On interplays between stochastic and numerical analysis.

Houman Owhadi
California Institute of Technology
ACM

Although numerical approximation and statistical inference are traditionally seen as entirely separate subjects, they are intimately connected through the common purpose
of making estimations with partial information. We explore these connections in the setting of multiscale analysis and elliptic PDEs. Various parts of this talk are based on joint work with Florian T. Schäfer, Clint Scovel, Tim Sullivan and Gene R. Yoo.


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