Seminars and Colloquia by Series

Shock dynamics in particle laden flow

Series
Applied and Computational Mathematics Seminar
Time
Monday, November 23, 2015 - 14:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Li WangUCLA->SUNY Buffalo
We study the shock dynamics for a gravity-driven thin film flow with a suspension of particles down an incline, which is described by a system of conservation laws equipped with an equilibrium theory for particle settling and resuspension. Singular shock appears in the high particle concentration case that relates to the particle-rich ridge observed in the experiments. We analyze the formation of the singular shock as well as its local structure, and extend to the finite volume case, which leads to a linear relationship between the shock front with time to the one-third power. We then add the surface tension effect into the model and show how it regularizes the singular shock via numerical simulations.

Entropy power inequality for Renyi entropy

Series
Other Talks
Time
Monday, November 23, 2015 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Sergey BobkovUniversity of Minnesota, Minneapolis
We will discuss an extension of the entropy power inequality in terms of the Renyi entropy to sums of independent random vectors (with densities). Joint work with G. Chistyakov.

Concentration of Stationary Measures

Series
CDSNS Colloquium
Time
Friday, November 20, 2015 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yingfei Yi University of Alberta & Georgia Tech
The talk concerns limit behaviors of stationary measures of diffusion processes generated from white-noise perturbed systems of ordinary differential equations. By relaxing the notion of Lyapunov functions associated with the stationary Fokker-Planck equations, new existence and non-existence results of stationary measures will be presented. As noises vanish, concentration and limit behaviors of stationary measures will be described with particular attentions paying to the special role played by multiplicative noises. Connections to problems such as stochastic stability, stochastic bifurcations, and thermodynamics limits will also be discussed.

Counting Single Cut-or-Join Scenarios

Series
Combinatorics Seminar
Time
Friday, November 20, 2015 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Heather SmithGeorgia Tech
Represent a genome with an edge-labelled, directed graph having maximum total degree two. We explore a number of questions regarding genome rearrangement, a common mode of molecular evolution. In the single cut-or-join model for genome rearrangement, a genome can mutate in one of two ways at any given time: a cut divides a degree two vertex into two degree one vertices while a join merges two degree one vertices into one degree two vertex. Fix a set of genomes, each having the same set of edge labels. The number of ways for one genome to mutate into another can be computed in polynomial time. The number of medians can also be computed in polynomial time. While single cut-or-join is, computationally, the simplest mathematical model for genome rearrangement, determining the number of most parsimonious median scenarios remains #P-complete. We will discuss these and other complexity results that arose from an abstraction of this problem. [This is joint work with Istvan Miklos.]

A Market for Scheduling, with Applications to Cloud Computing

Series
ACO Student Seminar
Time
Friday, November 20, 2015 - 13:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Sadra YazdanbodGeorgia Tech
We present a market for allocating and scheduling resources to agents who have specified budgets and need to complete specific tasks. Two important aspects required in this market are: (1) agents need specific amounts of each resource to complete their tasks, and (2) agents would like to complete their tasks as soon as possible. In incorporating these aspects, we arrive at a model that deviates substantially from market models studied so far in economics and theoretical computer science. Indeed, all known techniques developed to compute equilibria in markets in the last decade and half seem not to apply here.We give a polynomial time algorithm for computing an equilibrium using a new technique that is somewhat reminiscent of the ''ironing" procedure used in the characterization of optimal auctions by Myerson. This is inspite of the fact that the set of equilibrium prices could be non-convex; in fact it could have ''holes''. Our market model is motivated by the cloud computing marketplace. Even though this market is already huge and is projected to grow at a massive rate, it is currently run in an ad hoc manner.Joint work with: Nikhil Devanur, Jugal Garg, Ruta Mehta, Vijay V. Vazirani

Bootstrap confidence sets under model misspecification

Series
Job Candidate Talk
Time
Friday, November 20, 2015 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Mayya ZhilovaWeierstrass Institute
Bootstrap is one of the most powerful and common tools in statistical inference. In this talk a multiplier bootstrap procedure is considered for construction of likelihood-based confidence sets. Theoretical results justify the bootstrap validity for a small or moderate sample size and allow to control the impact of the parameter dimension p: the bootstrap approximation works if p^3/n is small, where n is a sample size. The main result about bootstrap validity continues to apply even if the underlying parametric model is misspecified under a so-called small modelling bias condition. In the case when the true model deviates significantly from the considered parametric family, the bootstrap procedure is still applicable but it becomes conservative: the size of the constructed confidence sets is increased by the modelling bias. The approach is also extended to the problem of simultaneous confidence estimation. A simultaneous multiplier bootstrap procedure is justified for the case of exponentially large number of models. Numerical experiments for misspecified regression models nicely confirm our theoretical results.

Mixed norm Leibnitz rules via multilinear operator valued multipliers

Series
Analysis Seminar
Time
Thursday, November 19, 2015 - 16:35 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Francesco Di PlinioBrown University
[Special time and location] The content of this talk is joint work with Yumeng Ou. We describe a novel framework for the he analysis of multilinear singular integrals acting on Banach-valued functions.Our main result is a Coifman-Meyer type theorem for operator-valued multilinear multipliers acting on suitable tuples of UMD spaces, including, in particular, noncommutative Lp spaces. A concrete case of our result is a multilinear generalization of Weis' operator-valued Hormander-Mihlin linear multiplier theorem.Furthermore, we derive from our main result a wide range of mixed Lp-norm estimates for multi-parameter multilinear multiplier operators, as well as for the more singular tensor products of a one-parameter Coifman-Meyer multiplier with a bilinear Hilbert transform. These respectively extend the results of Muscalu et. al. and of Silva to the mixed norm case and provide new mixed norm fractional Leibnitz rules.

Convergence of the extremal eigenvalues of empirical covariance matrices with dependence

Series
Stochastics Seminar
Time
Thursday, November 19, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Konstantin Tikhomirov University of Alberta
Consider a sample of a centered random vector with unit covariance matrix. We show that under certain regularity assumptions, and up to a natural scaling, the smallest and the largest eigenvalues of the empirical covariance matrix converge, when the dimension and the sample size both tend to infinity, to the left and right edges of the Marchenko-Pastur distribution. The assumptions are related to tails of norms of orthogonal projections. They cover isotropic log-concave random vectors as well as random vectors with i.i.d. coordinates with almost optimal moment conditions. The method is a refinement of the rank one update approach used by Srivastava and Vershynin to produce non-asymptotic quantitative estimates. In other words we provide a new proof of the Bai and Yin theorem using basic tools from probability theory and linear algebra, together with a new extension of this theorem to random matrices with dependent entries. Based on joint work with Djalil Chafai.

Thin Position for Knots and Topological Data Analysis

Series
School of Mathematics Colloquium
Time
Thursday, November 19, 2015 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jesse JohnsonGoogle
Topological data analysis is the study of Machine Learning/Data Mining problems using techniques from geometry and topology. In this talk, I will discuss how the scale of modern data analysis has made the geometric/topological perspective particularly relevant for these subjects. I'll then introduce an approach to the clustering problem inspired by a tool from knot theory called thin position.

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