Seminars and Colloquia by Series

Geodesics and approximate geodesics in critical 2D first-passage percolation

Series
Stochastics Seminar
Time
Thursday, November 6, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Erik BatesNorth Carolina State University

First-passage percolation on the square lattice is a random growth model in which each edge of Z^2 is assigned an i.i.d. nonnegative weight.  The passage time between two points is the smallest total weight of a nearest-neighbor path connecting them, and a path achieving this minimum is called a geodesic.  Typically, the number of edges in a geodesic is comparable to the Euclidean distance between its endpoints.  However, when the edge-weights take the value 0 with probability exactly 1/2, a strikingly different behavior occurs: geodesics travel primarily on critical clusters of zero-weight edges, whose internal graph distance scales superlinearly with Euclidean distance.  Determining the precise degree of this superlinear scaling is a challenging and ongoing endeavor.  I will discuss recent progress on this front (joint with David Harper, Xiao Shen, and Evan Sorensen), along with complementary results on a dual problem, where we restrict path lengths and analyze passage times (joint with Jack Hanson and Daniel Slonim).

New perspectives on learning networks from dynamics

Series
Stochastics Seminar
Time
Tuesday, November 4, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ani SridharNew Jersey Institute of Technology

Suppose that a continuous-time, stochastic diffusion (i.e., the Susceptible-Infected process) spreads on an unknown graph. We only observe the time at which the diffusion reaches each vertex, i.e., the set of infection times. What can be learned about the unknown graph from the infection times? While there is far too little information to learn individual edges in the graph, we show that certain high-level properties -- such as the number of vertices of sufficiently high degree, or super-spreaders -- can surprisingly be determined with certainty. To achieve this goal, we develop a suite of algorithms that can efficiently detect vertices of degree asymptotically greater than sqrt(n) from infection times, for a natural and general class of graphs with n vertices. To complement these results, we show that our algorithms are information-theoretically optimal: there exist graphs for which it is impossible to tell whether vertices of degree larger than n^{1/2 - \epsilon} exist from vertices' infection times, for any \epsilon > 0. Finally, we discuss the broader implications of our ideas for change-point detection in non-stationary point processes. This talk is based on joint work with Anna Brandenberger (MIT) and Elchanan Mossel (MIT).

The Brownian and Poisson transport maps

Series
Stochastics Seminar
Time
Friday, October 31, 2025 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yair ShenfeldBrown University

Please Note: Please note the nonstandard date (Friday) and time (1pm).

Transport maps serve as a powerful tool to transfer information from source to target measures. However, this transfer of information is possible only if the transport map is sufficiently regular, which is often difficult to show. I will explain how taking the source measure to be an infinite-dimensional measure, and building transport maps based on stochastic processes, solves some of these challenges both in the continuous and discrete settings. 

Power law covariance and a solvable model of the Kaplan scaling laws

Series
Stochastics Seminar
Time
Thursday, October 23, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Speaker
Elliot PaquetteMcGill University

One of the foundational ideas in modern machine learning is the scaling hypothesis: that machine learning models will improve in a predictable manner, with each doubling of resources leading to a commensurate improvement in abilities.  These were formalized for large language models in the Kaplan et al. scaling laws.

This is an almost entirely empirically observed law, which motivates the development probabilistic models that can explain these laws and to ultimately inform how to answer fundamental questions, such as: what can improve these laws? Or what causes them to break?

In this talk I’ll focus on a simple random matrix model of these scaling laws, the power law random features model, which motivates new iteration of stochastic algorithms which have the potential to change these scaling laws.  This random matrix model is not fully solved, and there are many open questions, both in pure probability and machine learning that rise in this study.

The reasonable effectiveness of continuous time branching processes in understanding evolving network models

Series
Stochastics Seminar
Time
Thursday, October 9, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Shankar BhamidiUniversity of North Carolina at Chapel Hill

A wide array of network growth models have been proposed across various domains as test beds to understand questions such as the effect of network change point (when a shock to the network changes the probabilistic rules of its evolution) or the role of attributes in driving the emergence of network structure and subsequent centrality measures in real world systems. 

The goal of this talk will be to describe three specific settings where continuous time branching processes give mathematical insight into asymptotic properties of such models. In the first setting, a natural network change point model can be directly embedded into continuous time thus leading to an understanding of long range dependence of the initial network system on subsequent properties imply the difficulty in understanding and estimating network change point. In the second application, we will describe a notion of resolvability where convergence of a simple macroscopic functional in a model of networks with vertex attributes, coupled with stochastic approximation techniques implies local weak convergence of a standard model of nodal attribute driven network evolution to a limit infinite random structure driven by a multitype continuous time branching process. In the second setting, continuous time branching processes only emerge in the limit. In the final setting we will describe network evolution models with delay where once again such processes arise only in the limit. 

Convergence Rates of Mean-Field Fluctuations in the 2D Viscous Vortex and Coulomb Models

Series
Stochastics Seminar
Time
Thursday, October 2, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Paul NikolaevUniversity of Padova/Columbia University

Please Note: This is a joint Stochastics-PDE seminar.

