About us

The University of Chicago Applied Math Club (UCAMC) is an undergraduate club which provides a platform for students interested in applications of mathematics and statistics, such as in economics (price theory and game theory), computer science (complexity theory and data science/machine learning), physics and biology. We hold meetings where professors and graduate students present on their work, and where corporations (e.g. hedge funds and cybersecurity firms) discuss the way they use mathematics.

This week's lecture

Week 6

Aaron Dinner, "Accelerating stochastic simulations with stratified sampling"
Thursday Feb. 13th, 2019 — 6 PM @ The Barn (Ryerson 352)
Abstract. A problem in computational modeling in all fields is that averages can involve contributions from relatively rare states and thus be slow to converge. Stratified sampling is a long-standing approach to addressing this problem: essentially, one samples from rare and common populations independently and then combines the information from the different populations with appropriate weights. I will talk about a recent mathematical framework that extends the power of this approach significantly and show applications in bio-molecular simulations.

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Board members

Anubhav Nanavaty

President

Nick Nowicki

Treasurer

Pol Gómez Riquelme

Vice President

Alexander Haberman

Vice President