Seminars and Colloquia by Series

Fast and optimal algorithm for online portfolios, and beyond

Series
Job Candidate Talk
Time
Thursday, March 9, 2023 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006 and Online via https://gatech.zoom.us/j/98280978183
Speaker
Dmitrii OstrovskiiUSC

In his seminal 1991 paper, Thomas M. Cover introduced a simple and elegant mathematical model for trading on the stock market. This model, which later on came to be known as  online portfolio selection (OPS), is specified with only two integer parameters: the number of assets $d$ and time horizon $T$. In each round $t \in \{1, ..., T\}$, the trader selects a  portfolio--distribution $p_t \in R^d_+$ of the current capital over the set of $d$ assets; after this, the adversary generates a nonnegative vector $r_t \in R^d_+$ of returns (relative prices of assets), and the trader's capital is multiplied by the "aggregated return'' $\langle p_{t}, r_{t} \rangle$. Despite its apparent simplicity, this model captures the two key properties of the stock market: (i) it "plays against'' the trader; (ii) money accumulates multiplicatively. In the 30 years that followed, the OPS model has received a great deal of attention from the learning theory, information theory, and quantitative finance communities.

In the same paper, Cover also proposed an algorithm, termed Universal Portfolios, that admitted a strong performance guarantee: the regret of $O(d \log (T))$ against the best portfolio in hindsight, and without any restrictions of returns or portfolios. This guarantee was later on shown to be worst-case optimal, and no other algorithm attaining it has been found to date. Unfortunately, exact computation of a universal portfolio amounts to averaging over a log-concave distribution, which is a challenging task. Addressing this, Kalai and Vempala (2002) achieved the running time of $O(d^4 T^{14})$ per round via log-concave sampling techniques. However, with such a running time essentially prohibiting all but "toy'' problems--yet remaining state-of-the-art--the problem of finding an optimal and practical OPS algorithm was left open.

In this talk, after discussing some of the arising challenges, I shall present a fast and optimal OPS algorithm proposed in a recent work with R. Jezequel and P. Gaillard (arXiv:2209.13932). Our algorithm combines regret optimality with the runtime of $O(d^2 T)$, thus dramatically improving state of the art. As we shall see, the motivation and analysis of the proposed algorithm are closely related to establishing a sharp bound on the accuracy of the Laplace approximation for a log-concave distribution with a polyhedral support, which is a result of independent interest.

Zoom link to the talk: https://gatech.zoom.us/j/98280978183

Upper bounds on quantum dynamics

Series
Math Physics Seminar
Time
Thursday, March 9, 2023 - 12:00 for 1 hour (actually 50 minutes)
Location
Skiles Room 005 ONLINE https://gatech.zoom.us/j/96285037913
Speaker
Mira ShamisQueen Mary University of London

We shall discuss the quantum dynamics associated with ergodic
Schroedinger operators with singular continuous spectrum. Upper bounds
on the transport moments have been obtained for several classes of
one-dimensional operators, particularly, by Damanik--Tcheremchantsev,
Jitomirskaya--Liu, Jitomirskaya--Powell. We shall present a new method
which allows to recover most of the previous results and also to
obtain new results in one and higher dimensions. The input required to
apply the method is a large-deviation estimate on the Green function
at a single energy. Based on joint work with S. Sodin.

The talk will be online at https://gatech.zoom.us/j/96285037913

Moduli spaces in tropical geometry

Series
Colloquia
Time
Thursday, March 9, 2023 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Melody ChanBrown University

I will give a hopefully accessible introduction to some work on
tropical moduli spaces of curves and abelian varieties. I will report
on joint work with Madeline Brandt, Juliette Bruce, Margarida Melo,
Gwyneth Moreland, and Corey Wolfe, in which we find new rational
cohomology classes in the moduli space A_g of abelian varieties using
tropical techniques. And I will try to touch on a new point of view on
this topic, namely that of differential forms on tropical moduli
spaces, following the work of Francis Brown.

On the zeroes of hypergraph independence polynomials

Series
Combinatorics Seminar
Time
Wednesday, March 8, 2023 - 16:00 for 1 hour (actually 50 minutes)
Location
C457 Classroom Van Leer
Speaker
Michail SarantisCarnegie Mellon University

We study the locations of complex zeroes of independence polynomials of bounded degree hypergraphs. For graphs, this is a long-studied subject with applications to statistical physics, algorithms, and combinatorics. Results on zero-free regions for bounded-degree graphs include Shearer's result on the optimal zero-free disk, along with several recent results on other zero-free regions. Much less is known for hypergraphs. We make some steps towards an understanding of zero-free regions for bounded-degree hypergaphs by proving that all hypergraphs of maximum degree $\Delta$ have a zero-free disk almost as large as the optimal disk for graphs of maximum degree $\Delta$ established by Shearer (of radius $\sim1/(e\Delta)$). Up to logarithmic factors in $\Delta$ this is optimal, even for hypergraphs with all edge-sizes strictly greater than $2$. We conjecture that for $k\geq 3$, there exist families of $k$-uniform linear hypergraphs that have a much larger zero-free disk of radius $\Omega(\Delta^{-1/(k-1)})$. We establish this in the case of linear hypertrees. Joint work with David Galvin, Gwen McKinley, Will Perkins and Prasad Tetali.

