ISyE Guest Lecturer
http://hg.gatech.edu/
enISyE Guest Lecturer: Joel A. Tropp
http://hg.gatech.edu/node/44583
<span>ISyE Guest Lecturer: Joel A. Tropp</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Joel A. Tropp
Sparse Solutions to Underdetermined Linear Systems.
<p><strong>Sparse Solutions to Underdetermined Linear Systems</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Joel A. Tropp
</p>
<p><strong>AFFILIATION</strong><br />
The University of Michigan
</p>
<p><strong>ABSTRACT</strong><br />
A fundamental problem in applied mathematics, statistics, and electrical engineering is to solve underdetermined systems of linear equations. Basic linear algebra seems to forbid this possibility. But a recent strand of research has established that certain underdetermined systems can be solved robustly with efficient algorithms, provided that the solution is sparse (i.e., has many zero components). This talk provides an overview of these sparse representation problems, and it describes the basic algorithmic approaches. Then it details situations where the algorithms are guaranteed to succeed. In particular, the talk introduces some new work on the case where the matrix is deterministic and the sparsity pattern is random. It also covers some results for the case where the matrix is random, which is the situation in Compressed Sensing applications.
</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<a href="http://hg.gatech.edu/taxonomy/term/6414" hreflang="en">Joel A. Tropp</a>
<a href="tel:%28404%29894-2300">(404) 894-2300</a>
<strong>Xiaoming Huo</strong><br />ISyE<br /><a href="mailto:xiaoming.huo@isye.gatech.edu">Contact Xiaoming Huo</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-01-25T10:00:00Z">Thu, 01/25/2007 - 10:00</time>
-<time datetime="2007-01-25T11:00:00Z">Thu, 01/25/2007 - 11:00</time></div>
Mon, 12 Oct 2009 21:22:56 +0000Ruth Gregory44583 at http://hg.gatech.eduISyE Guest Lecturer: Professor Roger J-B Wets
http://hg.gatech.edu/node/44581
<span>ISyE Guest Lecturer: Professor Roger J-B Wets</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Professor Roger J-B Wets
Pricing Contingent Claims & Evaluating Market Risk
<p><strong>Pricing Contingent Claims & Evaluating Market Risk</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Professor Roger J-B Wets
</p>
<p><strong>AFFILIATION</strong><br />
University of California, Davis
</p>
<p><strong>ABSTRACT</strong><br />
We consider contingent claims pricing model with continuous distributions, discrete and continuous time. By formulating such problems as stochastic optimization problems and resorting to stochastic optimization and variational convergence techniques, one can obtain constructive procedures in situations that go much beyond the classical Black-Scholes framework. In the process, one derives some important properties such as no-arbitrage and nearly no-arbitrage conditions, equivalent martingale measures, equilibrium equation, etc. Implementation of this strategy requires an, as good as possible, estimate of the price process. A novel estimation approach, that relies on Levy's characterization of a Wiener process, is suggested and implemented experimentally.</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<a href="http://hg.gatech.edu/taxonomy/term/6413" hreflang="en">Roger J-B Wets</a>
<strong>Alex Shapiro</strong><br />ISyE<br /><a href="mailto:alex.shapiro@isye.gatech.edu">Contact Alex Shapiro</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-01-25T13:00:00Z">Thu, 01/25/2007 - 13:00</time>
-<time datetime="2007-01-25T14:00:00Z">Thu, 01/25/2007 - 14:00</time></div>
Mon, 12 Oct 2009 21:22:56 +0000Ruth Gregory44581 at http://hg.gatech.eduISyE Guest Lecturer: Dr. Nagi Gebraeel
http://hg.gatech.edu/node/44579
<span>ISyE Guest Lecturer: Dr. Nagi Gebraeel</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Dr. Nagi Gebraeel
A Prognostic Degradation-Based Methodology for Improving Reliability Assessment and Maintenance Management.
<p><strong>A Prognostic Degradation-Based Methodology for Improving Reliability Assessment and Maintenance Management</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Dr. Nagi Gebraeel
</p>
<p><strong>AFFILIATION</strong><br />
University of Iowa
</p>
<p><strong>ABSTRACT</strong><br />
Unexpected failures of engineering systems are major contributors to human fatalities and result in astounding maintenance costs. It is estimated that US industry spends $200 billion each year on reliability and maintenance. The high degree of uncertainty associated with degradation processes (even for similar components operating under similar environmental conditions), and our limited understanding of the physics-of-failure are major obstacles in accurately assessing reliability measures and predicting unexpected failures.
