Seminars and Colloquia by Series

Estimation and Inference in Tensor Mixed-Membership Blockmodels

Series
Stochastics Seminar
Time
Thursday, November 2, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Joshua AgterbergUniversity of Pennsylvania

Higher-order multiway data is ubiquitous in machine learning and statistics and often exhibits community-like structures, where each component (node) along each different mode has a community membership associated with it. In this talk we propose the tensor mixed-membership blockmodel, a generalization of the tensor blockmodel positing that memberships need not be discrete, but instead are convex combinations of latent communities. We first study the problem of estimating community memberships, and we show that a tensor generalization of a matrix algorithm can consistently estimate communities at a rate that improves relative to the matrix setting, provided one takes the tensor structure into account. Next, we study the problem of testing whether two nodes have the same community memberships, and we show that a tensor analogue of a matrix test statistic can yield consistent testing with a tighter local power guarantee relative to the matrix setting. If time permits we will also examine the performance of our estimation procedure on flight data. This talk is based on two recent works with Anru Zhang.

The clique chromatic number of sparse random graphs

Series
Stochastics Seminar
Time
Thursday, October 26, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Manuel FernandezGeorgia Tech

The clique chromatic number of a graph is the smallest number of colors in a vertex coloring so that no inclusion-maximal clique is monochromatic (ignoring isolated vertices). For the binomial random graph G_{n,p} the clique chromatic number has been studied in a number of works since 2016, but for sparse edge-probabilities in the range n^{-2/5} \ll p \ll 1 even the order of magnitude remained a technical challenge.

Resolving open problems of Alon and Krivelevich as well as Lichev, Mitsche and Warnke, we determine the clique chromatic number of the binomial random graph G_{n,p} in most of the missing regime: we show that it is of order (\log n)/p for edge-probabilities n^{-2/5+\eps} \ll p \ll n^{-1/3} and n^{-1/3+\eps} \ll p \ll 1, for any constant \eps > 0. Perhaps surprisingly for a result about random graphs, a key ingredient in the proof is an application of the probabilistic method (that hinges on careful counting and density arguments).

This talk is based on joint work with Lutz Warnke.

Finite-time Convergence Guarantees of Contractive Stochastic Approximation: Mean-Square and Tail Bounds

Series
Stochastics Seminar
Time
Thursday, October 5, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skile 006
Speaker
Siva Theja MaguluriGeorgia Tech

Abstract: Motivated by applications in Reinforcement Learning (RL), this talk focuses on the Stochastic Appproximation (SA) method to find fixed points of a contractive operator. First proposed by Robins and Monro, SA is a popular approach for solving fixed point equations when the information is corrupted by noise. We consider the SA algorithm for operators that are contractive under arbitrary norms (especially the l-infinity norm). We present finite sample bounds on the mean square error, which are established using a Lyapunov framework based on infimal convolution and generalized Moreau envelope. We then present our more recent result on concentration of the tail error, even when the iterates are not bounded by a constant. These tail bounds are obtained using exponential supermartingales in conjunction with the Moreau envelop and a novel bootstrapping approach. Our results immediately imply the state-of-the-art sample complexity results for a large class of RL algorithms.

Bio: Siva Theja Maguluri is Fouts Family Early Career Professor and Associate Professor in the H. Milton Stewart School of Industrial and Systems Engineering at Georgia Tech. He obtained his Ph.D. and MS in ECE as well as MS in Applied Math from UIUC, and B.Tech in Electrical Engineering from IIT Madras. His research interests span the areas of Control, Optimization, Algorithms and Applied Probability and include Reinforcement Learning theory and Stochastic Networks. His research and teaching are recognized through several awards including the  Best Publication in Applied Probability award, NSF CAREER award, second place award at INFORMS JFIG best paper competition, Student best paper award at IFIP Performance, CTL/BP Junior Faculty Teaching Excellence Award, and Student Recognition of Excellence in Teaching: Class of 1934 CIOS Award.

Limit results for distributed estimation of invariant subspaces in multiple networks inference and PCA

Series
Stochastics Seminar
Time
Thursday, September 28, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Minh TangNC State

We study the problem of estimating the left and right singular subspaces for a collection of heterogeneous random graphs with a shared common structure. We analyze an algorithm that first estimates the orthogonal projection matrices corresponding to these subspaces for each individual graph, then computes the average of the projection matrices, and finally finds the matrices whose columns are the eigenvectors corresponding to the d largest eigenvalues of the sample averages. We show that the algorithm yields an estimate of the left and right singular vectors whose row-wise fluctuations are normally distributed around the rows of the true singular vectors. We then consider a two-sample hypothesis test for the null hypothesis that two graphs have the same edge probabilities matrices against the alternative hypothesis that their edge probabilities matrices are different. Using the limiting distributions for the singular subspaces, we present a test statistic whose limiting distribution converges to a central chi-square (resp. non-central chi-square) under the null (resp. alternative) hypothesis. Finally, we adapt the theoretical analysis for multiple networks to the setting of distributed PCA; in particular, we derive normal approximations for the rows of the estimated eigenvectors using distributed PCA when the data exhibit a spiked covariance matrix structure.

Eigenvalues of fractional Brownian matrix process

Series
Stochastics Seminar
Time
Tuesday, September 26, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Victor Pérez-AbreuCIMAT

This talk will present an overview of the behavior of the eigenvalues of the fractional Brownian matrix motion and other related matrix processes. We will do so by emphasizing the dynamics of the eigenvalues processes, the non-colliding property, the limit of the associated empirical process, as well as the free Brownian motion and the non commutative fractional Brownian motion.

