Difference between revisions of "Past Probability Seminars Spring 2020"

From UW-Math Wiki
Jump to: navigation, search
()
 
(508 intermediate revisions by 8 users not shown)
Line 1: Line 1:
 
__NOTOC__
 
__NOTOC__
  
= Fall 2015 =
+
= Spring 2020 =
  
<b>Thursdays in 901 Van Vleck Hall at 2:25 PM</b>, unless otherwise noted.  
+
<b>Thursdays in 901 Van Vleck Hall at 2:30 PM</b>, unless otherwise noted.  
 +
<b>We  usually end for questions at 3:20 PM.</b>
  
<b>
+
If you would like to sign up for the email list to receive seminar announcements then please send an email to  
If you would like to sign up for the email list to receive seminar announcements then please send an email to join-probsem@lists.wisc.edu.
+
[mailto:join-probsem@lists.wisc.edu join-probsem@lists.wisc.edu]
</b>
 
= =
 
  
== Thursday, September 17, [http://www.math.ucla.edu/~nickcook/ Nicholas A. Cook], [http://www.math.ucla.edu/ UCLA],
+
<span style="color:red"> 2:25pm Van Vleck B113</span> ==
+
== January 23, 2020, [https://www.math.wisc.edu/~seppalai/ Timo Seppalainen] (UW Madison) ==
 +
'''Non-existence of bi-infinite geodesics in the exponential corner growth model
 +
'''
  
<span style="color:orange"> Please note the unusual location, Van Vleck Hall B113 </span>
+
Whether bi-infinite geodesics exist has been a significant open problem in first- and last-passage percolation since the mid-80s.  A non-existence proof  in the case of directed planar last-passage percolation with exponential weights was posted by Basu, Hoffman and Sly in  November 2018. Their proof utilizes estimates from integrable probability.    This talk describes an independent proof completed 10 months later that relies on couplings, coarse graining, and control of geodesics through planarity and increment-stationary last-passage percolation. Joint work with Marton Balazs and Ofer Busani (Bristol).
  
Title: TBA
+
== January 30, 2020, [https://www.math.wisc.edu/people/vv-prof-directory Scott Smith] (UW Madison) ==
 +
'''Quasi-linear parabolic equations with singular forcing'''
  
== Thursday, September 24, TBA <!--[http://www.math.wisc.edu/~ogrosky/ Reed Ogrosky], [http://www.math.wisc.edu/ UW-Madison]--> ==
+
The classical solution theory for stochastic ODE's is centered around Ito's stochastic integral.  By intertwining ideas from analysis and probability, this approach extends to many PDE's, a canonical example being multiplicative stochastic heat equations driven by space-time white noise. In both the ODE and PDE settings, the solution theory is beyond the scope of classical deterministic theory because of the ambiguity in multiplying a function with a white noise. The theory of rough paths and regularity structures provides a more quantitative understanding of this difficulty, leading to a more refined solution theory which efficiently divides the analytic and probabilistic aspects of the problem, and remarkably, even has an algebraic component.
TBA
 
  
== Thursday, October 1 [http://www.math.wisc.edu/~roch Sebastien Roch], [http://www.math.wisc.edu/ UW-Madison]  ==
+
In this talk, we will discuss a new application of these ideas to stochastic heat equations where the strength of the diffusion is not constant but random, as it depends locally on the solution. These are known as quasi-linear equations. Our main result yields the deterministic side of a solution theory for these PDE's, modulo a suitable renormalization. Along the way, we identify a formally infinite series expansion of the solution which guides our analysis, reveals a nice algebraic structure, and encodes the counter-terms in the PDE. This is joint work with Felix Otto, Jonas Sauer, and Hendrik Weber.
  
== Thursday, October 8, No Seminar due to the [http://sites.math.northwestern.edu/mwp/ Midwest Probability Colloquium] ==
+
== February 6, 2020, [https://sites.google.com/site/cyleeken/ Cheuk-Yin Lee] (Michigan State) ==
 +
'''Sample path properties of stochastic partial differential equations: modulus of continuity and multiple points'''
  
[http://sites.math.northwestern.edu/mwp/ Midwest Probability Colloquium]
+
In this talk, we will discuss sample path properties of stochastic partial differential equations (SPDEs). We will present a sharp regularity result for the stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. We prove the exact modulus of continuity via the property of local nondeterminism. We will also discuss the existence problem for multiple points (or self-intersections) of the sample paths of SPDEs. Our result shows that multiple points do not exist in the critical dimension for a large class of Gaussian random fields including the solution of a linear system of stochastic heat or wave equations.
  