The pants complex and More-s

Series
Geometry Topology Student Seminar
Time
Wednesday, March 8, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Roberta ShapiroGeorgia Tech

The pants complex of a surface has as its 0-cells the pants decompositions of a surface and as its 1-cells some elementary moves relating two pants decompositions; the 2-cells are disks glued along certain cycles in the 1-skeleton of the complex. In "Pants Decompositions of Surfaces," Hatcher proves that this complex is contractible.

 

 During this interactive talk, we will aim to understand the structure of the pants complex and some of the important tools that Hatcher uses in his proof of contractibility.

Uniqueness results for meromorphic inner functions

Series
Analysis Seminar
Time
Wednesday, March 8, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Burak HatinogluGeorgia Tech

A meromorphic inner function is a bounded analytic function on the upper half plane with unit modulus almost everywhere on the real line and a meromorphic continuation to the complex plane. Meromorphic inner functions and equivalently meromorphic Herglotz functions play a central role in inverse spectral theory of differential operators. In this talk, I will discuss some uniqueness problems for meromorphic inner functions and their applications to inverse spectral theory of canonical Hamiltonian systems as Borg-Marchenko type results.

Reconfiguring List Colorings

Series
Time
Tuesday, March 7, 2023 - 15:45 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Daniel CranstonVirginia Commonwealth University

A \emph{list assignment} $L$ gives to each vertex $v$ in a graph $G$ a
list $L(v)$ of
allowable colors.  An \emph{$L$-coloring} is a proper coloring $\varphi$ such that
$\varphi(v)\in L(v)$ for all $v\in V(G)$.  An \emph{$L$-recoloring move} transforms
one $L$-coloring to another by changing the color of a single vertex.  An
\emph{$L$-recoloring sequence} is a sequence of $L$-recoloring moves.  We study
the problem of which hypotheses on $G$ and $L$ imply that for that every pair
$\varphi_1$ and $\varphi_2$ of $L$-colorings of $G$ there exists an $L$-recoloring
sequence that transforms $\varphi_1$ into $\varphi_2$.  Further, we study bounds on
the length of a shortest such $L$-recoloring sequence.

We will begin with a survey of recoloring and list recoloring problems (no prior
background is assumed) and end with some recent results and compelling
conjectures.  This is joint work with Stijn Cambie and Wouter Cames van
Batenburg.

The linear stability of weakly charged and slowly rotating Kerr-Newman family of charged black holes

Series
PDE Seminar
Time
Tuesday, March 7, 2023 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Lili HeJohns Hopkins University

I will discuss the linear stability of weakly charged and slowly rotating Kerr-Newman black holes under coupled gravitational and electromagnetic perturbations. We show that the solutions to the linearized Einstein-Maxwell equations decay at an inverse polynomial rate to a linearized Kerr-Newman solution plus a pure gauge term. The proof uses tools from microlocal analysis and a detailed description of the resolvent of the Fourier transformed linearized Einstein-Maxwell operator at low frequencies.

PL surfaces and genus cobordism

Series
Geometry Topology Seminar
Time
Monday, March 6, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
006
Speaker
Hugo ZhouGeorgia Tech

Every knot in S^3 bounds a PL (piecewise-linear) disk in the four ball. But this is no longer true for knots in other three manifolds, as demonstrated first by Akbulut, who constructed a knot which does not bound any PL disk in a specific contractible four manifold. Then Levine showed that there exist knots that do not bound a PL disk in any homology four ball. What happens if we relax the condition of bounding PL disk to bounding a PL surface with some given genus? I will discuss the joint work with Hom and Stoffregen, where we proved that for each n, there exists a knot K_n in an integer homology sphere that does not bound a PL surface of genus n in any homology four ball. This talk is meant to be accessible to a broad audience.  

Optimal Transport for Averaged Control

Series
Applied and Computational Mathematics Seminar
Time
Monday, March 6, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skile 005 and https://gatech.zoom.us/j/98355006347
Speaker
Dr. Daniel Owusu AduUGA

We study the problem of designing a robust parameter-independent feedback control input that steers, with minimum energy, the average of a linear system submitted to parameter perturbations where the states are initialized and finalized according to a given initial and final distribution. We formulate this problem as an optimal transport problem, where the transport cost of an initial and final state is the minimum energy of the ensemble of linear systems that have started from the initial state and the average of the ensemble of states at the final time is the final state. The by-product of this formulation is that using tools from optimal transport, we are able to design a robust parameter-independent feedback control with minimum energy for the ensemble of uncertain linear systems. This relies on the existence of a transport map which we characterize as the gradient of a convex function.

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