Georgia Institute of Technology College of Sciences

There is a long history on the study of zeros of random polynomials whose coefficients are independent, identically distributed, non-degenerate random variables. We will first provide an overview on zeros of random functions and then show exact and/or asymptotic bounds on probabilities that all zeros of a random polynomial are real under various distributions. The talk is accessible to undergraduate and graduate students in any areas of mathematics.

This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and develop an iterative algorithm to solve the convex minimization problem. The iterative algorithm alternates between imputing the missing entries in the incomplete matrix by the current guess and estimating the matrix by a scaled soft-thresholding singular value decomposition of the imputed matrix until the resulting matrix converges. A calibration step follows to correct the bias caused by the Frobenius penalty. Under proper coherence conditions and for suitable penalties levels, we prove that the proposed estimator achieves an error bound of nearly optimal order and in proportion to the noise level. This provides a unified analysis of the noisy and noiseless matrix completion problems. Tingni Sun and Cun-Hui Zhang, Rutgers University

Burgers turbulence is the study of Burgers equation with random initial data or forcing. While having its origins in hydrodynamics, this model has remarkable connections to a variety of seemingly unrelated problems in statistics, kinetic theory, random matrices, and integrable systems. In this talk I will survey these connections and discuss the crucial role that exact solutions have played in the development of the theory.

Rank reduction as an effective technique for dimension reduction is widely used in statistical modeling and machine learning. Modern statistical applications entail high dimensional data analysis where there may exist a large number of nuisance variables. But the plain rank reduction cannot discern relevant or important variables. The talk discusses joint variable and rank selection for predictive learning. We propose to apply sparsity and reduced rank techniques to attain simultaneous feature selection and feature extraction in a vector regression setup. A class of estimators is introduced based on novel penalties that impose both row and rank restrictions on the coefficient matrix. Selectable principle component analysis is proposed and studied from a self-regression standpoint which gives an extension to the sparse principle component analysis. We show that these estimators adapt to the unknown matrix sparsity and have fast rates of convergence in comparison with LASSO and reduced rank regression. Efficient computational algorithms are developed and applied to real world applications.