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All Events

Nov 13

AMS Seminar

Changho Kim
Postdoctoral Researcher

Stochastic Simulation Method for Reactive Microfluids under Thermal Fluctuations ABSTRACT: One of the essential components needed for realistic simulation of microfluids is the inclusion of thermal fluctuations. Our approach, fluctuating hydrodynamics (FHD), adds fluctuations by incorporating... Read More

Nov 13

Statistics Graduate Programs Workshop


The Applied Mathematics and Statistics Department will host a Graduate Programs Workshop for UCSC undergraduates who are considering applying for the Statistics M.S. or Ph.D. programs. The workshop will cover: General information on the Statistics M.S. and Ph.D. programs... Read More

Nov 6

AMS Seminar: Simulation And Estimation For Stochastic Differential Equations

Harish Bhat
Associate Professor

Abstract We consider the problem of estimating parameters in stochastic differential equation (SDE) models from discrete-time observations (time series). A key bottleneck is computation of the log likelihood. We describe a method, density tracking by quadrature (DTQ), to compute densities and... Read More

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