We investigate how fluctuations behave in large systems of interacting particles when the interaction is given by the Biot–Savart kernel, a key model from fluid dynamics. Our main result provides the first quantitative convergence rates for these fluctuations, and remarkably, the rates are optimal. The key idea is to compare the generators of the particle system and of the limiting fluctuation process in an infinite-dimensional setting. This comparison allows us to derive a sharp error bound for the fluctuations. Beyond the Biot–Savart case, the method is versatile and can also be applied to other singular interactions, such as the repulsive Coulomb kernel.

A New Universality Class for the Formation of Giant Components

Series
Stochastics Seminar
Time
Thursday, September 25, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Souvik DharaGeorgia Tech

The emergence of large connected structures in networks has been a central topic in random graph theory since its inception, forming a foundation for understanding fundamental processes such as the spread of influence or epidemics, and the robustness of networked systems. The field witnessed significant growth from the early 2000s, fueled by a surge in experimental work from statistical physics that introduced fascinating concepts such as universality. Broadly speaking, universality suggests that the formation of a giant component in random graphs often depends primarily on macroscopic statistical properties like the degree distribution. In the theoretical literature, two universality classes have emerged, both closely related to Aldous’ seminal work on critical random graphs and the theory of multiplicative coalescents. In this talk, I will present a third universality class that emerges in the setting of percolation on random graphs with infinite-variance degree distributions. The new universality class exhibits fundamentally different behavior compared to multiplicative coalescents and reveals surprising phenomena concerning the width of the critical window—phenomena that were unforeseen in the substantial physics literature on this topic. Based on joint work with Shankar Bhamidi and Remco van der Hofstad.

Computationally efficient reductions between some statistical models

Series
Stochastics Seminar
Time
Thursday, September 11, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Mengqi LouGeorgia Institute of Technology

Average-case reductions establish rigorous connections between different statistical models, allowing us to show that if one problem is computationally hard, then another must be as well. Reductions from the planted clique problem have revealed statistical-to-computational gaps in many statistical problems with combinatorial structure. However, several important models remain beyond the reach of existing reduction techniques—for example, no reduction-based hardness results are currently known for sparse phase retrieval.

In this talk, we introduce a computationally efficient procedure that approximately transforms a single observation from certain source models with continuous-valued sample and parameter spaces into a single observation from a broad class of target models. I will present several such reductions and highlight their applications in computational lower bounds, including universality results and hardness in sparse generalized linear models. I will also discuss a potential application in transforming one differentially private mechanism into another.

This is joint work with Guy Bresler and Ashwin Pananjady. Part of the talk is based on the paper: https://arxiv.org/abs/2402.07717.

Explaining order in non-equilibrium steady states

Series
Stochastics Seminar
Time
Thursday, August 28, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jacob CalvertGeorgia Tech

Statistical mechanics explains that systems in thermal equilibrium spend a greater fraction of their time in states with apparent order because these states have lower energy. This explanation is remarkable, and powerful, because energy is a "local" property of states. While non-equilibrium steady states can similarly exhibit order, there can be no local property analogous to energy that explains why, as Landauer argued 50 years ago. However, recent experiments suggest that a local property called “rattling” predicts which states are favored, at least for a broad class of non-equilibrium systems.

 

I will present a Markov chain theory that explains when and why rattling predicts non-equilibrium order. In brief, it "works" when the correlation between a Markov chain's effective potential and the logarithm of its exit rates is high. It is therefore important to estimate this correlation in different classes of Markov chains. As an example, I will discuss estimates of the correlation exhibited by reaction kinetics on disordered energy landscapes, including dynamics of the random energy model and the Sherrington–Kirkpatrick spin glass. (Joint work with Dana Randall.)

Robust construction of the incipient infinite cluster in high-dimensional percolation

Series
Stochastics Seminar
Time
Thursday, April 24, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Pranav ChinmayCUNY graduate center

The incipient infinite cluster was first proposed by physicists in the 1970s as a canonical example of a two-dimensional medium on which random walk is subdiffusive. It is the measure obtained in critical percolation by conditioning on the existence of an infinite cluster, which is a probability zero event. Kesten presented the first rigorous two-dimensional construction of this object as a weak limit of the one-arm event. In high dimensions, van der Hofstad and Jarai constructed the IIC as a weak limit of the two-point connection using the lace expansion. Our work presents a new high-dimensional construction which is "robust", establishing that the weak limit is independent of the choice of conditioning. The main tools used are Kesten's original two-dimensional construction combined with Kozma and Nachmias' regularity method. Our robustness allows for several applications, such as the explicit computation of the limiting distribution of the chemical distance, which forms the content of our upcoming project. This is joint work with Shirshendu Chatterjee, Jack Hanson, and Philippe Sosoe. The preprint can be found at https://arxiv.org/abs/2502.10882.

Pages