</p>
<p>This seminar discusses the development of a sensor-based stochastic degradation modeling framework that combines conventional reliability formalisms with condition/health monitoring methods to improve failure predictability. Many physical degradation processes that occur prior to failure can only be observed indirectly using condition/health monitoring techniques that capture degradation-based sensory information. This research rests on the idea that the functional forms of degradation-based sensory signals are driven by the underlying physical degradation phenomena that occur prior to failure. The approach used in this research is to model the evolution of degradation signals using continuous-time continuous-state stochastic models. These stochastic models combine two sources of information; (1) population-specific reliability and degradation characteristics, which are used to estimate preliminary residual life distributions; and (2) in-situ component-specific degradation signals, which are used to update the residual life distributions, in real-time, based on the latest degradation states of the systems being monitored. These dynamically evolving degradation-based residual life distributions will then be utilized to improve reliability assessment and enable the development of sensor-driven replacement and spare parts inventory decision models.</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6411" hreflang="en">Dr. Nagi Gebraeel</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<strong>JC Lu</strong><br />ISyE<br /><a href="mailto:jclu@isye.gatech.edu">Contact JC Lu</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-02-07T10:00:00Z">Wed, 02/07/2007 - 10:00</time>
-<time datetime="2007-02-07T11:00:00Z">Wed, 02/07/2007 - 11:00</time></div>
Mon, 12 Oct 2009 21:22:56 +0000Ruth Gregory44579 at http://hg.gatech.eduISyE Guest Lecturer: Yuri Nesterov
http://hg.gatech.edu/node/44578
<span>ISyE Guest Lecturer: Yuri Nesterov</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Yuri Nesterov
Second-order Methods with Provable Global Complexity
<p><strong>Second-order Methods with Provable Global Complexity</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Yuri Nesterov
</p>
<p><strong>AFFILIATION</strong><br />
CORE, Belgium
</p>
<p><strong>ABSTRACT</strong><br />
In this talk we discuss a recent progress in the general second-order minimization schemes related to the cubic regularization of the Newton's method. For convex case, we present an accelerated multistep version of the method. We consider the extensions of the new schemes onto constrained problems. Preliminary computational results are also discussed.</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<a href="http://hg.gatech.edu/taxonomy/term/6410" hreflang="en">Yuri Nesterov</a>
<strong>Renato Monteiro</strong><br />ISyE<br /><a href="mailto:renato.monteiro@isye.gatech.edu">Contact Renato Monteiro</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-02-08T10:00:00Z">Thu, 02/08/2007 - 10:00</time>
-<time datetime="2007-02-08T11:00:00Z">Thu, 02/08/2007 - 11:00</time></div>
Mon, 12 Oct 2009 21:22:55 +0000Ruth Gregory44578 at http://hg.gatech.eduISyE Guest Lecturer: Hoang Tuy
http://hg.gatech.edu/node/44573
<span>ISyE Guest Lecturer: Hoang Tuy</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Hoang Tuy
Minimax Theorems: Old and New
<p><strong>MINIMAX THEOREMS: OLD AND NEW</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Hoang Tuy
</p>
<p><strong>AFFILIATION</strong><br />
Institute of Mathematics VAST, Hanoi
</p>
<p><strong>ABSTRACT</strong><br />
We discuss existence and stability conditions for the saddle value and the saddle point of a quasiconvex quasiconcave function depending upon a parameter. It is shown in particular that a straightforward refinement of Tuy's earlier topological minimax theorems can be obtained that yields several new minimax theorems with much weaker compactness and continuity assumptions than usual. An application to Lagrange relaxation is given that provides a rigorous foundation for decomposition methods in nonconvex global optimization.
</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6401" hreflang="en">Hoang Tuy</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<strong>Faiz Al-Khayyal</strong><br />ISyE<br /><a href="mailto:faiz.alkhayyal@isye.gatech.edu">Contact Faiz Al-Khayyal</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-03-06T10:00:00Z">Tue, 03/06/2007 - 10:00</time>
-<time datetime="2007-03-06T11:00:00Z">Tue, 03/06/2007 - 11:00</time></div>
Mon, 12 Oct 2009 21:22:55 +0000Ruth Gregory44573 at http://hg.gatech.eduISyE Guest Lecturer: Shane Henderson
http://hg.gatech.edu/node/44571
<span>ISyE Guest Lecturer: Shane Henderson</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Shane Henderson
Forecast Errors in Service Systems
<p><strong>Forecast Errors in Service Systems </strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Professor Shane Henderson
</p>
<p><strong>AFFILIATION</strong><br />
Cornell University
</p>
<p><strong>ABSTRACT</strong><br />
Joint work with Sam Steckley and Vijay Mehrotra
</p>
<p>We investigate the presence and impact of forecast errors in the arrival rate of customers to a service system. Analysis of a large data set shows that forecast errors can be large relative to the fluctuations naturally expected in a Poisson process. We show that ignoring forecast errors typically leads to over-estimates of performance, and that forecast errors of the magnitude seen in our data set can have a practically significant impact on predictions of long-run performance. We also define short-run performance as the random percentage of calls received in a particular period that are answered in a timely fashion. We prove a central limit theorem that yields a normal-mixture approximation for its distribution for Markovian queues, and sketch an argument that shows that a normal-mixture approximation should be valid in great generality. Our results provide motivation for studying staffing strategies that are more flexible than the fixed-level staffing rules traditionally studied in the literature.