== Thursday, October 15, <!--TBA--> [http://math.wisc.edu/~louisfan Louis Fan], [http://www.math.wisc.edu/ UW-Madison] ==
+
== February 13, 2020, [http://www.jelena-diakonikolas.com/ Jelena Diakonikolas] (UW Madison) ==
 +
'''Langevin Monte Carlo Without Smoothness'''
  
== Thursday, October 22, [http://www.math.wisc.edu/~kurtz/ Tom Kurtz], [http://www.math.wisc.edu UW-Madison] ==
+
Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is understood mainly in the setting of smooth (gradient-Lipschitz) log-densities, a serious limitation for applications in machine learning. We remove this limitation by providing polynomial-time convergence guarantees for a variant of LMC in the setting of non-smooth log-concave distributions. At a high level, our results follow by leveraging the implicit smoothing of the log-density that comes from a small Gaussian perturbation that we add to the iterates of the algorithm and while controlling the bias and variance that are induced by this perturbation.
 +
Based on joint work with Niladri Chatterji, Michael I. Jordan, and Peter L. Bartlett.
  
== Thursday, October 29, [http://www.math.cornell.edu/m/People/EcaterinaSavaHuss Ecaterina Sava-Huss], [http://www.math.cornell.edu/m/ Cornell]  ==
+
== February 20, 2020, [https://math.berkeley.edu/~pmwood/ Philip Matchett Wood] (UC Berkeley) ==
 +
'''A replacement principle for perturbations of non-normal matrices'''
  
TBA
+
There are certain non-normal matrices whose eigenvalues can change dramatically when a small perturbation is added.  However, when that perturbation is an iid random matrix, it appears that the eigenvalues become stable after perturbation and only change slightly when further small perturbations are added.  Much of the work is this situation has focused on iid random gaussian perturbations.  In this talk, we will discuss work on a universality result that allows for consideration of non-gaussian perturbations, and that shows that all perturbations satisfying certain conditions will produce the same limiting eigenvalue measure.  Interestingly, this even allows for deterministic perturbations to be considered.  Joint work with Sean O'Rourke.
  
== Thursday, November 5, TBA ==
+
== February 27, 2020, No seminar ==
== Thursday, November 12, [http://www.math.illinois.edu/~lierl/ Janna Lierl], [http://www.math.illinois.edu/ UIUC] ==
+
''' '''
  
== Thursday, November 19, TBA ==
+
== March 5, 2020, [https://www.ias.edu/scholars/jiaoyang-huang Jiaoyang Huang] (IAS) ==
== Thursday, November 26, No Seminar, Thanksgiving Break ==
+
''' Large Deviation Principles via Spherical Integrals'''
== Thursday, December 3, TBA ==
 
== Thursday, December 10, [http://www.case.edu/artsci/math/esmeckes/ Elizabeth Meckes], [http://www.case.edu/artsci/math/ Case Western Reserve University] ==
 
  
<!--
+
In this talk, I'll explain a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the asymptotics of spherical integrals obtained by Guionnet and Zeitouni. As examples, we obtain
== Wednesday, <span style="color:red">February 11</span>, [http://www.math.wisc.edu/~stechmann/ Sam Stechmann], [http://www.math.wisc.edu/ UW-Madison]  ==
 
  
<span style="color:red">Please note the unusual time and room.
+
1) the large deviation principle for the empirical distribution of the diagonal entries of $UB_NU^*$, for a sequence of $N\times N$ diagonal matrices $B_N$ and unitary/orthogonal Haar distributed matrices $U$;
</span>
+
 
 +
2) the large deviation upper bound for the empirical eigenvalue distribution of $A_N+UB_NU^*$, for two sequences of $N\times N$ diagonal matrices $A_N, B_N$, and their complementary lower bounds at "good" probability distributions;
 +
 
 +
3) the large deviation principle for the Kostka number $K_{\lambda_N \eta_N}$, for two sequences of partitions $\lambda_N, \eta_N$ with at most $N$ rows;
 +
 
