|Date:||Wed, 23 Feb 2011|
|Subject:||Alex Dubbs @ SPAMS Tomorrow at 5pm, 4-231|
Hello SPAMS enthusiasts,
Tomorrow in SPAMS we have Alex Dubbs, who will be speaking on a clever technique
for high-dimensional integration.
I was informed an alternate version of the title was "QMC and Sparse-Grid
Integration." For the unfamiliar reader, we provide a list of top google hits
for "QMC" right here:
- Quartermaster Corps
- Quinto Mining Corporation
- QMC(SW) Husted's Goat Locker
- Quasi Monte Carlo
Which one is real, come tomorrow and find out! (But a word of warning to those
with allergies to goats).
-Jenn & Elette
Title: High-Dimensional Quadrature on Sparse Grids
Abstract: This talk explains Sparse Grid Quadrature, a technique for
numerically integrating a function of many variables. I compare it to the two
"extremes" of tensor-product integration (which is dimensionally cursed) and
pure Monte-Carlo integration (which is slow-converging), and give theoretical
intuition into why it operates in the middle ground. Performance analysis is
done on a few test integrands. Additionally, beautiful pictures of quadrature
grids are shown.
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