{"344461":{"#nid":"344461","#data":{"type":"event","title":"CSE Seminar: How Monte Carlo Methods Solve the World\u0027s Problems and Make You Rich!! By: Michael Mascagni","body":[{"value":"\u003Cp class=\u0022p1\u0022\u003E\u003Cstrong\u003EAbstract:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003EMonte Carlo methods use statistical sampling to solve problems in fields of study as diverse as structural biology and finance.\u0026nbsp; In fact, there are many problems that are computationally intractable using deterministic methods, and so Monte Carlo is the only feasible method of solution.\u0026nbsp; In addition, Monte Carlo is a naturally parallel computational paradigm, and so it has scalability properties that most deterministic methods envy.\u0026nbsp; In this talk we consider how Monte Carlo methods are suitable for solving a wide variety of problems normally solved with deterministic methods, and the implications of this for extreme high-performance computing.\u0026nbsp; Students that know Monte Carlo, high-performance computing, and the probability and statistics that supports Monte Carlo have been and continue to be in great demand in the financial services industry.\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003EMichael Mascagni is an internationally recognized expert on all aspects of random number generation and Monte Carlo methods, and has lectured extensively across the globe on theses and related topics.\u0026nbsp; He received his undergraduate degrees in Biomedical Engineering and Mathematics at the University of Iowa in 1981, and entered Rockefeller University to study neurobiology.\u0026nbsp; While taking some math courses at NYU he decided to switch to math, and he moved to the Courant Institute in 1983.\u0026nbsp; He graduated in 1987, having worked with Prof. Charlie Peskin on the numerical solution of nerve equations.\u0026nbsp; He has published over 100 scholarly articles, has graduated doctoral students in Computer Science, Mathematics, and Scientific Computing, and he currently leads a research group working in high-performance computing aspects of Monte Carlo methods and random number generation.\u0026nbsp; He is an editor for many journals including\u003Cem\u003E Monte Carlo Methods and Applications\u003C\/em\u003E, \u003Cem\u003EMathematics and Computers in Simulation\u003C\/em\u003E, and the \u003Cem\u003EACM Transactions on Mathematical Software\u003C\/em\u003E.\u003Cem\u003E\u0026nbsp;\u003C\/em\u003E He has been a visiting faculty member at Universit\u00e9 de Toulon et du Var, Universit\u00e4t Salzburg, Universit\u00e4t Kaiserslautern, Universit\u00e0 degli Studi di Padova, and the King Abdullah University of Science and Technology.\u0026nbsp; He also spent a sabbatical year visiting the Seminar f\u00fcr Angewandte Mathematik, Departement Mathematik, Eidgen\u00f6ssische Technische Hochschule (ETH-Z\u00fcrich).\u0026nbsp; He was elected an Association for Computing Machinery (ACM) Distinguished Scientist in 2011, and is currently a Faculty Appointee at the National Institute of Standards and Technology (NIST).\u003C\/p\u003E\u003Cp class=\u0022p2\u0022\u003E\u003Ca href=\u0022http:\/\/www.cs.fsu.edu\/%7Emascagni\/\u0022\u003Ehttp:\/\/www.cs.fsu.edu\/~mascagni\/\u003C\/a\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"CSE Seminar: How Monte Carlo Methods Solve the World\u0027s Problems and Make You Rich!! By: Michael Mascagni"}],"uid":"28150","created_gmt":"2014-11-11 14:40:17","changed_gmt":"2016-10-08 02:10:13","author":"Birney Robert","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2014-11-14T13:00:00-05:00","event_time_end":"2014-11-14T14:00:00-05:00","event_time_end_last":"2014-11-14T14:00:00-05:00","gmt_time_start":"2014-11-14 18:00:00","gmt_time_end":"2014-11-14 19:00:00","gmt_time_end_last":"2014-11-14 19:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"47223","name":"College of Computing"},{"id":"50877","name":"School of Computational Science and Engineering"}],"categories":[],"keywords":[{"id":"109421","name":"CSE Seminar: Michael Mascagni"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[{"id":"78771","name":"Public"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp class=\u0022p1\u0022\u003EBistra Dilkina\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003Ebdilkina@cc.gatech.edu\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003EOR\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003EDr. Edmond Chow\u0026nbsp;\u003C\/p\u003E\u003Cp class=\u0022p1\u0022\u003E\u003Ca href=\u0022mailto:echow@cc.gatech.edu\u0022\u003Eechow@cc.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}