Event Detail

Event Type: 
Applied Mathematics and Computation Seminar
Date/Time: 
Friday, March 4, 2011 - 04:00
Location: 
GLK 113

Speaker Info

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.