Monday, November 23, 2015 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Krzysztof Choromanski – Google Research
The goal of this talk is to show recent advances regarding two important
mathematical problems. The first one can be straightforwardly formulated in
a graph theory language, but can be possibly applied in other fields. The
second one was motivated by machine learning applications, but leads to
graph theory techniques.
The celebrated open conjecture of Erdos and Hajnal from 1989 states
that families of graphs not having some given graph H as an induced
subgraph contain polynomial-size cliques/stable sets (in the undirected
setting) or transitive subsets (in the directed setting). Recent techniques
developed over last few years provided the proof of the conjecture for new
infinite classes of graphs (in particular the first infinite class of prime
graphs). Furthermore, they gave tight asymptotics for the Erdos-Hajnal
coefficients for many classes of prime tournaments as well as the proof of
the conjecture for all but one tournament on at most six vertices and the
proof of the weaker version of the conjecture for trees on at most six
vertices. In this part of the talk I will summarize these recent
achievements.
Structured non-linear graph-based hashing is motivated by applications in
neural networks, where matrices of linear projections are constrained to
have a specific structured form. This drastically reduces the size of the
model and speeds up computations. I will show how the properties of the
underlying graph encoding correlations between entries of these matrices
(such as its chromatic number) imply the quality of the entire non-linear
hashing mechanism. Furthermore, I will explain how general structured
matrices that very recently attracted researchers’ attention naturally lead
to the underlying graph theory description.
Monday, November 23, 2015 - 14:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Li Wang – UCLA->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.
Monday, November 23, 2015 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Sergey Bobkov – University 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.
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.
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.]
Friday, November 20, 2015 - 13:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Sadra Yazdanbod – Georgia 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
Friday, November 20, 2015 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Mayya Zhilova – Weierstrass 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.
[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.