</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<a href="http://hg.gatech.edu/taxonomy/term/167249" hreflang="en">Shane Henderson</a>
<strong>Hayriye Ayhan</strong><br />ISyE<br /><a href="mailto:hayriye.ayhan@isye.gatech.edu">Contact Hayriye Ayhan</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-03-27T12:00:00Z">Tue, 03/27/2007 - 12:00</time>
-<time datetime="2007-03-27T13:00:00Z">Tue, 03/27/2007 - 13:00</time></div>
Mon, 12 Oct 2009 21:22:54 +0000Ruth Gregory44571 at http://hg.gatech.eduISyE Guest Lecturer: Edi Schreibmann
http://hg.gatech.edu/node/44568
<span>ISyE Guest Lecturer: Edi Schreibmann</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Guest Lecturer: Edi Schreibmann
Image registration in medicine: another optimization problem?
<p><strong>Image registration in medicine: another optimization problem?</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Edi Schreibmann, Emory University
</p>
<p><strong>ABSTRACT</strong><br />
Image registration in medicine is necessary in order to be able to align and compare images of the same patient acquired at different points in time. The registration is essentially an optimization problem that searches for the optimal transform parameters aligning two images under the guidance of a cost function constructed from anatomical features common in the input images.
</p>
<p>The seminar will focus on the application of image registration to improve cancer treatment using four-dimensional (4D) imaging. 4D imaging (3 spatial dimensions + time) allows continuous sampling of patient anatomy during his/her breathing cycle, improving treatment of lung cancers as the treatment plan can be customized to the observed tumor motion. In this approach, image registration is needed to identify in the 4D image, tumor position as a function of time. Our initial experience in selecting and customizing the optimization components of an image registration scheme that tracks anatomical motion in 4D images will be presented.
</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6395" hreflang="en">Edi Schreibmann</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<strong>Barbara Christopher</strong><br />Industrial and Systems Engineering<br /><a href="http://www.gatech.edu/contact/index.html?id=bt3">Contact Barbara Christopher</a><br /><strong>404.385.3102</strong>
<div class="date-recur-date"><time datetime="2007-04-03T12:00:00Z">Tue, 04/03/2007 - 12:00</time>
-<time datetime="2007-04-03T13:00:00Z">Tue, 04/03/2007 - 13:00</time></div>
Mon, 12 Oct 2009 21:22:54 +0000Ruth Gregory44568 at http://hg.gatech.eduISyE Statistics Seminar: Bradley Jones
http://hg.gatech.edu/node/44567
<span>ISyE Statistics Seminar: Bradley Jones</span>
<span><span>Ruth Gregory</span></span>
<span>Mon, 10/12/2009 - 17:22</span>
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ISyE Statistics Seminar: Bradley Jones
ISyE Statistics Seminar: D-optimal Design of Split-split-plot Experiments
<p><strong>ISyE Statistics Seminar: D-optimal Design of Split-split-plot Experiments</strong>
</p>
<p><strong>GUEST LECTURER</strong><br />
Bradley Jones
</p>
<p><strong>AFFILIATION</strong><br />
Senior Manager of Statistical R&D, SAS Institute Inc.
</p>
<p><strong>ABSTRACT</strong><br />
In industrial experimentation there is growing interest in studies that span more than one processing step. Convenience often dictates restrictions in randomization in passing from one processing step to another. When the study encompasses three processing steps, this leads to split-split-plot designs.
</p>
<p>In this talk I will show how to compute D-optimal split-split-plot designs and provide illustrative examples using a pre-release version of JMP software. I conclude by considering D-optimal alternatives to a previously run split-split-plot design for cheese production.
</p>
<a href="http://hg.gatech.edu/taxonomy/term/1795" hreflang="en">Seminar/Lecture/Colloquium</a>
<a href="http://hg.gatech.edu/taxonomy/term/6394" hreflang="en">Bradley Jones</a>
<a href="http://hg.gatech.edu/taxonomy/term/6393" hreflang="en">ISyE Guest Lecturer</a>
<strong>Yajun Mei</strong><br />ISyE<br /><a href="mailto:yajun.mei@isye.gatech.edu">Contact Yajun Mei</a><br /><strong>404-894-2300</strong>
<div class="date-recur-date"><time datetime="2007-07-10T12:00:00Z">Tue, 07/10/2007 - 12:00</time>
-<time datetime="2007-07-10T13:00:00Z">Tue, 07/10/2007 - 13:00</time></div>
Mon, 12 Oct 2009 21:22:54 +0000Ruth Gregory44567 at http://hg.gatech.edu