Seminars and Colloquia by Series

Tuesday, March 8, 2016 - 15:05 , Location: Skiles 005 , Peter Pivovarov , University of Missouri , Organizer: Galyna Livshyts
The focus of my talk will be stochastic forms of isoperimetric inequalities for convex sets. I will review some fundamental inequalities including the classical isoperimetric inequality and those of Brunn-Minkowski and Blaschke-Santalo on the product of volumes of a convex body and its polar dual. I will show how one can view these as global inequalities that arise via random approximation procedures in which stochastic dominance holds at each stage. By laws of large numbers, these randomized versions recover the classical inequalities. I will discuss when such stochastic dominance arises and its applications in convex geometry and probability. The talk will be expository and based on several joint works with G. Paouris, D. Cordero-Erausquin, M. Fradelizi, S. Dann and G. Livshyts.
Thursday, March 3, 2016 - 15:05 , Location: Skiles 006 , Arnaud Marsiglietti , IMA, University of Minnesota , Organizer: Galyna Livshyts
In the late 80's, several relationships have been established between the Information Theory and Convex Geometry, notably through the pioneering work of Costa, Cover, Dembo and Thomas. In this talk, we will focus on one particular relationship. More precisely, we will focus on the following conjecture of Bobkov, Madiman, and Wang (2011), seen as the analogue of the monotonicity of entropy in the Brunn-Minkowski theory: The inequality $$ |A_1 + \cdots + A_k|^{1/n} \geq \frac{1}{k-1} \sum_{i=1}^k |\sum_{j \in \{1, \dots, k\} \setminus \{i\}} A_j |^{1/n}, $$ holds for every compact sets $A_1, \dots, A_k \subset \mathbb{R}^n$. Here, $|\cdot|$ denotes Lebesgue measure in $\mathbb{R}^n$ and $A + B = \{a+b : a \in A, b \in B \}$ denotes the Minkowski sum of $A$ and $B$. (Based on a joint work with M. Fradelizi, M. Madiman, and A. Zvavitch.)
Thursday, February 25, 2016 - 15:05 , Location: Skiles 006 , Victor Chernozhukov , MIT , Organizer: Karim Lounici

Paper available on arXiv:1412.3661

This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for probabilities  Pr(n−1/2∑ni=1Xi∈A) where X1,…,Xn are independent random vectors in ℝp and Ais a hyperrectangle, or, more generally, a sparsely convex set, and show that the approximation error converges to zero even if p=pn→∞ as n→∞ and p≫n; in particular, p can be as large as O(eCnc) for some constants c,C>0. The result holds uniformly over all hyperrectangles, or more generally, sparsely convex sets, and does not require any restriction on the correlation structure among coordinates of Xi. Sparsely convex sets are sets that can be represented as intersections of many convex sets whose indicator functions depend only on a small subset of their arguments, with hyperrectangles being a special case.
Thursday, February 18, 2016 - 15:05 , Location: Skiles 006 , Galyna Livshyts , School of Mathematics, Georgia Tech , Organizer: Galyna Livshyts
Log Brunn-Minkowski conjecture was proposed by Boroczky, Lutwak, Yang and Zhang in 2013. It states that in the case of symmetric convex sets the classical Brunn-MInkowski inequality may be improved. The Gaussian Brunn-MInkowski inequality was proposed by Gardner and Zvavitch in 2007. It states that for the standard Gaussian measure an inequality analogous to the additive form of Brunn_minkowski inequality holds true for symmetric convex sets. In this talk we shall discuss a derivation of an equivalent infinitesimal versions of these inequalities for rotation invariant measures and a few partial results related to both of them as well as to the classical Alexander-Fenchel inequality.
Thursday, February 11, 2016 - 15:05 , Location: Skiles 006 , Anna Lytova , University of Alberta , Organizer: Galyna Livshyts
Thursday, February 4, 2016 - 15:05 , Location: Skiles 006 , Sneha Subramanian , School of Mathematics, Georgia Tech , Organizer: Christian Houdre
For a random (complex) entire function, what can we say about the behavior of the zero set of its N-th derivative, as N goes to infinity? In this talk, we shall discuss the result of repeatedly differentiating a certain class of random entire functions whose zeros are the points of a Poisson process of intensity 1 on the real line. We shall also discuss the asymptotic behavior of the coefficients of these entire functions. Based on joint work with Robin Pemantle.
Thursday, January 28, 2016 - 15:05 , Location: Skiles 006 , Alessandro Arlotto , Duke University , Organizer: Christian Houdre
We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally non-homogeneous Markov chains, and the principal innovation is that here the summands are permitted to depend on both the current state and a bounded number of future states of the chain. We show through several examples that this added flexibility gives one a direct path to asymptotic normality of the optimal total reward of finite horizon Markov decision problems. The same examples also explain why such results are not easily obtained by alternative Markovian techniques such as enlargement of the state space. (Joint work with J. M. Steele.)
Thursday, January 21, 2016 - 15:05 , Location: Skiles 006 , Yao Xie , Georgia Inst. of Technology, ISYE , Organizer: Karim Lounici
Detecting change-points from high-dimensional streaming data is a fundamental problem that arises in many big-data applications such as video processing, sensor networks, and social networks. Challenges herein include developing algorithms that have low computational complexity and good statistical power, that can exploit structures to detecting weak signals, and that can provide reliable results over larger classes of data distributions. I will present two aspects of our recent work that tackle these challenges: (1) developing kernel-based methods based on nonparametric statistics; and (2) using sketching of high-dimensional data vectors to reduce data dimensionality. We also provide theoretical performance bounds and demonstrate the performance of the algorithms using simulated and real data.
Thursday, January 14, 2016 - 15:05 , Location: Skiles 006 , Ramon van Handel , Princeton University , Organizer: Christian Houdre
A significant achievement of modern probability theory is the development of sharp connections between the boundedness of random processes and the geometry of the underlying index set. In particular, the generic chaining method of Talagrand provides in principle a sharp understanding of the suprema of Gaussian processes. The multiscale geometric structure that arises in this method is however notoriously difficult to control in any given situation. In this talk, I will exhibit a surprisingly simple but very general geometric construction, inspired by real interpolation of Banach spaces, that is readily amenable to explicit computations and that explains the behavior of Gaussian processes in various interesting situations where classical entropy methods are known to fail. (No prior knowledge of this topic will be assumed in the talk.)
Thursday, December 3, 2015 - 15:05 , Location: Skiles 006 , Paul Hand , Rice University , , Organizer: Michael Damron
We consider the problem of recovering a set of locations given observations of the direction between pairs of these locations.   This recovery task arises from the Structure from Motion problem, in which a three-dimensional structure is sought from a collection of two-dimensional images.  In this context, the locations of cameras and structure points are to be found from epipolar geometry and point correspondences among images.  These correspondences are often incorrect because of lighting, shadows, and the effects of perspective.  Hence, the resulting observations of relative directions contain significant corruptions.  To solve the location recovery problem in the presence of corrupted relative directions, we introduce a tractable convex program called ShapeFit.  Empirically, ShapeFit can succeed on synthetic data with over 40% corruption.  Rigorously, we prove that ShapeFit can recover a set of locations exactly when a fraction of the measurements are adversarially corrupted and when the data model is random.  This and subsequent work was done in collaboration with Choongbum Lee, Vladislav Voroninski, and Tom Goldstein.