In this talk, we will introduce the quantile regression. The quantile regression model is a valuable alternative to the conditional mean models. While mean regression is confined to estimating the mean function of the response, quantile regression offers a systematic strategy for examining how covariates influence the location, scale, and shape of the entire response distribution. In addition, quantile regression does not assume any parametric form on the error distribution, and thus is able to accommodate non-normal errors. We also introduce some work on the variable selection in quantile varying coefficient models.

In this talk, I present some new results of nonnegative tensors. Irreducible tensors, primitive tensors, multistochastic tensors are discussed. Also the spectral radius of nonnegative tensors are studied.

学术报告大波数波动问题的多水平方法许学军研究员中国科学院数学与系统科学研究院博士生导师国家杰出青年基金获得者中国计算数学学会常务理事、秘书长时间：2013年11月26日(星期二)下午2：30地点：数学系（致远楼）107室欢迎教师、研究生及有兴趣者参

学术报告Some Aspects of Finite Element Approximation for Reissner-Mindlin Plates石钟慈教授中国科学院院士、计算数学研究所研究员The Reissner-Mindlin plate model is one of the most commonly used models of a moderate-thick to thin elastic plate. However, a direct finite element approximation usually yields very poor results, which is referred to LOCKING phenomenon.In the past two decades, many effo...

In this talk, we will discuss some Siu-Sampson type results for pseudo-harmonic maps between pseudo-Hermitian manifolds. Under some kind of nonpositive curvature assumptions for the target manifolds, we derive pseudo- pluriharmonicity of the pseudo- harmonic maps. By further rank conditions, some pseudo- holomorphicity results of these pseudoharmonic maps are established.

学 术 报 告报 告 人： 沈 忠 民 教授（Indiana University-Purdue University Indianapolis）报告题目：On Einstein Metrics in Finsler Geometry报告时间：2013年11月20日（周三）下午2:30-3:30报告地点：致远楼105室欢迎广大师生参加！2013-11-1

题目：Dimensions of Siegel modular forms and related theories报告人：伊吹山 知義T. Ibukiyama教授大阪大学Osaka University时间： 2012年11月15日上午10：00—11：00地点：数学系致远楼10

This paper has used the Arbitrage Theorem (Gordan Theorem) to clarify some misconceptions in the literature of derivative pricing. First, unlike the claim of the irrelevancy of the underlying asset‘s (stock’s) expected return, it is found that the value of an option depends on the probability of the underlying asset (stock) rising or falling. Using the relationship between the relative price ratio between the two states:π/(1-π) and the probability of the up move, the paper also derives discrete-time versions of the Greeks. Second, since with no arbitrage, μ is a function of rf and σ, the Black-Scholes option pricing formula contains the underlying asset’s expected rate of return μ. Third, with a two-step contract, it has been shown that within a company, there is no first claim or seniority between bond and stock, but there is first claim among fixed-income assets (e.g., labor and bond), and labor is senior to bond.