Statistics Seminar

Speaker: Hans Werner van Wyk

Title: Numerical Statistics; Statistical Numerics

Abstract: Numerical analysis (the study of algorithms and approximation), and statistics (the study of data) have long been considered distinct fields of research. However, they are increasingly being used in conjunction to solve interesting real world problems. For example, efficient numerical optimization- and linear algebra routines facilitate the statistical analysis and processing of large complex datasets. Also, the rise of scientific computing has resulted in the prevalent use of numerical simulations to supplement physical observations. This has led to the need to consider efficiency and accuracy of numerical approximations in the statistical estimation and prediction of these systems. On the other hand, statistics is playing an increasingly important role in the development and analysis of numerical algorithms themselves, such as investigations into the statistical properties of numerical errors, fault detection for computational nodes in a supercomputer, or the use of randomization to speed up and stabilize numerical linear algebra routines. This informal talk explores the fascinating interplay between these two complementary areas of mathematics within the context of a few simple numerical examples.