{ "141373-21888712": { "datetime_modified":"20260407T124520", "datetime_start":"20261007T160000", "datetime_end":"20261007T170000", "has_end_time":1, "date_start":"2026-10-07", "date_end":"2026-10-07", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"Robust and Risk-Sensitive Acceleration in Gradient Methods", "occurrence_title":"", "combined_title":"Robust and Risk-Sensitive Acceleration in Gradient Methods: Mert Gurbuzbalaban, Rutgers", "event_subtitle":"Mert Gurbuzbalaban, Rutgers", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"First-order methods such as gradient descent (GD) are foundational in optimization. In unconstrained problems with exact gradients, momentum-based methods\u2014most notably Nesterov\u2019s accelerated gradient descent (AGD) and Polyak\u2019s heavy-ball (HB) method\u2014achieve faster convergence by improving dependence on the condition number. However, this acceleration comes at a cost: momentum amplifies gradient noise, making these methods less robust than GD under standard parameter choices and requiring more accurate gradient estimates to attain comparable accuracy. Similar challenges arise in convex and nonconvex min\u2013max optimization.\nMotivated by applications in machine learning, this talk studies unconstrained and min\u2013max optimization under deterministic, unbiased stochastic, and biased stochastic gradient noise. I will present new algorithms that achieve optimal robustness against different noise types, using control-theoretic tools such as the H_2\u200b norm, the H_\u221e\u200b norm, and the risk-sensitivity index, together with coherent risk measures. I will also discuss worst-case noise constructions and high-probability convergence guarantees. This perspective builds a bridge between optimization and robust control theory and enables the design of noise-robust and risk-sensitive accelerated methods.\nRepresentative Publications:\nM. G\u00fcrb\u00fczbalaban, Y. Syed, N. S. Aybat, Accelerated gradient methods with biased gradient estimates: Risk sensitivity, high-probability guarantees, and large deviation bounds, Journal of Nonlinear and Variational Analysis, 2026 (Special Issue). https:\/\/jnva.biemdas.com\/archives\/2927\nM. G\u00fcrb\u00fczbalaban, Robustly Stable Accelerated Momentum Methods with a Near-Optimal L_2\u200b Gain and H_\u221e\u200b Performance, Mathematics of Operations Research, 2025.\nhttps:\/\/pubsonline.informs.org\/doi\/abs\/10.1287\/moor.2023.0321\nB. Can and M. G\u00fcrb\u00fczbalaban, Entropic risk-averse generalized momentum methods, Optimization Methods and Software, 2025. https:\/\/www.tandfonline.com\/doi\/abs\/10.1080\/10556788.2025.2549356", "occurrence_notes":null, "guid":"141373-21888712@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/141373", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21888712 } , "150040-21907900": { "datetime_modified":"20260810T083123", "datetime_start":"20261014T160000", "datetime_end":"20261014T170000", "has_end_time":1, "date_start":"2026-10-14", "date_end":"2026-10-14", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"Kullback\u2013Leibler Mirror-Prox for Measure-Valued Variational Inequalities and Mean-Field Equilibria", "occurrence_title":"", "combined_title":"Kullback\u2013Leibler Mirror-Prox for Measure-Valued Variational Inequalities and Mean-Field Equilibria: Ziqing Zhang, UM", "event_subtitle":"Ziqing Zhang, UM", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"We study the computation of static mean-field equilibria on a compact state space by formu-\nlating the equilibrium condition as a variational inequality over probability measures. We propose\nan entropic variant of Korpelevich\u2019s extragradient algorithm\u2014the Kullback\u2013Leibler Mirror-Prox\nmethod\u2014in which Euclidean projections are replaced by relative-entropy proximal steps. Each\nhalf-step is therefore an explicit exponential reweighting of the current measure, implemented on a\nfinite state-space discretization. Under Lasry\u2013Lions monotonicity and continuity assumptions, we\nprove convergence of mesh-refined ergodic averages and obtain finite-iteration Minty-residual and\napproximate-equilibrium bounds that jointly quantify iteration and discretization errors. Under\nstrong monotonicity, we derive metric convergence rates for the last, best, and averaged iterates.\nWe also develop a KL-type Tikhonov regularization that selects the equilibrium minimizing relative\nentropy with respect to a reference measure. The framework applies to potential and nonpotential\ncost operators and does not require differentiability or convexity of the cost in the individual state.