 +
4) the large deviation upper bound for the Littlewood-Richardson coefficients $c_{\lambda_N \eta_N}^{\kappa_N}$, for three sequences of partitions $\lambda_N, \eta_N, \kappa_N$ with at most $N$ rows, and their complementary lower bounds at "good" probability distributions.
 +
 
 +
This is a joint work with Belinschi and Guionnet.
 +
 
 +
== March 12, 2020, No seminar ==
 +
''' '''
 +
 
 +
== March 19, 2020, Spring break ==
 +
''' '''
 +
 
 +
== March 26, 2020, CANCELLED, [https://math.cornell.edu/philippe-sosoe Philippe Sosoe] (Cornell) ==
 +
''' '''
 +
 
 +
== April 2, 2020, CANCELLED, [http://pages.cs.wisc.edu/~tl/ Tianyu Liu] (UW Madison)==
 +
''' '''
 +
 
 +
== April 9, 2020, CANCELLED, [http://stanford.edu/~ajdunl2/ Alexander Dunlap] (Stanford) ==
 +
''' '''
 +
 
 +
== April 16, 2020, CANCELLED, [https://statistics.wharton.upenn.edu/profile/dingjian/ Jian Ding] (University of Pennsylvania) ==
 +
''' '''
 +
 
 +
== April 22-24, 2020, CANCELLED, [http://frg.int-prob.org/ FRG Integrable Probability] meeting ==
 +
 
 +
3-day event in Van Vleck 911
 +
 
 +
== April 23, 2020, CANCELLED, [http://www.hairer.org/ Martin Hairer] (Imperial College) ==
 +
 
 +
[https://www.math.wisc.edu/wiki/index.php/Colloquia Wolfgang Wasow Lecture] at 4pm in Van Vleck 911
 +
 
 +
== April 30, 2020, CANCELLED, [http://willperkins.org/ Will Perkins] (University of Illinois at Chicago) ==
 +
''' '''
  
  
Title: Stochastic Models for Rainfall: Extreme Events and Critical Phenomena
 
  
  
Abstract:
 
In recent years, tropical rainfall statistics have been shown to conform to paradigms of critical phenomena and statistical physics. In this talk, stochastic models will be presented as prototypes for understanding the atmospheric dynamics that leads to these statistics and extreme events. Key nonlinear ingredients in the models include either stochastic jump processes or thresholds (Heaviside functions). First, both exact solutions and simple numerics are used to verify that a suite of observed rainfall statistics is reproduced by the models, including power-law distributions and long-range correlations. Second, we prove that a stochastic trigger, which is a time-evolving indicator of whether it is raining or not, will converge to a deterministic threshold in an appropriate limit. Finally, we discuss the connections among these rainfall models, stochastic PDEs, and traditional models for critical phenomena.
 
--->
 
  
== ==
 
  
  
  
 
[[Past Seminars]]
 
[[Past Seminars]]

Latest revision as of 17:18, 12 August 2020


Spring 2020

Thursdays in 901 Van Vleck Hall at 2:30 PM, unless otherwise noted. We usually end for questions at 3:20 PM.

If you would like to sign up for the email list to receive seminar announcements then please send an email to join-probsem@lists.wisc.edu


January 23, 2020, Timo Seppalainen (UW Madison)

Non-existence of bi-infinite geodesics in the exponential corner growth model

Whether bi-infinite geodesics exist has been a significant open problem in first- and last-passage percolation since the mid-80s. A non-existence proof in the case of directed planar last-passage percolation with exponential weights was posted by Basu, Hoffman and Sly in November 2018. Their proof utilizes estimates from integrable probability. This talk describes an independent proof completed 10 months later that relies on couplings, coarse graining, and control of geodesics through planarity and increment-stationary last-passage percolation. Joint work with Marton Balazs and Ofer Busani (Bristol).

January 30, 2020, Scott Smith (UW Madison)

Quasi-linear parabolic equations with singular forcing

The classical solution theory for stochastic ODE's is centered around Ito's stochastic integral. By intertwining ideas from analysis and probability, this approach extends to many PDE's, a canonical example being multiplicative stochastic heat equations driven by space-time white noise. In both the ODE and PDE settings, the solution theory is beyond the scope of classical deterministic theory because of the ambiguity in multiplying a function with a white noise. The theory of rough paths and regularity structures provides a more quantitative understanding of this difficulty, leading to a more refined solution theory which efficiently divides the analytic and probabilistic aspects of the problem, and remarkably, even has an algebraic component.

