Georgia Institute of Technology College of Sciences

Wiener-Hopf factorization (WHf) encompasses several important results in probability and stochastic processes, as well as in operator theory. The importance of the WHf stems not only from its theoretical appeal, manifested, in part, through probabilistic interpretation of analytical results, but also from its practical applications in a wide range of fields, such as fluctuation theory, insurance and finance. The various existing forms of the WHf for Markov chains, strong Markov processes, Levy processes, and Markov additive process, have been obtained only in the time-homogeneous case. However, there are abundant real life dynamical systems that are modeled in terms of time-inhomogenous processes, and yet the corresponding Wiener-Hopf factorization theory is not available for this important class of models. In this talk, I will first provide a survey on the development of Wiener-Hopf factorization for time-homogeneous Markov chains, Levy processes, and Markov additive processes. Then, I will discuss our recent work on WHf for time-inhomogensous Markov chains. To the best of our knowledge, this study is the first attempt to investigate the WHf for time-inhomogeneous Markov processes.

Inference of evolutionary dynamics of heterogeneous cancer and viral populations Abstract: Genetic diversity of cancer cell populations and intra-host viral populations is one of the major factors influencing disease progression and treatment outcome. However, evolutionary dynamics of such populations remain poorly understood. Quantification of selection is a key step to understanding evolutionary mechanisms driving cancer and viral diseases. We will introduce a mathematical model and an algorithmic framework for inference of fitness landscapes of heterogeneous populations from genomic data. It is based on a maximal likelihood approach, whose objective is to estimate a vector of clone/strain fitnesses which better fits the observed tumor phylogeny, observed population structure and the dynamical system describing evolution of the population as a branching process. We will discuss our approach to solve the problem by transforming the original continuous maximum likelihood problem into a discrete optimization problem, which could be considered as a variant of scheduling problem with precedent constraints and with non-linear cumulative cost function.

Linear Schur multipliers, which act on matrices by entrywisemultiplications, as well as their generalizations have been studiedfor over a century and successfully applied in perturbation theory (asdemonstrated in the previous talk). In this talk, we will discussestimates for finite dimensional multilinear Schur multipliersunderlying these applications.

Correlation Clustering is an elegant model that captures fundamental graph cut problems such as Minimum s-t Cut, Multiway Cut, and Multicut, extensively studied in combinatorial optimization.

Here, we are given a graph with edges labeled + or - and the goal is to produce a clustering that agrees with the labels as much as possible: + edges within clusters and - edges across clusters.

The classical approach towards Correlation Clustering (and other graph cut problems) is to optimize a global objective, e.g., minimizing the total number of disagreements or maximizing the total number of agreements.

We depart from this and study local objectives: minimizing the maximum number of disagreements for edges incident on a single node, and the analogous max min agreements objective.

This naturally gives rise to a family of basic min-max graph cut problems.

A prototypical representative is Min-Max s-t Cut: find an s-t cut minimizing the largest number of cut edges incident on any node.

In this talk we will give a short introduction of Correlation Clustering and discuss the following results:

1. an O(\sqrt{n})-approximation for the problem of minimizing the maximum total weight of disagreement edges incident on any node (thus providing the first known approximation for the above family of min-max graph cut problems)
2. a remarkably simple 7-approximation for minimizing local disagreements in complete graphs (improving upon the previous best known approximation of 48)
3. a (1/(2+epsilon))-approximation for maximizing the minimum total weight of agreement edges incident on any node, hence improving upon the (1/(4+epsilon))-approximation that follows from the study of approximate pure Nash equilibria in cut and party affiliation games.

Joint work with Moses Charikar and Neha Gupta.