TBA by Qiang Wu
- Series
- Stochastics Seminar
- Time
- Thursday, March 12, 2026 - 15:30 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Qiang Wu – University of Minnesota – wuq@umn.edu
Please Note: TBA
TBA
Partial identification provides an alternative to point identification: instead of pinning down a unique parameter estimate, the goal is to characterize a set guaranteed to contain the true parameter value. Many partial identification approaches take the form of linear optimization problems, which seek the "best- and worst-case scenarios" of a proposed model subject to the constraint that the model replicates correct observable information. However, such linear programs become intractable in settings with multivalued or continuous variables. This paper introduces a novel method to overcome this computational and statistical curse of cardinality: an entropy penalty transforms these potentially infinite-dimensional linear programs into general versions of multi-marginal Schrödinger bridges, enabling efficient approximation of their solutions. In the process, we establish novel statistical and mathematical properties of such multi-marginal Schrödinger bridges---including an analysis of the asymptotic distribution of entropic approximations to infinite-dimensional linear programs. We illustrate this approach by analyzing instrumental variable models with continuous variables, a setting that has been out of reach for existing methods.
Let $LC_n$ be the length of the longest common subsequences of two independent random words whose letters are taken in a finite alphabet and when the alphabet is totally ordered and let $LCI_n$ be the length of the longest common and increasing subsequences of the words. Results on the asymptotic means, variances and limiting laws of these well-known random objects will be described and compared.
Particle physics research relies on making statistical statements about Nature. The field is one of the last bastions of classical statistics and certainly among its most rigorous users, relying on a worldwide computing grid to process zettabyte-scale data. Recent AI-enabled developments have reinvigorated research in classical statistics, particularly by removing the need for asymptotic approximations in many calculations.
In this talk, I will discuss how AI has allowed us to question core assumptions in our statistical inference techniques. Neural networks enable high-dimensional statistical inference, avoiding aggressive data reduction or the use of unnecessary assumptions. However, they also introduce new sources of systematic uncertainty that require novel uncertainty quantification tools. AI further enables more robust statistical inference by accelerating Neyman inversion and confidence-interval calibration. These advances allow the design of new test statistics that leverage Bayesian mathematical tools while still guaranteeing frequentist coverage, an approach that was previously considered computationally infeasible. These new techniques raise questions about practical methods for handling nuisance parameters, the definition of point estimators, and the computationally efficient implementation of mathematical solutions. If time permits, I will also introduce the emerging challenge of non-nestable hypothesis testing in particle physics.
My group is among the teams leading this revitalization of classical statistical research in particle physics, and I look forward to connecting with students and senior colleagues at Georgia Tech who are interested in contributing to this emerging field.
Bio: Aishik Ghosh is an assistant professor in the School of Physics at Georgia Tech with a focus on developing AI methods to accelerate fundamental physics and astrophysics. His group works on theoretical physics, statistical methods, and experiment design. For robust scientific applications, Dr. Ghosh focuses on uncertainty quantification, interpretability, and verifiability of AI algorithms, targeting publications in physics journals and ML conferences.
We consider one of the most basic high-dimensional testing problems: that of detecting the presence of a rank-1 "spike" in a random Gaussian (GOE) matrix. When the spike has structure such as sparsity, inherent statistical-computational tradeoffs are expected. I will discuss some precise results about the computational complexity, arguing that the so-called "linear spectral statistics" achieve the best possible tradeoff between type I & II errors among all polynomial-time algorithms, even though an exponential-time algorithm can do better. This is based on https://arxiv.org/abs/2311.00289 with Ankur Moitra which uses a version of the low-degree polynomial heuristic, as well as forthcoming work with Ansh Nagda which gives a stronger form of reduction-based hardness.
The bi-adjacency matrix of an Erdős–Rényi random bipartite graph with bounded aspect ratio is a rectangular random matrix with Bernoulli entries. Depending on the sparsity parameter $p$, its spectral behavior may either resemble that of a classical Wishart matrix or depart from this universal regime. In this talk, we study the extreme singular values at the critical density $np=c\log n$. We present the first quantitative characterization of the emergence of outlier singular values outside the Marčenko–Pastur law and determine their precise locations as functions of the largest and smallest degree vertices in the underlying random graph, which can be seen as an analogue of the Bai–Yin theorem in the sparse setting. These results uncover a clear mechanism by which combinatorial structures in sparse graphs generate spectral outliers. Joint work with Ioana Dumitriu, Haixiao Wang and Zhichao Wang.
First-passage percolation on the square lattice is a random growth model in which each edge of Z^2 is assigned an i.i.d. nonnegative weight. The passage time between two points is the smallest total weight of a nearest-neighbor path connecting them, and a path achieving this minimum is called a geodesic. Typically, the number of edges in a geodesic is comparable to the Euclidean distance between its endpoints. However, when the edge-weights take the value 0 with probability exactly 1/2, a strikingly different behavior occurs: geodesics travel primarily on critical clusters of zero-weight edges, whose internal graph distance scales superlinearly with Euclidean distance. Determining the precise degree of this superlinear scaling is a challenging and ongoing endeavor. I will discuss recent progress on this front (joint with David Harper, Xiao Shen, and Evan Sorensen), along with complementary results on a dual problem, where we restrict path lengths and analyze passage times (joint with Jack Hanson and Daniel Slonim).
Suppose that a continuous-time, stochastic diffusion (i.e., the Susceptible-Infected process) spreads on an unknown graph. We only observe the time at which the diffusion reaches each vertex, i.e., the set of infection times. What can be learned about the unknown graph from the infection times? While there is far too little information to learn individual edges in the graph, we show that certain high-level properties -- such as the number of vertices of sufficiently high degree, or super-spreaders -- can surprisingly be determined with certainty. To achieve this goal, we develop a suite of algorithms that can efficiently detect vertices of degree asymptotically greater than sqrt(n) from infection times, for a natural and general class of graphs with n vertices. To complement these results, we show that our algorithms are information-theoretically optimal: there exist graphs for which it is impossible to tell whether vertices of degree larger than n^{1/2 - \epsilon} exist from vertices' infection times, for any \epsilon > 0. Finally, we discuss the broader implications of our ideas for change-point detection in non-stationary point processes. This talk is based on joint work with Anna Brandenberger (MIT) and Elchanan Mossel (MIT).
Please Note: Please note the nonstandard date (Friday) and time (1pm).
Transport maps serve as a powerful tool to transfer information from source to target measures. However, this transfer of information is possible only if the transport map is sufficiently regular, which is often difficult to show. I will explain how taking the source measure to be an infinite-dimensional measure, and building transport maps based on stochastic processes, solves some of these challenges both in the continuous and discrete settings.