10:16:06 CDT 2007

Greetings Everyone:
I am including two weeks of Applied Math Seminars & Colloquia info this week
to cover over the Fall Break Weekend.

served 10-15 minutes before the lectures are scheduled to begin.

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Friday, October 12, 2007 @ 3:00pm, E1 Room 103
Sergei Orlov of Stanford University
"Error Correcting Sparse Permutation Channel Codes for Digital Holographic
Data Storage"
See abstract below
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Monday, October 15, 2007 @ 4:40pm, E1 Room 106
Amos Ron, University of Wisconsin, Madison
"Wavelet Representations in High Dimension: Doing it the Right Way"
See abstract below
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Monday, October 22, 2007 @ 4:40pm, E1 Room 106
Monique Jeanblanc, Universiti d'Evry Val d'Essone
"Initial times, enlargement of filtration and credit risk"
See abstract below
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See you there!!

Sergei Orlov of Stanford University
"Error Correcting Sparse Permutation Channel Codes for Digital Holographic
Data Storage"
Abstract:
We present a new class of modulation codes based on permutation coding which
satisfy the channel coding constraint suitable for the digital holographic
data storage, and which simultaneously provide strong error correction at
high code rates. The channel decoding scheme is based on the true maximum
likelihood detection realized using a newly developed efficient algorithm.
The sparse permutation codes of large block sizes closely approach the
information theoretic limits for the binary channel data capacity.

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Amos Ron, University of Wisconsin, Madison
"Wavelet Representations in High Dimension: Doing it the Right Way"
Abstract:
We will present a new paradigm for wavelet representations. One highlight of
the novel approach is a new inversion algorithm that bypasses the need to
find dual filters. Another highlight is that the approach bypasses the need
to construct highpass filters altogether. A third highlight is that no
construction is needed at all! On top of all, no lowpass convolution is
needed in the decomposition step. Furthermore, the decomposition and
reconstruction algorithms are very fast: linear complexity with tiny
constants that decay, rather than grow, with the spatial dimension.
Moreover, the representation is very local, and with the size of the
underlying filters being very small (4-6 taps is the rule) and being
independent of the spatial dimension. And all that is topped with
performance analysis that shows that the coefficients of those new
representations characterize isotropic smoothness in much the same way that
mainstream (slow and non-local) wavelet representations do.

Prior familiarity with the wavelet representation and the notion of
refinability is assumed; however a brief overview of these notions may be
provided. The talk is based in joint work with Y. Hur (MIT), S. Nam
(Wisconsin) and V. Temlyakov (S. Carolina).

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Monday, October 22, 2007 @ 4:40pm, E1 Room 106
Monique Jeanblanc, Universiti d'Evry Val d'Essone
"Initial times, enlargement of filtration and credit risk"
Abstract:
We study progressive enlargement with initial times, i.e., times which
satisfy $H^\prime$ hypothesis of Jacod for initial enlargement. We give the
semi-martingale representation in the enlarged filtration for martingales in
the reference filtration. We present some examples, and we apply this tool
for credit risk models.

Joe Millham