Prof. Sujit Ghosh, Department of Statistics, North Carolina State University, Raleigh

Description

Mathematics Colloquium

Date and time: Wednesday 25th January, 2023, 4:00 pm

Venue: Ramanujan Hall

Host: Sanjeev Sabnis

Speaker:  Prof. Sujit Ghosh

Affiliation: Department of Statistics, North Carolina State University, Raleigh

Title: A Gambler's Journey through Monte Carlo

Abstract: In the era of 'data science' we often require solving large dimensional optimization and integration problems for parameter estimation and/or for predictive analytics. Even in moderately large dimensions, the gradient-based deterministic numerical optimization and deterministic grid-based numerical integration methods suffer from the so-called 'curse of dimensionality.' In such cases stochastic or so-called Monte Carlo methods can be shown to work reasonably well even when the dimensions become much larger. This presentation will provide a brief tour of a Gambler's journey starting with basic notions of Monte Carlo methods with simple geometry based examples to more contemporary data science problems on the use of Bayesian methods for variable selection problems.

Description
Ramanujan Hall, Department of Mathematics
Date
Wed, January 25, 2023
Start Time
4:00pm IST
Priority
5-Medium
Access
Public
Created by
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Updated
Fri, January 20, 2023 10:30am IST