Curie-Weiss Model under $\ell^{p}$ constraint

Series
Stochastics Seminar
Time
Thursday, September 21, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Daesung KimGeorgia Tech

We consider the Ising Curie-Weiss model on the complete graph constrained under a given $\ell_{p}$ norm. For $p=\infty$, it reduces to the classical Ising Curie-Weiss model. We prove that for all $p\ge 2$, there exists a critical inverse temperature $\beta_{c}(p)$ such that for $\beta<\beta_{c}(p)$, the magnetization is concentrated at zero and satisfies an appropriate Gaussian CLT. On the other hand, for $\beta>\beta_{c}(p)$, the magnetization is not concentrated at zero similar to the classical case. We further generalize the model for general symmetric spin distributions and prove similar phase transition. In this talk, we discuss a brief overview of classical Curie-Weiss model, a generalized Hubbard-Stratonovich transforms, and how we apply the transform to Curie-Weiss model under $\ell^p$ constraint. This is based on joint work with Partha Dey.

Spectral clustering in the geometric block model

Series
Stochastics Seminar
Time
Thursday, September 7, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Shuangping LiStanford

Gaussian mixture block models are distributions over graphs that strive to model modern networks: to generate a graph from such a model, we associate each vertex with a latent feature vector sampled from a mixture of Gaussians, and we add edge if and only if the feature vectors are sufficiently similar. The different components of the Gaussian mixture represent the fact that there may be different types of nodes with different distributions over features---for example, in a social network each component represents the different attributes of a distinct community. Natural algorithmic tasks associated with these networks are embedding (recovering the latent feature vectors) and clustering (grouping nodes by their mixture component).

In this talk, we focus on clustering and embedding graphs sampled from high-dimensional Gaussian mixture block models, where the dimension of the latent feature vectors goes to infinity as the size of the network goes to infinity. This high-dimensional setting is most appropriate in the context of modern networks, in which we think of the latent feature space as being high-dimensional. We analyze the performance of canonical spectral clustering and embedding algorithms for such graphs in the case of 2-component spherical Gaussian mixtures and begin to sketch out the information-computation landscape for clustering and embedding in these models.

This is based on joint work with Tselil Schramm.

On the geometry of polytopes generated by heavy-tailed random vectors

Series
Stochastics Seminar
Time
Friday, September 1, 2023 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Felix KrahmerTechnical University of Munich

In this talk, we present recent results on the geometry of centrally-symmetric random polytopes generated by N independent copies of a random vector X. We show that under minimal assumptions on X, for N>Cn, and with high probability, the polytope contains a deterministic set that is naturally associated with the random vector - namely, the polar of a certain floating body. This solves the long-standing question on whether such a random polytope contains a canonical body. Moreover, by identifying the floating bodies associated with various random vectors we recover the estimates that have been obtained previously, and thanks to the minimal assumptions on X we derive estimates in cases that had been out of reach, involving random polytopes generated by heavy-tailed random vectors (e.g., when X is q-stable or when X has an unconditional structure). Finally, the structural results are used for the study of a fundamental question in compressive sensing - noise blind sparse recovery. This is joint work with Olivier Guédon (University of Paris-Est Marne La Vallée), Christian Kümmerle (UNC Charlotte), Shahar Mendelson (Sorbonne University Paris), and Holger Rauhut (LMU Munich).

Bio: Felix Krahmer received his PhD in Mathematics in 2009 from New York University under the supervision of Percy Deift and Sinan Güntürk. He was a Hausdorff postdoctoral fellow in the group of Holger Rauhut at the University of Bonn, Germany from 2009-2012. In 2012 he joined the University of Göttingen as an assistant professor for mathematical data analysis, where he has been awarded an Emmy Noether Junior Research Group. From 2015-2021 he was assistant professor for optimization and data analysis in the department of mathematics at the Technical University of Munich, before he was tenured and promoted to associate professor in 2021. His research interests span various areas at the interface of probability, analysis, machine learning, and signal processing including randomized sensing and reconstruction, fast random embeddings, quantization, and the computational sensing paradigm.

(Skew) Gaussian surrogates for high-dimensional posteriors: tighter bounds and tighter approximations

Series
Stochastics Seminar
Time
Thursday, August 31, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Anya KatsevichMIT

Computing integrals against a high-dimensional posterior is the major computational bottleneck in Bayesian inference. A popular technique to reduce this computational burden is to use the Laplace approximation, a Gaussian distribution, in place of the true posterior. Despite its widespread use, the Laplace approximation's accuracy in high dimensions is not well understood.  The body of existing results does not form a cohesive theory, leaving open important questions e.g. on the dimension dependence of the approximation rate. We address many of these questions through the unified framework of a new, leading order asymptotic decomposition of high-dimensional Laplace integrals. In particular, we (1) determine the tight dimension dependence of the approximation error, leading to the tightest known Bernstein von Mises result on the asymptotic normality of the posterior, and (2) derive a simple correction to this Gaussian distribution to obtain a higher-order accurate approximation to the posterior.

Quantitative Generalized CLT with Self-Decomposable Limiting Laws by Spectral Methods

Series
Stochastics Seminar
Time
Thursday, May 18, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Benjamin ArrasUniversité de Lille

In this talk, I will present new stability results for non-degenerate centered self-decomposable laws with finite second moment and for non-degenerate symmetric alpha-stable laws with alpha in (1,2). These stability results are based on Stein's method and closed forms techniques. As an application, explicit rates of convergence are obtained for several instances of the generalized CLTs. Finally, I will discuss the standard Cauchy case.

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