The probability and numerical analysis are two mature fields of mathematics that have developed separately for many years. In the last couple of decades, after the barriers separating them have been lowered, many new algorithms in inverse problems and uncertainty quantification have combined the flexibility of probability and the computational efficiency of numerical analysis. In this talk I will illustrate how thinking like a probabilist and computing like a numerical analyst leads to simple and efficient solvers for inverse and imaging problems.

Pre-talk (2-2:30pm): Life begins at the edge of your comfort zone: how thinking outside the box can help keep the passion for research alive.