IAM-PIMS-MITACS Distinguished Colloquium Series: Albert Cohen (Université Pierre et Marie Curie)

This talk will discuss mathematical problems which are challenged by the fact they involve functions of a very large number of variables. Such problems arise naturally in learning theory, partial differential equations or numerical models depending on parametric or stochastic variables. They typically result in numerical difficulties due to the so-called ''curse of dimensionality''. We shall explain how these difficulties may be handled in various contexts, based on two important concepts: (i) variable reduction and (ii) sparse approximation.

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Albert Cohen obtained his doctorate degree in 1990 at Universite Paris IX-Dauphine, and then spent two years as a postdoctoral fellow at Bell-ATT Laboratories in Murray Hill, New Jersey. After defending his habilitation at Paris IX-Dauphine in 1992, he became a researcher at École Nationale Supérieure de Techniques Avancées in Paris. Since 1995, he has been a professor at Laboratoire Jacques-Louis Lions, Université Pierre et Marie Curie. He is a laureate of the V. A. Popov Prize in approximation theory (1995), the J. Herbrant Prize of the French Academy of Sciences (2000), and the Blaise Pascal Prize of SMAI and Academie des Sciences (2004).