IAMINSTITUTE OF APPLIED MATHEMATICS

Pairing Based Non-Repudiation Protocols in Cryptography

Ömer Sever

Program of Cryptography

Advisor: Prof. Dr. Ersan Akyıldız

Place: IAM S-212

Date / Time: 22.06.2017 / 10.30

Abstract. 

 

New Achievements in Stochastic Optimal Control Theory: Applications to Finance and Insurance

Emre Akdoğan

Program of Financial Mathematics

Advisor: Doç. Dr. Yeliz Yolcu Okur

Co-advisor: Prof. Dr. Gerhard Wilhelm Weber

Place: IAM S-212

Date / Time: 14.06.2017 / 10.00

Abstract. 

Modeling of Exchange Rates by Multivariate Adaptive Regression Splines and Comparison with Classical Statistical Methods

Ece KÖKSAL

Program of Financial Mathematics

Advisor: Prof. Dr. Gerhard-Wilhelm Weber

Place: IAM S-212

Date / Time: 13.06.2017 / 10.30

Abstract. 

Recent Advances in Precedence-Type Test and Applications

Ng, Hon Keung Tony

Department of Statistical Science Southern Methodist

University Dallas, Texas, U.S.A

Invited by: Bülent Karasözen

Place: IAM S212

Date/Time: 30.05.2017 -15.40

Abstract: In this talk, we will provide a comprehensive overview of theoretical and applied approaches to a variety of problems in which precedence-type test procedures can be used. Then, some recent advances on precedencetype tests, including the extension to progressively censored data, a two-stage test for stochastic ordering in two samples, and a sequential procedure for two-sample problem will be discussed. Collaborators: N. Balakrishnan (McMaster University, Canada), N. Kannan (National Science Foundation), M. L. Tang (Hang Seng Management College, Hong Kong), R. C. Tripathi (University of Texas at San Antonio), X. Zhu (McMaster University, Canada)

Short Bio : Professor Hon Keung Tony Ng

Hon Keung Tony Ng received the M.Sc. and Ph.D. degrees in statistics from McMaster University, Hamilton, ON, Canada, in 2000, and 2002, respectively. He is currently a Professor of Statistical Science with Southern Methodist University, Dallas, TX, USA. He is an Associate Editor of Communications in Statistics, Computational Statistics, Journal of Statistical Computation and Simulation, and Statistics and Probability Letters. His research interests include reliability, censoring methodology, ordered data analysis, nonparametric methods, and statistical inference. Dr. Ng is a fellow of the American Statistical Association, an elected senior member of IEEE and an elected member of the International Statistical Institute.

Generalization of leave-one-out cross-validation formula for linear statistical models

Savaş Dayanık

Industrial Engineering Department

Bilkent University

Invited by: Bülent Karasözen

Place: IAM S212

Date/Time: 23.05.2017 -15.40

Abstract: In comparing alternative linear models, one is interested in the mean squared error of each model on unseen data. This is often measured with cross-validation. However, as the number of folds increases, the computations can get prohibitively intense. It is well known that leave-one-out crossvalidation can be calculated by fitting each model to the entire data set only once. In this talk, we will show that the same is possible for any arbitrary k-fold crossvalidation.

Optimal Control and Reduced Order Modelling of FitzHugh-Nagumo Equation

Tuğba Küçükseyhan

Program of Scientific Computing

Advisor: Prof. Dr. Bülent Karasözen

Co-advisor: Assist. Prof. Dr. Murat Uzunca

Place: IAM S-212

Date / Time: 22.05.2017 / 14.00

Abstract. 

Secure Data Outsourcing

Alptekin Küpçü

Department of Computer Engineering

Koç University

Invited by: Bülent Karasözen

Place: IAM S212

Date/Time: 16.05.2017 -15.40

Abstract: As many services are moving to the cloud, we are losing control of our own data. This constitutes one of the biggest problems that we face in this decade. In this talk, I will first describe various cloud scenarios and services, including cloud storage and databases, and searching within them. I will briefly present the problems and current solutions to them, highlighting techniques to know to understand and improve current solutions, as well as open problems.

Short Bio

Alptekin Küpçü received his Ph.D. degree from Brown University Computer Science Department in 2010. Since then, he has been working as an assistant professor at Koç University, and leading the Cryptography, Security & Privacy Research Group he has founded. His research mainly focuses on applied cryptography, and its intersection with cloud security, privacy, peer-to-peer networks, and game theory and mechanism design. He has also led the development of the Brownie Cashlib cryptographic library, which is available as open source online. Dr. Küpçü has various accomplishments including 3 patents granted, 7 funded research projects (for 5 of which he was the principal investigator), 2 European Union COST Action management committee memberships, 2 Koç University Teaching Innovation Awards, Science Academy Young Scientist Award (BAGEP), and the Royal Society of UK Newton Advanced Fellowship. For more information, visit https://crypto.ku.edu.tr


