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Numerical Linear Algebra
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FDS Colloquium: Houman Owhadi (Caltech), “Co-discovering graphical structure and functional relationships within data: A Gaussian Process framework for connecting the dots”
Abstract: Most scientific challenges can be framed into one of the following three levels of complexity of function approximation. Examples of Type 2 problems include solving and learning (possibly stochastic) nonlinear partial differential equations (PDEs), while Type 3 problems encompass learning dependencies between variables in a mechanical system, identifying chemical reaction networks, and determining relationships between…
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FDS Colloquium: Bento Natura (Columbia), “Faster Exact Linear Programming”
Optional Zoom link: https://yale.zoom.us/j/99342713421 Abstract: We present a novel algorithm to solve various subclasses of linear programs, with a particular focus on strongly polynomial algorithms—those that operate in polynomial time relative to the problem’s dimension. Although subclasses like bipartite matching and maximum flow are known to be solvable in strongly polynomial time, the existence of…