Sparse bounds for discrete spherical maximal functions
- Series
- Analysis Seminar
- Time
- Wednesday, February 6, 2019 - 13:55 for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Dario Alberto Mena – University of Costa Rica
In the design of complex engineering systems like aircraft/rotorcraft/spacecraft, computer experiments offer a cheaper alternative to physical experiments due to high-fidelity(HF) models. However, such models are still not cheap enough for application to Global Optimization(GO) and Uncertainty Quantification(UQ) to find the best possible design alternative. In such cases, surrogate models of HF models become necessary. The construction of surrogate models requires an offline database of the system response generated by running the expensive model several times. In general, the training sample size and distribution for a given problem is unknown apriori and can be over/under predicted, which leads to wastage of resources and poor decision-making. An adaptive model building approach eliminates this problem by sequentially sampling points based on information gained in the previous step. However, an approach that works for highly non-stationary response is still lacking in the literature. Here, we use Gaussian Process(GP) models as surrogate model. We employ a novel process-convolution approach to generate parameterized non-stationary.
GPs that offer control on the process smoothness. We show that our approach outperforms existing methods, particularly for responses that have localized non-smoothness. This leads to better performance in terms of GO, UQ and mean-squared-prediction-errors for a given budget of HF function calls.
In the design of complex engineering systems like aircraft/rotorcraft/spacecraft, computer experiments offer a cheaper alternative to physical experiments due to high-fidelity(HF) models. However, such models are still not cheap enough for application to Global Optimization(GO) and Uncertainty Quantification(UQ) to find the best possible design alternative. In such cases, surrogate models of HF models become necessary. The construction of surrogate models requires an offline database of the system response generated by running the expensive model several times. In general, the training sample size and distribution for a given problem is unknown apriori and can be over/under predicted, which leads to wastage of resources and poor decision-making. An adaptive model building approach eliminates this problem by sequentially sampling points based on information gained in the previous step. However, an approach that works for highly non-stationary response is still lacking in the literature. Here, we use Gaussian Process(GP) models as surrogate model. We employ a novel process-convolution approach to generate parameterized non-stationary
GPs that offer control on the process smoothness. We show that our approach outperforms existing methods, particularly for responses that have localized non-smoothness. This leads to better performance in terms of GO, UQ and mean-squared-prediction-errors for a given budget of HF function calls.
(The talk will be at 1-2pm, then it follows by a discussion session from 2 pm to 2:45 pm.)
Powerful AI systems, which are driven by machine learning, are increasingly controlling various aspects of modern society: from social interactions (e.g., Facebook, Twitter, Google, YouTube), economics (e.g., Uber, Airbnb, Banking), learning (e.g., Wikipedia, MOOCs), governance (Judgements, Policing, Voting), to autonomous vehicles and weapons. These systems have a tremendous potential to change our lives for the better, but, via the ability to mimic and nudge human behavior, they also have the potential to be discriminatory, reinforce societal prejudices, and polarize opinions. Moreover, recent studies have demonstrated that these systems can be quite brittle and generally lack the required robustness to be deployed in various civil/military situations. The reason being that considerations such as fairness, robustness, stability, explainability, accountability etc. have largely been an afterthought in the development of AI systems. In this talk, I will discuss the opportunities that lie ahead in a principled and thoughtful development of AI systems.
BioNisheeth Vishnoi is a Professor of Computer Science at Yale University. He received a B.Tech in Computer Science and Engineering from IIT Bombay in 1999 and a Ph.D. in Algorithms, Combinatorics and Optimization from Georgia Tech in 2004. His research spans several areas of theoretical computer science: from approximability of NP-hard problems, to combinatorial, convex and non-convex optimization, to tackling algorithmic questions involving dynamical systems, stochastic processes and polynomials. He is also broadly interested in understanding and addressing some of the key questions that arise in nature and society from the viewpoint of theoretical computer science. Here, his current focus is on natural algorithms, emergence of intelligence, and questions at the interface of AI, ethics, and society. He was the recipient of the Best Paper Award at FOCS in 2005, the IBM Research Pat Goldberg Memorial Award in 2006, the Indian National Science Academy Young Scientist Award in 2011, and the IIT Bombay Young Alumni Achievers Award in 2016.
We discuss a problem of asymptotically efficient (that is, asymptotically normal with minimax optimal limit variance) estimation of functionals of the form $\langle f(\Sigma), B\rangle$ of unknown covariance $\Sigma$ based on i.i.d.mean zero Gaussian observations $X_1,\dots, X_n\in {\mathbb R}^d$ with covariance $$\Sigma$. Under the assumptions that the dimension $d\leq n^{\alpha}$ for some $\alpha\in (0,1)$ and $f:{\mathbb R}\mapsto {\mathbb R}$ is of smoothness $s>\frac{1}{1-\alpha},$ we show how to construct an asymptotically efficient estimator of such functionals (the smoothness threshold $\frac{1}{1-\alpha}$ is known to be optimal for a simpler problem of estimation of smooth functionals of unknown mean of normal distribution).
The proof of this result relies on a variety of probabilistic and analytic tools including Gaussian concentration, bounds on the remainders of Taylor expansions of operator functions and bounds on finite differences of smooth functions along certain Markov chains in the spaces of positively semi-definite matrices.