\n\nJoint work with Erhan Bayraktar, Ibrahim Ekren and Lu Vy.", "occurrence_notes":null, "guid":"150040-21907900@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/150040", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21907900 } , "148617-21904532": { "datetime_modified":"20260903T140455", "datetime_start":"20261028T160000", "datetime_end":"20261028T170000", "has_end_time":1, "date_start":"2026-10-28", "date_end":"2026-10-28", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"Policy Gradient Flow for Stochastic Control", "occurrence_title":"", "combined_title":"Policy Gradient Flow for Stochastic Control: Zhenjie Ren, University of Evry", "event_subtitle":"Zhenjie Ren, University of Evry", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"Reinforcement learning has achieved remarkable success in landmark applications such as AlphaGo and AlphaFold, and is increasingly expected to play a central role in emerging domains such as autonomous driving. A substantial body of work has established theoretical foundations for classical reinforcement learning algorithms, including temporal-difference learning, policy iteration, and Q-learning. By contrast, policy gradient descent, despite its widespread use, remains less well understood from a theoretical perspective, largely because of its non-convex structure and the complexity of the underlying functional space. Existing convergence analyses typically require uniform regularity assumptions on the policy, viewed as a feedback control function, along the gradient flow; moreover, the resulting convergence rates depend on these regularity bounds. In this work, we significantly strengthen the existing convergence theory. Our key insight is to relate policy gradient descent to a mirror flow on the space of probability measures over controlled trajectories, where the Bregman divergence is induced by the convex control cost. We rigorously prove a JKO-type convergence result showing that the discrete-time mirror flow converges to its continuous-time counterpart, and we identify the limiting dynamics as a preconditioned policy gradient descent flow on the space of control processes. Leveraging this mirror-flow perspective, we establish an exponential convergence rate that is independent of policy regularity. The convergence holds both in Bregman divergence and in the value of the associated control problem.", "occurrence_notes":null, "guid":"148617-21904532@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/148617", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21904532 } , "150012-21907810": { "datetime_modified":"20260807T155844", "datetime_start":"20261104T160000", "datetime_end":"20261104T170000", "has_end_time":1, "date_start":"2026-11-04", "date_end":"2026-11-04", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"Exploratory Optimal Reinsurance under the Mean-Variance Criterion", "occurrence_title":"", "combined_title":"Exploratory Optimal Reinsurance under the Mean-Variance Criterion: Austin Riis-Due, Waterloo", "event_subtitle":"Austin Riis-Due, Waterloo", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"This paper proposes a Reinforcement Learning (RL) approach to the optimal reinsurance problem\nwhen the insurer faces uncertainty about the insurance claim dynamics. To this end, we first formulate\nan exploratory version of the problem as a relaxed stochastic control problem. Within a broad class of\nparametric retention functions and general risk loading functions, we derive the closed-form equilibrium\npolicy under the continuous-time mean-variance criterion. This is achieved through a formal verification\ntheorem and solving classical solutions of a system of exploratory extended Hamilton-Jacobi-Bellman\n(EEHJB) equations. We then establish a policy iteration theorem, showing that starting from any timeand state-homogeneous policy, policy iteration converges to the derived equilibrium policy. Next, we\ndevelop a martingale orthogonality theorem, which serves as the foundation of our RL algorithm. The\nalgorithm is evaluated through simulation studies and real data from the U.S. National Flood Insurance\nProgram. Results demonstrate that the RL approach effectively learns unknown claim distributions,\ntracks unobserved changes in claim dynamics and produces higher insurer surplus trajectories than the\nmaximum likelihood estimation (MLE) approach while simultaneously exhibiting greater robustness to\nthe choice of training