Event Type:

Applied Mathematics and Computation Seminar

Date/Time:

Friday, March 4, 2011 - 04:00

Location:

GLK 113

Local Speaker:

Abstract:

The Bayesian inference problem is concerned with estimating parameters in a model given observations. Bayes' Theorem provides a formula for the distribution of the desired parameters. We will discuss how expansions in orthogonal polynomials in random space can allow efficient approximations to this formula.

Abstract Link: