Seminars and Colloquia by Series

Friday, April 14, 2017 - 16:00 , Location: Skiles 006 , Alexander H. Chang , GT ECE , Organizer: Sung Ha Kang
Robotic snakes have the potential to navigate areas or environments that would be more challenging for traditionally engineered robots. To realize their potential requires deriving feedback control and path planning algorithms applicable to the diverse gait modalities possible. In turn, this requires equations of motion for snake movement that generalize across the gait types and their interaction dynamics. This talk will discuss efforts towards both obtaining general control equations for snake robots, and controlling them along planned trajectories. We model three-dimensional time- and spatially-varying locomotion gaits, utilized by snake-like robots, as planar continuous body curves. In so doing, quantities relevant to computing system dynamics are expressed conveniently and geometrically with respect to the planar body, thereby facilitating derivation of governing equations of motion. Simulations using the derived dynamics characterize the averaged, steady-behavior as a function of the gait parameters. These then inform an optimal trajectory planner tasked to generate viable paths through obstacle-strewn terrain. Discrete-time feedback control successfully guides the snake-like robot along the planned paths.
Friday, April 14, 2017 - 15:05 , Location: Skiles 005 , Glenn Hurlbert , Virginia Commonwealth University , ghurlbert@vcu.edu , Organizer: Heather Smith
The fundamental EKR theorem states that, when n≥2r, no pairwise intersecting family of r-subsets of {1,2,...,n} is larger than the family of all r-subsets that each contain some fixed x (star at x), and that a star is strictly largest when n>2r. We will discuss conjectures and theorems relating to a generalization to graphs, in which only independent sets of a graph are allowed. In joint work with Kamat, we give a new proof of EKR that is injective, and also provide results on a special class of trees called spiders.
Friday, April 14, 2017 - 15:00 , Location: Skiles 006 , Patricio A. Vela , GT ECE , Organizer: Sung Ha Kang
Robotic locomotive mechanisms designed to mimic those of their biological counterparts differ from traditionally engineered systems. Though both require overcoming non-holonomic properties of the interaction dynamics, the nature of their non-holonomy differs.  Traditionally engineered systems have more direct actuation, in the sense that control signals directly lead to generated forces or torques, as in the case of rotors, wheels, motors, jets/ducted fans, etc. In contrast, the body/environment interactions that animals exploit induce forces  or torque that may not always align with their intended direction vector.Through periodic shape change animals are able to effect an overall force or torque in the desired direction. Deriving control equations for this class of robotic systems requires modelling the periodic interaction forces, then  applying averaging theory to arrive at autonomous nonlinear control models whose form and structure resembles that of traditionally engineered systems. Once obtained, classical nonlinear control methods may be applied, though some  attention is required since the control can no longer apply at arbitrary  time scales.The talk will cover the fundamentals of averaging theory and efforts to identify a generalized averaging strategy capable of recovering the desired control equations. Importantly, the strategy reverses the typical approach to averaged expansions, which significantly simplifies the procedure. Doing so  provides insights into feedback control strategies available for systems controlled through time-periodic signals.
Friday, April 14, 2017 - 14:00 , Location: Skiles 006 , Henry Segerman , Oklahoma State University , Organizer: John Etnyre
This is joint work with Hyam Rubinstein. Matveev and Piergallini independently show that the set of triangulations of a three-manifold is connected under 2-3 and 3-2 Pachner moves, excepting triangulations with only one tetrahedron. We give a more direct proof of their result which (in work in progress) allows us to extend the result to triangulations of four-manifolds.
Friday, April 14, 2017 - 14:00 , Location: Skiles 006 , None , None , Organizer: John Etnyre
Friday, April 14, 2017 - 13:05 , Location: Skiles 005 , Lutz Warnke , Georgia Institute of Technology , Organizer: Marcel Celaya
The concentration of measure phenomenon is of great importance in probabilistic combinatorics and theoretical computer science. For example, in the theory of random graphs, we are often interested in showing that certain random variables are concentrated around their expected values. In this talk we consider a variation of this theme, where we are interested in proving that certain random variables remain concentrated around their expected trajectories as an underlying random process (or random algorithm) evolves. In particular, we shall give a gentle introduction to the differential equation method popularized by Wormald, which allows for proving such dynamic concentration results. This method systematically relates the evolution of a given random process with an associated system of differential equations, and the basic idea is that the solution of the differential equations can be used to approximate the dynamics of the random process. If time permits, we shall also sketch a new simple proof of Wormalds method.
Friday, April 14, 2017 - 11:00 , Location: Skiles 006 , Diego Cifuentes , MIT , Organizer: Greg Blekherman
We introduce a novel representation of structured polynomial ideals, which we refer to as chordal networks. The sparsity structure of a polynomial system is often described by a graph that captures the interactions among the variables. Chordal networks provide a computationally convenient decomposition of a polynomial ideal into simpler (triangular) polynomial sets, while preserving its underlying graphical structure. We show that many interesting families of polynomial ideals admit compact chordal network representations (of size linear in the number of variables), even though the number of components could be exponentially large. Chordal networks can be computed for arbitrary polynomial systems, and they can be effectively used to obtain several properties of the variety, such as its dimension, cardinality, equidimensional components, and radical ideal membership. We apply our methods to examples from algebraic statistics and vector addition systems; for these instances, algorithms based on chordal networks outperform existing techniques by orders of magnitude.
Thursday, April 13, 2017 - 16:00 , Location: Skiles 114 , Amanda Streib , IDA/CCS , Organizer: Christine Heitsch
A conversation with Amanda Streib, a 2012 GT ACO PhD, who is now working at the Institute for Defense Analyses - Center for Computing Sciences (IDA/CCS) and who was previously a National Research Council (NRC) postdoc at the Applied and Computational Mathematics Division of the National Institute of Standards and Technology (NIST).
Thursday, April 13, 2017 - 15:05 , Location: Skiles 006 , Christian Houdré , School of Mathematics, Georgia Institute of Technology , Organizer: Christian Houdre
I will revisit the classical Stein's method, for normal random variables, as well as its version for Poisson random variables and show how both (as well as many other examples) can be incorporated in a single framework. 
Wednesday, April 12, 2017 - 14:30 , Location: Skiles 114 , Yanxi Hou , Georgia Institute of Technology , yhou44@gatech.edu , Organizer: Yanxi Hou
This thesis addresses asymptotic behaviors and statistical inference methods for several newly proposed risk measures, including relative risk and conditional value-at-risk. These risk metrics are intended to measure the tail risks and/or systemic risk in financial markets. We consider conditional Value-at-Risk based on a linear regression model. We extend the assumptions on predictors and errors of the model, which make the model more flexible for the financial data. We then consider a relative risk measure based on a benchmark variable. The relative risk measure is proposed as a monitoring index for systemic risk of financial system. We also propose a new tail dependence measure based on the limit of conditional Kendall’s tau. The new tail dependence can be used to distinguish between the asymptotic independence and dependence in extreme value theory. For asymptotic results of these measures, we derive both normal and Chi-squared approximations. These approximations are a basis for inference methods. For normal approximation, the asymptotic variances are too complicated to estimate due to the complex forms of risk measures. Quantifying uncertainty is a practical and important issue in risk management. We propose several empirical likelihood methods to construct interval estimation based on Chi-squared approximation.

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