Next Talk
 Speaker: 
David Kelly 
 Title: 
Data assimilation in high dimensions 
 Date and time: 
February 12, 1:00 p.m. (light refreshments at 12:45 p.m.) 
 Venue: 
WWH 1302

Abstract
This will be an introduction to data assimilation and in particular to methods that are useful for high dimensional forecasting problems. Data assimilation describes any method of using observational data in order to guide model predictions in the right direction. The most prominent application is numerical weather prediction, where forecasts are obtained by blending oceanatmosphere models with partial observed data in order to reduce prediction uncertainty. We will discuss the basic mathematical ideas (Bayes’ theorem, Kalman filters), the problem of high dimensionality and how methods can be successful in high dimensions.
This seminar is meant to benefit young mathematicians, particularly graduate students and postdocs.
It aims to accomplish the following:
 provide a venue for talks that young mathematicians will understand
 expose students to areas of research at the Courant Institute
The research talks should be fairly introductory and accessible to students and nonspecialists in the audience.
Schedule Spring 2016
February 12
 Speaker: 
David Kelly 
 Title:  Data assimilation in high dimensions 

 
Abstract
This will be an introduction to data assimilation and in particular to methods that are useful for high dimensional forecasting problems. Data assimilation describes any method of using observational data in order to guide model predictions in the right direction. The most prominent application is numerical weather prediction, where forecasts are obtained by blending oceanatmosphere models with partial observed data in order to reduce prediction uncertainty. We will discuss the basic mathematical ideas (Bayes’ theorem, Kalman filters), the problem of high dimensionality and how methods can be successful in high dimensions. 

March 4
 Speaker: 
LaiSang Young 
 Title:  TBA 

 
Abstract
TBA 

March 25
 Speaker: 
Zineb Hassainia 
 Title:  TBA 

 
Abstract
TBA 

April 8
 Speaker: 
Zsolt PajorGupta 
 Title:  TBA 

 
Abstract
TBA 

April 29
 Speaker: 
EinYa Gura 
 Title:  Insights into Game Theory: An Alternative Mathematical Experience 

 
Abstract
Few branches of mathematics have been more influential in the social sciences than game theory. In recent years, it has become an essential tool for social scientists studying strategic behavior of competing individuals, firms, and countries. However, the mathematical complexity of game theory is often very intimidating for students who have only a basic understanding of mathematics. Insights into Game Theory addresses this problem by providing students with an understanding of the key concepts and ideas of game theory without using formal mathematical notation. We use four very different topics (college admissions, social justice and majority of voting, coalitions and cooperative games, and a bankruptcy problem from the Talmud) to investigate four areas of game theory.
The book was written with the late Michael Maschler and was published by Cambridge University Press in 2008. 

If you would like to give a talk or ask a question about the seminar,
please contact one of the seminar organizers:
Monty Essid   essid [at] cims [dot] nyu [dot] edu 
Alex Kaiser   kaiser [at] cims [dot] nyu [dot] edu 
Reza Gheissari   reza [at] cims [dot] nyu [dot] edu 
Guillaume Dubach   dubach [at] cims [dot] nyu [dot] edu 
Previous semesters
Descriptions of earlier talks are
here.
Department of Mathematics
Courant Institute of Mathematical Sciences
New York University
251 Mercer St.
New York, NY 10012