Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization : From a Game Theoretic Approach to Numerical Approximation and Algorithm Design

Houman Owhadi

ISBN 10: 1108484360 / ISBN 13: 9781108484367

Published by Cambridge University Press Okt 2019, 2019

About this Item

Neuware - Presents interplays between numerical approximation and statistical inference as a pathway to simple solutions to fundamental problems.

Seller Inventory # 9781108484367

Bibliographic Details

• Title: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization : From a Game Theoretic Approach to Numerical Approximation and Algorithm Design
• Publisher: Cambridge University Press Okt 2019
• Publication Date: 2019
• Language: English
• ISBN 10: 1108484360
• ISBN 13: 9781108484367
• Binding: Buch
• Condition: Neu
• Dimensions: 248W x 179H x 27D millimeters 248 millimeters width by 179 millimeters height by 27 millimeters depth
• Weight: 1078 grams

About this title

Synopsis

Although numerical approximation and statistical inference are traditionally covered as entirely separate subjects, they are intimately connected through the common purpose of making estimations with partial information. This book explores these connections from a game and decision theoretic perspective, showing how they constitute a pathway to developing simple and general methods for solving fundamental problems in both areas. It illustrates these interplays by addressing problems related to numerical homogenization, operator adapted wavelets, fast solvers, and Gaussian processes. This perspective reveals much of their essential anatomy and greatly facilitates advances in these areas, thereby appearing to establish a general principle for guiding the process of scientific discovery. This book is designed for graduate students, researchers, and engineers in mathematics, applied mathematics, and computer science, and particularly researchers interested in drawing on and developing this interface between approximation, inference, and learning.

About the Authors

Houman Owhadi is Professor of Applied and Computational Mathematics and Control and Dynamical Systems in the Computing and Mathematical Sciences department at the California Institute of Technology. He is one of the main editors of the Handbook of Uncertainty Quantification (2016). His research interests concern the exploration of interplays between numerical approximation, statistical inference and learning from a game theoretic perspective, especially the facilitation/automation possibilities emerging from these interplays.

Clint Scovel is a Research Associate in the Computing and Mathematical Sciences department at the California Institute of Technology, after a twenty-six-year career at Los Alamos National Laboratory, including foundational research in symplectic algorithms and machine learning. He received his Ph.D. in mathematics from the Courant Institute of Mathematics at New York University in 1983. He currently works on uncertainty quantification, Bayesian methods, incorporating computational complexity in Wald's statistical decision theory, operator adapted wavelets and fast solvers.