Meeting Agenda

Date:	November 22nd, 2006
Location:	DC 1304
Time:	10:30
Chair:	Alex Kalaidjian

1. Changes to the Agenda - additions or deletions

2. Coffee Hour

Coffee hour last week:: Rodolpho- thanks!
Coffee hour this week:: Elodie
Coffee hour next week:: Alex

3. Forthcoming

Date:	November 29th	December 6th	December 13th	December 20th
Location:	DC 1304 10:30	DC 1304 10:30	DC 1304 10:30	DC 1304 10:30
Chair:	Ed Lank	Andrew Lauritzen	Vladimir Levin	Yi Lin
Technical Presentation:	Elodie Fourquet	Alex Kalaidjian	Ed Lank	Andrew Lauritzen

4. Technical Presentation

Gabriel Esteves	Title : Quasi-Monte Carlo Methods Abstract: Monte Carlo methods are widely known numerical algorithms which have been used with great effectiveness for stochastic simulation and approximate multi-dimensional integration. As such, they are central in fields like finance, and simulation of phenomena like light-transport, contaminant behaviour, etc., to name a few. These methods are computationally intensive, since they require the generation of a large number of random samples to achieve an acceptable convergence rate. To address this shortcoming, a different kind of random sampling, the so-called highly-uniform, low-discrepancy sequences, or quasi-random sequences have been used to replace traditional pseudo-random numbers. In this talk, I'll present this modified version of the MC method, with some emphasis in quasi-RNGs and considerations for its sequential and parallel implementation.

Gabriel Esteves

Title : Quasi-Monte Carlo Methods

Abstract:
Monte Carlo methods are widely known numerical algorithms which have been used with great effectiveness for stochastic simulation and approximate multi-dimensional integration. As such, they are central in fields like finance, and simulation of phenomena like light-transport, contaminant behaviour, etc., to name a few. These methods are computationally intensive, since they require the generation of a large number of random samples to achieve an acceptable convergence rate. To address this shortcoming, a different kind of random sampling, the so-called highly-uniform, low-discrepancy sequences, or quasi-random sequences have been used to replace traditional pseudo-random numbers. In this talk, I'll present this modified version of the MC method, with some emphasis in quasi-RNGs and considerations for its sequential and parallel implementation.

5. Discussion Items

None so far...

6. Action Items

Xmas Party: What, Where, and When???

7. Conferences and Special Journal Issues

8. Directors' Meeting

9. Seminars and Events

Wednesday, 22 November 2006, 1:30PM - Computer Science (Algorithms and Complexity Group), DC 1304: Chaitanya Swamy: -- The Effectiveness of Lloyd-type Methods for the K-means Problem

2006 Nov 22, 14:00 - Bioinformatics Group Master's Thesis Presentation: Zhifeng Liu, MMath Candidate, David R. Cheriton School of Computer Science, University of Waterloo
Protein Loop Prediction by Fragment

2006 Nov 22, 15:00 - Programming Languages Lab PhD Seminar: Ben Korvemaker, PhD candidate, David R. Cheriton School of Computer Science, Univ. Waterloo
Run-time Code Replacement

2006 Nov 24, 12:30 - Artificial Intelligence Lab Seminar: Harold Boley, University of New Brunswick and Insti. for Information Technology, Nat. Res.Council of Canada
Rule-based Social Networking for Expert Finding

2006 Nov 28, 16:00 - Institute for Quantitative Finance and Insurance PhD Seminar: Amelie Belanger, PhD candidate, David R. Cheriton School of Computer Science, Univ. Waterloo
Pricing Infinite Reload Options

Also see other Math and CS postings.