トップ   差分 バックアップ リロード   一覧 単語検索 最終更新   ヘルプ   最終更新のRSS


**2010年度第6回 [#sc26d268]

日時: ''2011年2月4日(金) 16:00-17:00''

会場: ''西8号館W棟10階W1008号室''

講演者: ''Martin M�ller 氏 (Department of Computing Science, University of Alberta)''

題目: ''Resource-Constrained Planning: A Monte-Carlo Random Walk Approach''


A ubiquitous feature of planning problems is the need to economize
limited resources such as fuel or money. Most state of the art
planners use search based on relaxation heuristics, which have a fatal
flaw for solving critically resource-constrained problems: they
basically ignore resource consumption.  To address this, one can try
to devise better heuristics. Herein we explore the alternative
approach changing the nature of the search instead. We devise two
improvements to the Monte-Carlo Random Walk method of Nakhost and
M�ller: Smart Restarts and On-Path Search Continuation.  Systematic
experiments with these new methods and with previous planners show how
performance depends on problem constrainedness. In critically
resource-constrained problems, the new method outperforms previous
planners by a large margin. It is also competitive in other, not
resource constrained standard benchmarks.

**2010年度第5回 [#sc26d268]


日時: ''2010年10月28日(木) 13:20-14:50''

会場: ''西8号館W棟8階W809号室''

講演者: ''Chia-Li Wang 氏 (Department of Applied Mathematics, National Dong Hwa University)''

題目: ''Simulation of Ruin Probability with Heavy-tail Claims''


One of the key issues of today's simulation literature is the
estimation of rare events. The difficulty is that the ratio of simulation
variance to the square of the probability diverges as the probability
goes to zero. To estimate the ruin probability in insurance risk
analysis, if the distribution of claims has a light tail, a solution was to
use importance sampling by performing an exponential change of
measure. However, if it has a heavy tail, exponential moment does
not exist so the above method is not applicable. In this talk, we will
demonstrate and discuss various attempts for solving this difficulty,
which includes conditional approach, order statistics approach and
control variate approach.

**2010年度第4回 [#sc26d268]

日時: ''2010年11月15日(月) 11:00-12:00''

会場: ''西8号館W棟8階W809号室''

講演者: ''Michael Bowling 氏 (Department of Computing Science, University of Alberta)''

題目: ''AI After Dark: Computers Playing Poker''


The game of poker presents a serious challenge for artificial
intelligence. The game is essentially about dealing with many forms of
uncertainty: unobservable opponent cards, undetermined future cards,
and unknown opponent strategies. Coping with these uncertainties is
critical to playing at a high-level.  In July 2008, the University of
Alberta's poker playing program, Polaris, became the first to defeat
top professional players at any variant of poker in a meaningful
competition. In this talk, I'll tell the story of this match
interleaved with the science that enabled Polaris's accomplishment.

**2010年度第3回 [#sc26d268]

日時: ''2010年9月9日(木) 14:00-15:00''

会場: ''西8号館W棟8階W809号室''

講演者: ''Anders Hanson 氏 (Department of Electrical Engineering, Linkopings Universitet)''

題目: ''A Structure Exploiting Preprocessor for Semidefinite Programs derived from the Kalman-Yakubovich-Popov Lemma''


Semidefinite programs derived from the Kalman-Yakubovich-Popov
(KYP) lemma are quite common in control and signal processing
applications. The programs are often of high dimension which makes them
hard or impossible to solve with general-purpose solvers. Here we
present a customized preprocessor, KYPD, that utilizes the inherent
structure of this particular optimization problem. The key to an
efficient implementation is to transform the optimization problem into
an equivalent semidefinite program. This equivalent problem has much
fewer variables and the matrices in the linear matrix inequality
constraints are of low rank. KYPD can use any primal-dual solver for
semidefinite programs as an underlying solver.

**2010年度第2回 [#sc26d268]

日時: ''2010年7月6日(火) 16:30-17:30''

会場: ''西8号館W棟8階W809号室''

講演者: ''Tien-Yien Li 氏 (Department of Mathematics, Michigan State University)''

題目: ''The story about chaos''


The talk mainly contains my personal contacts with those
heavy weights in Chaos, including Japanese Attractor and its author Ueda
of course.

講演者の Tien-Yien Li 教授
は、Chaos に関する有名な論文
T.-Y. Li and J. A. Yorke,
Period three implies chaos. Amer. Math. Monthly, Vol. 82, pp. 985-992, 1975.
の著者です。 Dynamical Systems and Numerical Analysis の分野で多くの優れた
業績を上げています。今回は,  Chaos 誕生に関するお話をお願いしました。
7月2日から7月7日まで、東工大に滞在します。Li 教授と懇談したい方は


**2010年度第1回 [#sc26d268]

日時: ''2010年5月6日(木) 13:20-14:50''

会場: ''西8号館W棟8階W809号室''

講演者: ''Lang Wu 氏 (University of British Columbia)''

題目: ''Joint inference of longitudinal data and survival data in the
presence of measurement errors''


We consider a joint model for a nonlinear mixed effects model and a
survival model in the presence of covariate measurement errors. We
estimate all model parameters simultaneously based on Laplace
approximation as well as the commonly-used Monte-Carlo EM algorithm.
The models and methods are motivated and illustrated by a study on HIV
viral dynamics.