Tensor Decompositions in Machine Learning

Ali Taylan Cemgil

Department of Computer Engineering

Bogazici University

Invited by: Bülent Karasözen

Place: IAM S212

Date/Time: 09.05.2017 -15.40

Abstract: Matrix decompositions are widely used for developing models and expressing algorithms in signal processing, machine learning, data mining and related fields. This view, where the central object is a matrix has proven to be quite fruitful as it enables complex algorithms to be implemented using simple but powerful primitives, supported by a wide availability of tools for numerical computation. Yet, there are many situations when a matrix based description may become insufficient, or at best obscures the data model or the simplicity of an algorithm. In this talk, we will argue that multiway arrays with several indices, that we call tentatively as tensors, provide a natural framework for developing useful models for modern datasets as well as efficient algorithms for data processing. We express a tensor factorization models using a graph formalism reminiscent to probabilistic graphical models, reminiscent to tensor networks. The setting provides a structured and efficient approach that enables very easy development of application specific custom models, as well as algorithms for the so called coupled (collective) factorizations where an arbitrary set of tensors are factorized simultaneously with shared factors. Extensions to full Bayesian inference for model selection, via variational approximations or Monte Carlo methods are also feasible. We will also mention parallel and distributed inference algorithms and privacy preserving approaches to highlight more recent research directions. We will illustrate the approach in various applications.

Short Bio

Taylan Cemgil received Ph.D. (2004) from SNN, Radboud University Nijmegen, the Netherlands. Between 2004 and 2008 he worked as a postdoctoral researcher at Amsterdam University and the Signal Processing and Communications Lab., University of Cambridge, UK. He is currently an associate professor of Computer Engineering at Bogazici University, Istanbul, Turkey. His research interests are in Bayesian statistical methods and inference, machine learning and signal processing.


Reliability and Mean Residual Life Functions of Coherent Systems in an Active Redundancy

Konul Bayramoglu Kavlak

Department of Actuarial Sciences

Hacettepe University

Invited by: Bülent Karasözen

Place: IAM S212

Date/Time: 02.05.2017 -15.40

Abstract: In this talk the reliability and the mean residual life (MRL) functions of a system with active redundancies at the component and system levels are investigated. In active redundancy at the component level, the original and redundant components are working together and lifetime of the system is determined by the maximum of lifetime of the original components and their spares. In the active redundancy at the system level,the system has a spare, and the original and redundant systems work together. The lifetime of such a system is then the maximum of lifetimes of the system and its spare. The lifetimes of the original component and the spare are assumed to be dependent random variables. Key words. Coherent system, reliability function, active redundancy, bivariate order statistics, MRL functions.

Short Bio:

Konul Bayramoglu Kavlak took her B.Sc degree from Department of Statistics at Middle East Technical University, in 2006. Then, she attended the M.Sc program in Industrial Engineering Department at Bilkent University. She graduated from Bilkent University in 2009. She was awarded a grant by TÜBITAK in 2012 and she was a Research Fellow at The Ohio State University between 2012-2013. She received her doctoral degree in Statistics Department from Middle East Technical University in June 2014 . She was a Post Doctoral Visiting Scholar at the Department of Statistics at The Ohio State University between 2016-2017.  Currently, she is an Assistant Professor at the Department of Actuarial Sciences at Hacettepe University.  Her research interests focus mainly in statistics, probability, order statistics, reliability, and copulas. 

Kendiliğindenlik ve Tasarım Ekseninde Oyunlar Kuramı
Semih Koray
Bilkent Üniversitesi 
Ekonomi Bölümü
Place: IAM S212
Date/Time: 25.04.2017/ 16:00-17:00
Abstract: Oyunlar kuramı, genellikle Oskar Morgenstern ve John von Neumann’ın 1944’te yayımlanan “Game Theory and Economic Behavior” başlıklı  itabıyla başlatılır. Daha önceleri aralarında Emil Borel ve J. von Neumann’ın da bulunduğu kimi matematikçiler tarafından oyunlar kuramı kapsamında değerlendirilebilecek çalışmalar yapılmıştır. Ama önemli teoremleri olmayan bir alan, matematikte “özerkliğini” ilan edemez. Oyunlar kuramının ilk önemli teoremi, von Neumann’ın Minimaks Teoremi’dir. John Nash’in doktora tezini oluşturan “işbirliksiz dengelerin varlığı” teoremi de, oyunlar kuramının doğuş sürecinin bir parçasıdır. Princeton Üniversitesi Matematik Bölümü’nde hayata gelmiş olan oyunlar kuramından, doğumunu izleyen ilk yıllarda, diferansiyel ve
integral hesabın Newton kuramına yaptığı katkının bir benzerini iktisat kuramına yapması beklenmekteydi. İktisadi aktörlerin tam rekabet altında kendiliğinden davranışlarına ilişkin bu beklentinin gerçekleştiği söylenemez. Öte yandan, oyunlar kuramı tasarım açısından yeni ufuklara yol açmıştır. Bu konuşmada oyunlar kuramının geleceğine ilişkin öngörüler, kendiliğindenlik ve tasarım ekseninde ele alınacaktır.