Scientific Meeting 4 October 2019

Dear colleagues,

This is the second announcement of the CWI Scientific meeting, to be held *this* Friday, at 13:00, in the Euler room. Lunch will be provided beforehand. We have two seniors speaking, you will find the program below.

You are all cordially invited to attend!

Best wishes,
Abdallah and Jannis

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Jannis Teunissen (MD)
Studying plasmas with computers
Abstract: There exists many types of plasmas. Well-known examples are the sun and lightning. In this talk, I will present a brief overview of my work on such plasmas, focusing mostly on numerical simulations. In plasma simulations, it is often beneficial to change the grid resolution in time and in space, which is called adaptive mesh refinement (AMR). Furthermore, it is often necessary to solve elliptic partial different equations thousands of times, so that very fast solvers are required.

Wouter Koolen-Wijkstra (ML)
Sequential reward maximisation by solving a semi-infinite covering LP
Abstract: We will introduce a model for sequential decision-making problems known as structured stochastic bandits. We will start by investigating an information-theoretic bound limiting the performance of any algorithm.  We will then "operationalise'' this bound to obtain matching algorithms. The main workhorse will be the solution of a semi-infinite covering linear program by means of online learning. I am very excited about this method because of the wonderfully elegant mix of mathematics, statistics, optimisation, game theory and algorithms.