Course/seminar

Risk trading in capacity expansion models

Gauthier De Maere, ENGIE

The talk presents a set of power investment models, the class of risky capacity equilibrium problems, reflecting different assumptions of perfect and imperfect markets. The models are structured in a unified stochastic Nash game framework. Each model is the concatenation of a model of the short-term market operations (perfect competition or Cournot), with a long-term model of investment behavior (risk neutral and risk averse behavior under different assumptions of risk trading).

Faster algorithms for (regularized) Optimal Transport

Pavel Dvurechensky, Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany

Dual subgradient method with averaging for optimal resource allocation

Vladimir Shikhman, Chemnitz University

Increasing stability of training of Deep CNNs with Stochastic Gradient Descent method. Application to Image classification tasks

Jenny Benois-Pineau, University of Bordeaux

Supervised learning for classification of visual data has been the major approach during the last two decades. With adventure of GPUs, the well-known supervised classifiers such as Artificial Neural Networks (ANN) came up for these problems.

Multi-agent decision-making in uncertain environments

Maryam Kamgarpour, ETH Zurich

Improved Optimization Methods for Image Registration Problems

Geovani Nunes Grapiglia, Federal University of Paraná

Introduction into high-dimensional statistics : Theory and Practice, by Johannes Lederer, Bochum University

Dates  

Thresholding tests

Dates  

Registration

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