Monday, February 20 2017
10:00am - 11:00am
Computational & Applied Mathematics Seminar
CCM Seminar :: Greg Fasshauer ::
Some Recent Insights into Computing with Positive Definite Kernels

***REMINDER: CCM SEMINAR TODAY***

Please join us for the upcoming CCM Seminar on Monday, February 20, where the Head of the Department of Applied Mathematics and Statistics at the Colorado School of Mines, Dr. Greg Fasshauer, will present
"Some Recent Insights into Computing with Positive Definite Kernels".

Title:
Some Recent Insights into Computing with Positive Definite Kernels

Abstract:
I will discuss recent joint work with Mike McCourt (SigOpt, San Francisco) that has led to progress on the numerically stable computation of certain quantities of interest when working with positive definite kernels to solve scattered data interpolation (or kriging) problems. In particular, I will draw upon insights from both numerical analysis and modeling with Gaussian processes which will allow us to connect quantities such as, e.g., (deterministic) error estimates in terms of the so-called power function with the kriging variance. This provides new kernel parametrization criteria as well as new ways to compute known criteria such as MLE. Some numerical examples will illustrate the effectiveness of this approach.
Speaker:Greg Fasshauer
Affiliation:Colorado School of Mines
Location:AB1-4017


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