Probability Seminar Ki Wai Chau (CWI)
Fourier-based Expansion Approximation
- https://www.cwi.nl/research/groups/scientific-computing/events/probability-seminar-ki-wai-chau-cwi
- Probability Seminar Ki Wai Chau (CWI)
- 2018-12-20T12:00:00+01:00
- 2018-12-20T13:00:00+01:00
- Fourier-based Expansion Approximation
- What Scientific Computing English
- When 20-12-2018 from 12:00 to 13:00 (Europe/Amsterdam / UTC100)
- Where F1.15 (first floor at KdVI)
- Contact Name Krzysztof Bisewski
- Web Visit external website
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Fourier-based Expansion Approximation
In this informal talk, we consider numerical integration method based on series expansion and Fourier transform. Namely, we aim to approximate an expectation E[X] by a series in the form of \sum A_K V_k. The talk will start with an introduction of the basic idea, followed by some insights from the research process.
The main goal of the talk is to provide a general picture on the derivation, extension and limitation of such method. The technical details
will be kept at the minimal level (for all the people in holiday mood already).