演講者：Professor Jingfang Huang (Department of Mathematics, The
University of North Carolina at Chapel Hill)
講 題：On the Hierarchical Modeling Technique with Applications
時 間：2018年4月9日 (星期一) 14:00-15:00
地 點：臺灣大學天數館202 室
摘 要：In this talk, I will discuss the fundamentals of the hierarchical modeling technique and some applications in physical sciences and big data analysis, including a fast hierarchical algorithm for evaluating the probabilities and expectations of the p-dimensional truncated multivariate normal distributions. By utilizing the low-rank and low-dimensional structures in the inverse of the covariance matrix, and by processing the compressed information efficiently on a hierarchical tree, the computational complexity of evaluating a p-dimensional integral can be reduced to the asymptotically optimal O(p).
茶 會：15:00-15:30