window.", "occurrence_notes":null, "guid":"150012-21907810@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/150012", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21907810 } , "149579-21906721": { "datetime_modified":"20260819T202729", "datetime_start":"20261118T160000", "datetime_end":"20261118T170000", "has_end_time":1, "date_start":"2026-11-18", "date_end":"2026-11-18", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem", "occurrence_title":"", "combined_title":"A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem: Bixing Qiao, UM", "event_subtitle":"Bixing Qiao, UM", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"In this talk, we consider a continuous-time Kyle-Back model which is a game between an insider and a market maker. The existing literature typically focuses on constructing equilibria with a PDE approach, which requires certain Markovian structures. We characterize all equilibria through a coupled system of forward-backward SDEs. In particular, when the time duration is small, we show that the FBSDE is well-posed, and therefore the game has a unique equilibrium. Moreover, this unique equilibrium may be non-Markovian and thus not attainable via the PDE approach. We next study the set value of the game, which roughly speaking is the set of insider's values over all equilibria and thus is by nature unique. Finally, we characterize the set value through a level set of a certain standard HJB equation.\nIn the second part of the talk, we apply the new approach to the Kyle-Back model with dynamic legal risk and large numbers of noise traders. In this setting, the insider chooses a strategy that conceals his identity within a large volume of surrounding trades and concentrates on medium-sized trades. We establish an intensity-based mathematical framework for explaining the interconnections between insider trading and stealth trading. When the number of noise traders becomes large, the price impact of the insider asymptotically vanishes, and consequently the stochastic game becomes deterministic optimizations, which also carry implications for regulatory investigations and sanctions.\n\nThe results above include the joint work with Weixuan Xia and with Jianfeng Zhang.", "occurrence_notes":null, "guid":"149579-21906721@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/149579", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21906721 } , "149576-21906718": { "datetime_modified":"20260727T104513", "datetime_start":"20261202T160000", "datetime_end":"20261202T170000", "has_end_time":1, "date_start":"2026-12-02", "date_end":"2026-12-02", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"TBA", "occurrence_title":"", "combined_title":"TBA: Qin Li, University of Wisconsin-Madison", "event_subtitle":"Qin Li, University of Wisconsin-Madison", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"TBA", "occurrence_notes":null, "guid":"149576-21906718@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/149576", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21906718 } , "149577-21906719": { "datetime_modified":"20260727T104405", "datetime_start":"20261209T160000", "datetime_end":"20261209T170000", "has_end_time":1, "date_start":"2026-12-09", "date_end":"2026-12-09", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"THE HEREDITARY LAWS OF LARGE NUMBERS", "occurrence_title":"", "combined_title":"THE HEREDITARY LAWS OF LARGE NUMBERS: Ioannis Karatzas, Columbia University", "event_subtitle":"Ioannis Karatzas, Columbia University", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"The celebrated theorem of Komlos (1967) establishes L^1-boundedness as a sufficient condition for a sequence of measurable functions on a probability space to contain a subsequence along which, and along whose every further subsequence (\u201chereditarily\u201d), the Cesaro averages converge to a \u201crandomized mean\u201d in the spirit of the Strong law of Large Numbers. We provide conditions not only sufficient, but also necessary, for this result, as well as for the hereditary analogues of the Weak Law of Large Numbers, of the Hsu-Robbins-Erdos Law of Large Numbers, and of the Law of the Iterated Logarithm. \n\nJoint work with I. Berkes (Budapest) and W. Schachermayer (Vienna).", "occurrence_notes":null, "guid":"149577-21906719@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/149577", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics","Statistics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21906719 } , "152618-21914186": { "datetime_modified":"20260922T084512", "datetime_start":"20270113T160000", "datetime_end":"20270113T170000", "has_end_time":1, "date_start":"2027-01-13", "date_end":"2027-01-13", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"TBA", "occurrence_title":"", "combined_title":"TBA: Dohyeon Kim, Caltech", "event_subtitle":"Dohyeon Kim, Caltech", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"TBA", "occurrence_notes":null, "guid":"152618-21914186@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/152618", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21914186 } , "149994-21907791": { "datetime_modified":"20260807T120756", "datetime_start":"20270217T160000", "datetime_end":"20270217T170000", "has_end_time":1, "date_start":"2027-02-17", "date_end":"2027-02-17", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"The optimal rate of convergence in mean field control", "occurrence_title":"", "combined_title":"The optimal rate of convergence in mean field control: Sebatian Munoz, UCLA", "event_subtitle":"Sebatian Munoz, UCLA", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"I will discuss the sharp rate of convergence of the value functions of N-particle stochastic control problems to their mean field limit, for merely Lipschitz mean field costs. For d \u2265 2, the optimal rate is that of the empirical measures of i.i.d. samples in the 1-Wasserstein distance, as conjectured by Daudin, Delarue, and Jackson, and it persists with additive common noise. In dimension one, this benchmark can surprisingly be beaten: cooperating particles outperform independent samples, and the optimal exponent is 4\/7, strictly between the accuracy of independent sampling (N^{-1\/2}) and that of quantization (N^{-1}). The proofs rely on a new control-theoretic technique of recoupled shadow flows and, in dimension one, on a Gibbs law implementing the cooperation and a Schr\u00f6dinger ground-state estimate.", "occurrence_notes":null, "guid":"149994-21907791@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/149994", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21907791 } , "150752-21910069": { "datetime_modified":"20260821T200659", "datetime_start":"20270224T160000", "datetime_end":"20270224T170000", "has_end_time":1, "date_start":"2027-02-24", "date_end":"2027-02-24", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"TBA", "occurrence_title":"", "combined_title":"TBA: Tom Bielecki", "event_subtitle":"Tom Bielecki", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"TBA", "occurrence_notes":null, "guid":"150752-21910069@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/150752", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21910069 } , "151564-21911768": { "datetime_modified":"20260904T104356", "datetime_start":"20270317T160000", "datetime_end":"20270317T170000", "has_end_time":1, "date_start":"2027-03-17", "date_end":"2027-03-17", "time_start":"16:00:00", "time_end":"17:00:00", "time_zone":"America\/Detroit", "event_title":"TBA", "occurrence_title":"", "combined_title":"TBA: Jose Blanchet, Stanford", "event_subtitle":"Jose Blanchet, Stanford", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"TBA", "occurrence_notes":null, "guid":"151564-21911768@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/151564", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21911768 } , "151565-21911769": { "datetime_modified":"20260904T104603", "datetime_start":"20270414T100000", "datetime_end":"20270414T110000", "has_end_time":1, "date_start":"2027-04-14", "date_end":"2027-04-14", "time_start":"10:00:00", "time_end":"11:00:00", "time_zone":"America\/Detroit", "event_title":"TBA", "occurrence_title":"", "combined_title":"TBA: Baris Ata, University of Chicago", "event_subtitle":"Baris Ata, University of Chicago", "event_type":"Workshop \/ Seminar", "event_type_id":"21", "description":"TBA", "occurrence_notes":null, "guid":"151565-21911769@events.umich.edu", "permalink":"http:\/\/events.umich.edu\/event\/151565", "building_id":"1000166", "building_name":"East Hall", "campus_maps_id":"53", "room":"1360", "location_name":"East Hall", "has_livestream":0, "cost":"", "tags":["Mathematics"], "website":"", "sponsors":[ { "group_name":"Financial\/Actuarial Mathematics Seminar - Department of Mathematics", "group_id":"4890", "website":"" } ], "image_url":"", "styled_images":{ "event_thumb":"", "event_large":"", "event_large_2x":"", "event_large_lightbox":"", "group_thumb":"", "group_thumb_square":"", "group_large":"", "group_large_lightbox":"", "event_large_crop":"", "event_list":"", "event_list_2x":"", "event_grid":"", "event_grid_2x":"", "event_feature_large":"", "event_feature_thumb":"" }, "occurrence_count":1, "first_occurrence":21911769 } }