Seminars and Colloquia by Series

High Dimensional Low Rank and Sparse Covariance Matrix Estimation via Convex Minimization

Series
Stochastics Seminar
Time
Thursday, October 27, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skyles 006
Speaker
Xi LuoThe Wharton School, Department of Statistics, University of Pennsylvania
We consider the problem of estimating the covariance matrix. Factormodels and random effect models have been shown to provide goodapproximations in modeling multivariate observations in many settings. These models motivate us to consider a general framework of covariancestructures, which contains sparse and low rank components. We propose aconvex optimization criterion, and the resulting estimator is shown torecover exactly the rank and support of the low rank and sparsecomponents respectively. The convergence rates are also presented. Tosolve the optimization problem, we propose an iterative algorithm basedon Nesterov's method, and it converges to the optimal with order 1/t2for any finite t iterations. Numerical performance is demonstratedusing simulated data and stock portfolio selection on S&P 100.(This is joint work with T. Tony Cai.)

Will the Climate Change Mathematics?

Series
Other Talks
Time
Wednesday, October 26, 2011 - 15:00 for 1 hour (actually 50 minutes)
Location
IBB 1128
Speaker
Christopher JonesUniversity of North Carolina at Chapel Hill, Department of Mathematics

Please Note: Joint colloquium between the School of Physics & the School of Earth and Atmospheric Sciences hosted by Predrag Cvitanovi. To schedule a meeting with the speaker.

Computational models of the Earth system lie at the heart of modern climate science. Concerns about their predictions have been illegitimately used to undercut the case that the climate is changing and this has put dynamical systems in an awkward position. I will discuss ways that we, as a community, can contribute by highlighting some of the major outstanding questions that drive climate science, and I will outline their mathematical dimensions. I will put a particular focus on the issue of simultaneously handling the information coming from data and models. I will argue that this balancing act will impact the way in which we formulate problems in dynamical systems.

Introduction to Branched Covers

Series
Geometry Topology Student Seminar
Time
Wednesday, October 26, 2011 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Meredith CaseyGeorgia Tech
The main purpose of this talk is to better understand how to use branched covers to construct 3-manifolds. We will start with branched covers of 2-manifolds, carefully working through examples and learning the technology. Using these methods in combination with open book decompositions we will show how to construct 3-manifolds by branching over link and knots in S^{3}. Particular emphasis will be placed on using the map to get a "coloring" of the branched locus and how this combinatorial data is useful both for explicit constructions and for the general theory.

Weierstrass Theorem for homogeneous polynomials on convex bodies and rate of approximation of convex bodies by convex algebraic level surfaces

Series
Analysis Seminar
Time
Wednesday, October 26, 2011 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Prof. Andras KrooHungarian Academy of Sciences
Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternetExplorer4 By the classical Weierstrass theorem, any function continuous on a compact set can be uniformly approximated by algebraic polynomials. In this talk we shall discuss possible extensions of this basic result of analysis to approximation by homogeneous algebraic polynomials on central symmetric convex bodies. We shall also consider a related question of approximating convex bodies by convex algebraic level surfaces. It has been known for some time time that any convex body can be approximated arbirarily well by convex algebraic level surfaces. We shall present in this talk some new results specifying rate of convergence.

Dynamics of swimming and falling bodies in inviscid flows

Series
Research Horizons Seminar
Time
Wednesday, October 26, 2011 - 12:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Silas AlbenSchool of Mathematics, Georgia Tech
Vortex methods are an efficient and versatile way to simulate high Reynolds number flows. We have developed vortex sheet methods for a variety of flows past deforming bodies, many of which are biologically inspired. In this talk we will present simulations and asymptotic analysis of selected problems. The first is a study of oscillated and freely-swimming flexible foils. We analyze the damped resonances that determine propulsive performance. The second problem involves multiple passive flapping ``flags" which interact through their vortex wakes. The third problem is a study of flexible falling sheets. Here the flag-flapping instability helps us determine the terminal falling speeds.

The Fractal Nature of the Abelian Sandpile

Series
PDE Seminar
Time
Tuesday, October 25, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Charles SmartMIT
I will discuss a natural elliptic obstacle problem that arises in the study of the Abelian sandpile. The Abelian sandpile is a deterministic growth model from statistical physics which produces beautiful fractal-like images. In recent joint work with Wesley Pegden, we characterize the continuum limit of the sandpile processusing PDE techniques. In follow up work with Lionel Levine and Wesley Pegden, we partially describe the fractal structure of the stable sandpiles via a careful analysis of the limiting obstacle problem.

Optimal decompositions of quasi-line trigraphs

Series
Graph Theory Seminar
Time
Tuesday, October 25, 2011 - 12:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Andrew KingSimon Fraser University
Chudnovsky and Seymour's structure theorem for quasi-line graphs has led to a multitude of recent results that exploit two structural operations: compositions of strips and thickenings. In this paper we prove that compositions of linear interval strips have a unique optimal strip decomposition in the absence of a specific degeneracy, and that every claw-free graph has a unique optimal antithickening, where our two definitions of optimal are chosen carefully to respect the structural foundation of the graph. Furthermore, we give algorithms to find the optimal strip decomposition in O(nm) time and find the optimal antithickening in O(m2) time. For the sake of both completeness and ease of proof, we prove stronger results in the more general setting of trigraphs. This gives a comprehensive "black box" for decomposing quasi-line graphs that is not only useful for future work but also improves the complexity of some previous algorithmic results. Joint work with Maria Chudnovsky.

The analityicity transition in Frenkel-Kontorova models and XY models in 1-D

Series
Math Physics Seminar
Time
Tuesday, October 25, 2011 - 11:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Rafael De la LlaveSoM Georgia Tech
We consider several models from solid state Physics and consider the problem offinding quasi-periodic solutions. We present a KAM theorem that showsthat given an approximate solution with good condition numbers, onecan find a true solution close by. The method of proof leads tovery efficient algorithms. Also it provides a criterion for breakdown.We will present the proof, the algorithms and some conjectures obtainedby computing in some cases. Much of the work was done with R. Calleja and X. Su.

From Sparsity to Rank, and Beyond: algebra, geometry, and convexity

Series
School of Mathematics Colloquium
Time
Monday, October 24, 2011 - 16:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Pablo ParriloMIT
Optimization problems involving sparse vectors or low-rank matrices are of great importance in applied mathematics and engineering. They provide a rich and fruitful interaction between algebraic-geometric concepts and convex optimization, with strong synergies with popular techniques like L1 and nuclear norm minimization. In this lecture we will provide a gentle introduction to this exciting research area, highlighting key algebraic-geometric ideas as well as a survey of recent developments, including extensions to very general families of parsimonious models such as sums of a few permutations matrices, low-rank tensors, orthogonal matrices, and atomic measures, as well as the corresponding structure-inducing norms.Based on joint work with Venkat Chandrasekaran, Maryam Fazel, Ben Recht, Sujay Sanghavi, and Alan Willsky.

Surface diagrams of smooth 4-manifolds

Series
Geometry Topology Seminar
Time
Monday, October 24, 2011 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Jonathan WilliamsUGA
I will describe a new way to depict any smooth, closed oriented 4-manifold using a surface decorated with circles, along with a set of moves that relate any pair of such depictions.

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