Friday, March 28, 2014 - 12:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Ioannis Panageas – Georgia Tech
Since the 50s and Nash general proof of equilibrium existence in games it
is well understood
that even simple games may have many, even uncountably infinite, equilibria
with different properties.
In such cases a natural question arises, which equilibrium is the right one?
In this work, we perform average case analysis of evolutionary dynamics in
such cases of games.
Intuitively, we assign to each equilibrium a probability mass that is
proportional to the size of its
region of attraction. We develop new techniques to compute these
likelihoods for classic games
such as the Stag Hunt game (and generalizations) as well as balls-bins
games. Our proofs combine
techniques from information theory (relative entropy), dynamical systems
(center manifold theorem),
and algorithmic game theory.
Joint work with Georgios Piliouras
Thursday, March 27, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Robert Neel – Lehigh Univ.
We discuss a technique, going back to work of Molchanov, for determining the small-time asymptotics of the heat kernel (equivalently, the large deviations of Brownian motion) at the cut locus of a (sub-) Riemannian manifold (valid away from any abnormal geodesics). We relate the leading term of the expansion to the structure of the cut locus, especially to conjugacy, and explain how this can be used to find general bounds as well as to compute specific examples. We also show how this approach leads to restrictions on the types of singularities of the exponential map that can occur along minimal geodesics. Further, time permitting, we extend this approach to determine the asymptotics for the gradient and Hessian of the logarithm of the heat kernel on a Riemannian manifold, giving a characterization of the cut locus in terms of the behavior of the log-Hessian, which can be interpreted in terms of large deviations of the Brownian bridge. Parts of this work are joint with Davide Barilari, Ugo Boscain, and Grégoire Charlot.
Thursday, March 27, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Zhengjun Zhang – University of Wisconsin
Applicability of Pearson's correlation as a measure of
explained variance is by now well understood. One of its limitations is
that it does not account for asymmetry in explained variance. Aiming to
obtain broad applicable correlation measures, we use a pair of r-squares
of generalized regression to deal with asymmetries in explained
variances, and linear or nonlinear relations between random variables.
We call the pair of r-squares of generalized regression generalized
measures of correlation (GMC). We present examples under which the
paired measures are identical, and they become a symmetric correlation
measure which is the same as the squared Pearson's correlation
coefficient. As a result, Pearson's correlation is a special case of
GMC. Theoretical properties of GMC show that GMC can be applicable in
numerous applications and can lead to more meaningful conclusions and
decision making. In statistical inferences, the joint asymptotics of the
kernel based estimators for GMC are derived and are used to test whether
or not two random variables are symmetric in explaining variances. The
testing results give important guidance in practical model selection
problems. In real data analysis, this talk presents ideas of using GMCs as
an indicator of suitability of asset pricing models, and hence new
pricing models may be
motivated from this indicator.
Thursday, March 27, 2014 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 268
Speaker
Ilan Adler – University of California, Berkeley
It is well known that many optimization
problems, ranging from linear programming to hard combinatorial
problems, as well as many engineering and economics problems, can be
formulated as linear complementarity
problems (LCP). One particular problem, finding a Nash equilibrium of a
bimatrix game (2 NASH), which can be formulated as LCP, motivated the
elegant Lemke algorithm to solve LCPs. While the algorithm always
terminates, it can generates either a solution
or a so-called ‘secondary ray’. We say that the algorithm resolves
a given LCP if a secondary ray can be used to certify, in polynomial
time, that no solution exists. It turned out that in general,
Lemke-resolvable LCPs belong to the complexity class
PPAD and that, quite surprisingly, 2 NASH is PPAD-complete. Thus,
Lemke-resolvable LCPs can be formulated as 2 NASH. However, the known
formulation (which is designed for any PPAD problem) is very
complicated, difficult to implement, and not readily available
for potential insights. In this talk, I’ll present and discuss a simple
reduction of Lemke-resolvable LCPs to bimatrix games that is easy to
implement and have the potential to gain additional insights to problems
(including several models of market equilibrium)
for which the reduction is applicable.
Thursday, March 27, 2014 - 12:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Spencer Backman – School of Mathematics, Georgia Tech
Chip-firing is a deceptively simple game played on the vertices of a graph, which was independently discovered in probability theory, poset theory, graph theory, and statistical physics. In recent years, chip-firing has been employed in the development of a theory of divisors on graphs analogous to the classical theory for Riemann surfaces. In particular, Baker and Norin were able to use this setup to prove a combinatorial Riemann-Roch formula, whose classical counterpart is one of the cornerstones of modern algebraic geometry. It is now understood that the relationship between divisor theory for graphs and algebraic curves goes beyond pure analogy, and the primary operation for making this connection precise is tropicalization, a certain type of degeneration which allows us to treat graphs as "combinatorial shadows" of curves. This tropical relationship between graphs and algebraic curves has led to beautiful applications of chip-firing to both algebraic geometry and number theory.
In this thesis we continue the combinatorial development of divisor theory for graphs.
The talk consists of two parts.The first part is devoted to results in Discrepancy Theory. We consider geometric discrepancy in higher dimensions (d > 2) and obtain estimates in Exponential Orlicz Spaces. We establish a series of dichotomy-type results for the discrepancy function which state that if the $L^1$ norm of the discrepancy function is too small (smaller than the conjectural bound), then the discrepancy function has to be very large in some other function space.The second part of the thesis is devoted to results in Additive Combinatorics. For a set with small doubling an order-preserving Freiman 2-isomorphism is constructed which maps the set to a dense subset of an interval. We also present several applications.
Wednesday, March 26, 2014 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Alex Izzo – Bowling Green State University
A classical theorem of John Wermer asserts that the algebra of continuous
functions on the circle with holomophic extensions to the disc is a maximal
subalgebra of the algebra of all continuous functions on the circle.
Wermer's theorem has been extended in numerous directions. These will be
discussed with an emphasis on extensions to several complex variables.