In this talk, we will discuss a new application of these ideas to stochastic heat equations where the strength of the diffusion is not constant but random, as it depends locally on the solution. These are known as quasi-linear equations. Our main result yields the deterministic side of a solution theory for these PDE's, modulo a suitable renormalization. Along the way, we identify a formally infinite series expansion of the solution which guides our analysis, reveals a nice algebraic structure, and encodes the counter-terms in the PDE. This is joint work with Felix Otto, Jonas Sauer, and Hendrik Weber.

February 6, 2020, Cheuk-Yin Lee (Michigan State)

Sample path properties of stochastic partial differential equations: modulus of continuity and multiple points

In this talk, we will discuss sample path properties of stochastic partial differential equations (SPDEs). We will present a sharp regularity result for the stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. We prove the exact modulus of continuity via the property of local nondeterminism. We will also discuss the existence problem for multiple points (or self-intersections) of the sample paths of SPDEs. Our result shows that multiple points do not exist in the critical dimension for a large class of Gaussian random fields including the solution of a linear system of stochastic heat or wave equations.

February 13, 2020, Jelena Diakonikolas (UW Madison)

Langevin Monte Carlo Without Smoothness

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is understood mainly in the setting of smooth (gradient-Lipschitz) log-densities, a serious limitation for applications in machine learning. We remove this limitation by providing polynomial-time convergence guarantees for a variant of LMC in the setting of non-smooth log-concave distributions. At a high level, our results follow by leveraging the implicit smoothing of the log-density that comes from a small Gaussian perturbation that we add to the iterates of the algorithm and while controlling the bias and variance that are induced by this perturbation. Based on joint work with Niladri Chatterji, Michael I. Jordan, and Peter L. Bartlett.

February 20, 2020, Philip Matchett Wood (UC Berkeley)

A replacement principle for perturbations of non-normal matrices

There are certain non-normal matrices whose eigenvalues can change dramatically when a small perturbation is added. However, when that perturbation is an iid random matrix, it appears that the eigenvalues become stable after perturbation and only change slightly when further small perturbations are added. Much of the work is this situation has focused on iid random gaussian perturbations. In this talk, we will discuss work on a universality result that allows for consideration of non-gaussian perturbations, and that shows that all perturbations satisfying certain conditions will produce the same limiting eigenvalue measure. Interestingly, this even allows for deterministic perturbations to be considered. Joint work with Sean O'Rourke.

February 27, 2020, No seminar

March 5, 2020, Jiaoyang Huang (IAS)

Large Deviation Principles via Spherical Integrals

In this talk, I'll explain a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the asymptotics of spherical integrals obtained by Guionnet and Zeitouni. As examples, we obtain

1) the large deviation principle for the empirical distribution of the diagonal entries of $UB_NU^*$, for a sequence of $N\times N$ diagonal matrices $B_N$ and unitary/orthogonal Haar distributed matrices $U$;

2) the large deviation upper bound for the empirical eigenvalue distribution of $A_N+UB_NU^*$, for two sequences of $N\times N$ diagonal matrices $A_N, B_N$, and their complementary lower bounds at "good" probability distributions;

3) the large deviation principle for the Kostka number $K_{\lambda_N \eta_N}$, for two sequences of partitions $\lambda_N, \eta_N$ with at most $N$ rows;

4) the large deviation upper bound for the Littlewood-Richardson coefficients $c_{\lambda_N \eta_N}^{\kappa_N}$, for three sequences of partitions $\lambda_N, \eta_N, \kappa_N$ with at most $N$ rows, and their complementary lower bounds at "good" probability distributions.

This is a joint work with Belinschi and Guionnet.

March 12, 2020, No seminar

March 19, 2020, Spring break

March 26, 2020, CANCELLED, Philippe Sosoe (Cornell)

April 2, 2020, CANCELLED, Tianyu Liu (UW Madison)

April 9, 2020, CANCELLED, Alexander Dunlap (Stanford)

April 16, 2020, CANCELLED, Jian Ding (University of Pennsylvania)

April 22-24, 2020, CANCELLED, FRG Integrable Probability meeting

3-day event in Van Vleck 911

April 23, 2020, CANCELLED, Martin Hairer (Imperial College)

Wolfgang Wasow Lecture at 4pm in Van Vleck 911

April 30, 2020, CANCELLED, Will Perkins (University of Illinois at Chicago)





Past Seminars