Counting incompressible surfaces and the 3D-index
- Series
- Geometry Topology Seminar
- Time
- Friday, November 16, 2018 - 14:00 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Stavros Garoufalidis – Georgia Tech and MPI
Please Note: please note special time!
The following is a well-known and difficult problem in rare event simulation: given a set and a Gaussian distribution, estimate the probability that a sample from the Gaussian distribution falls outside the set. Previous approaches to this question are generally inefficient in high dimensions. One key challenge with this problem is that the probability of interest is normally extremely small. I'll discuss a new, provably efficient method to solve this problem for a general polytope and general Gaussian distribution. Moreover, in practice, the algorithm seems to substantially outperform our theoretical guarantees and we conjecture that our analysis is not tight. Proving the desired efficiency relies on a careful analysis of (highly) correlated functions of a Gaussian random vector.Joint work with Ton Dieker.