Seminars and Colloquia by Series

Thursday, October 18, 2012 - 15:05 , Location: Skiles 006 , Ivan Corwin , Clay Mathematics Institute and MIT , Organizer:
The Gaussian central limit theorem says that for a wide class of stochastic systems, the bell curve (Gaussian distribution) describes the statistics for random fluctuations of important observables. In this talk I will look beyond this class of systems to a collection of probabilistic models which include random growth models, polymers,particle systems, matrices and stochastic PDEs, as well as certain asymptotic problems in combinatorics and representation theory. I will explain in what ways these different examples all fall into a single new universality class with a much richer mathematical structure than that of the Gaussian.
Tuesday, October 9, 2012 - 15:05 , Location: Skyles 005 , Yiyuan She , Florida State University , Organizer: Karim Lounici
Rank reduction as an effective technique for dimension reduction is widely used in statistical modeling and machine learning. Modern statistical applications entail high dimensional data analysis where there may exist a large number of nuisance variables. But the plain rank reduction cannot discern relevant or important variables. The talk discusses joint variable and rank selection for predictive learning. We propose to apply sparsity and reduced rank techniques to attain simultaneous feature selection and feature extraction in a vector regression setup. A class of estimators is introduced based on novel penalties that impose both row and rank restrictions on the coefficient matrix. Selectable principle component analysis is proposed and studied from a self-regression standpoint which gives an extension to the sparse principle component analysis. We show that these estimators adapt to the unknown matrix sparsity and have fast rates of convergence in comparison with LASSO and reduced rank regression. Efficient computational algorithms are developed and applied to real world applications.
Thursday, October 4, 2012 - 15:05 , Location: Skiles 006 , J.-C. Breton , Institut de Recherche Mathématique de Rennes , Organizer:
 Cramér's theorem from 1936 states  that the sum of two independent random variables is Gaussian if and only  if these random variables are Gaussian. Since then, this property has  been explored in different directions, such as  for other  distributions or non-commutative random variables. In this talk, we will investigate recent results in Gaussian chaoses and free chaoses. In  particular, we will give a first positive Cramér type result in a free  probability context. 
Thursday, September 27, 2012 - 15:05 , Location: Skiles 006 , Ionel Popescu , School of Mathematics, Georgia Tech , Organizer:
 Ricci flow is  a sort of (nonlinear) heat problem under which the metric on a given manifold is evolving.  There is a deep connection between probability and heat equation.  We try to setup a probabilistic approach in the framework of a stochastic target problem. A major result in the Ricci flow is that the normalized flow (the one in which the area is preserved) exists for all positive times and it converges to a metric of constant curvature.  We reprove this convergence result in the case of surfaces of non-positive Euler characteristic using coupling ideas from probability.   At certain point we need to estimate the second derivative of the Ricci flow and for that we introduce a coupling of three particles.     This is joint work with Rob Neel. 
Thursday, September 20, 2012 - 15:05 , Location: Skyles 006 , Karim Lounici , Georgia Institute of Technology , klounici@math.gatech.edu , Organizer: Karim Lounici
In the context of a linear model with a sparse coefficient vector, sharp oracle inequalities have been established for the exponential weights concerning the prediction problem. We show that such methods also succeed at variable selection and estimation under near minimum condition on the design matrix, instead of much stronger assumptions required by other methods such as the Lasso or the Dantzig Selector. The same analysis yields consistency results for Bayesian methods and BIC-type variable selection under similar conditions. Joint work with Ery Arias-Castro
Thursday, September 6, 2012 - 15:05 , Location: Skiles 006 , Yuri Bakhtin , Georgia Tech , Organizer:
 The Burgers equation is a basic hydrodynamic model describing the evolution of the velocity field of sticky dust particles. When supplied with random forcing it turns into an infinite-dimensional random dynamical system that has been studied since late 1990's. The variational approach to Burgers equation allows to study the system by analyzing optimal paths in the random landscape generated by the random force potential. Therefore, this is essentially a random media problem. For a long time only compact cases of Burgers dynamics on the circle or a torus were understood well. In this talk I discuss the Burgers dynamics on the entire real line with no compactness or periodicity assumption. The main result is the description of the ergodic components and One Force One Solution principle on each component.  Joint work with Eric Cator and Kostya Khanin. 
Tuesday, April 24, 2012 - 16:05 , Location: skyles 006 , Zongming Ma , The Wharton School, Department of Statistics, University of Pennsylvania , Organizer: Karim Lounici
Singular value decomposition is a widely used tool for dimension reduction in multivariate analysis. However, when used for statistical estimation in high-dimensional low rank matrix models, singular vectors of the noise-corrupted matrix are inconsistent for their counterparts of the true mean matrix. In this talk, we suppose the true singular vectors have sparse representations in a certain basis. We propose an iterative thresholding algorithm that can estimate the subspaces spanned by leading left and right singular vectors and also the true mean matrix optimally under Gaussian assumption. We further turn the algorithm into a practical methodology that is fast, data-driven and robust to heavy-tailed noises. Simulations and a real data example further show its competitive performance. This is a joint work with Andreas Buja and Dan Yang.
Tuesday, April 24, 2012 - 11:00 , Location: Skiles 005 , F. Benaych-Georges , Universite Pierre et Marie Curie , Organizer: Christian Houdre
Many of the asymptotic spectral characteristics of a symmetric random matrix with i.i.d. entries (such a matrix is called a "Wigner matrix") are said to be "universal": they depend on the exact distribution of the entries only via its first moments (in the same way that the CLT gives the asymptotic fluctuations of the empirical mean of i.i.d. variables as a function of their second moment only). For example, the empirical spectral law of the eigenvalues of a Wigner matrix converges to the semi-circle law if the entries have variance 1, and the extreme eigenvalues converge to -2 and 2 if the entries have a finite fourth moment. This talk will be devoted to a "universality result" for the eigenvectors of such a matrix. We shall prove that the asymptotic global fluctuations of these eigenvectors depend essentially on the moments with orders 1, 2 and 4 of the entries of the Wigner matrix, the third moment having surprisingly no influence.
Thursday, April 19, 2012 - 15:05 , Location: Skyles 006 , Ionel Popescu , Georgia Institute of Technology, School of Mathematics , Organizer: Karim Lounici
This is obtained as a limit from the classical Poincar\'e on large random matrices. In the classical case Poincare is obtained in a rather easy way from other functional inequalities as for instance Log-Sobolev and transportation. In the free case, the same story becomes more intricate. This is joint work with Michel Ledoux.
Tuesday, April 3, 2012 - 16:05 , Location: Skyles 006 , Axel Munk , Institut für Mathematische Stochastik Georg-August-Universität Göttingen , Organizer: Karim Lounici
In this talk we will discuss a general concept of statistical multiscale analysis in the context of signal detection and imaging. This provides a large class of fully data driven regularisation methods which can be viewed as a multiscale generalization of the Dantzig selector. We address computational issues as well as the required extreme value theory of the multiscale statistics. Two major example include change point regression and locally adaptive total variation image regularization for deconvolution problems. Our method is applied to problems from ion channel recordings and nanoscale biophotonic cell microscopy.

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