Georgia Institute of Technology College of Sciences

Zoom link to the talk: https://gatech.zoom.us/j/91558578481

In this talk, we will consider stochastic processes on (random) graphs. They arise naturally in epidemiology, statistical physics, computer science and engineering disciplines. In this set-up, the vertices are endowed with a local state (e.g., immunological status in case of an epidemic process, opinion about a social situation). The local state changes dynamically as the vertex interacts with its neighbours. The interaction rules and the graph structure depend on the application-specific context. We will discuss (non-equilibrium) approximation methods for those systems as the number of vertices grow large. In particular, we will discuss three different approximations in this talk: i) approximate lumpability of Markov processes based on local symmetries (local automorphisms) of the graph, ii) functional laws of large numbers in the form of ordinary and partial differential equations, and iii) functional central limit theorems in the form of Gaussian semi-martingales. We will also briefly discuss how those approximations could be used for practical purposes, such as parameter inference from real epidemic data (e.g., COVID-19 in Ohio), designing efficient simulation algorithms etc.

The problem of estimation of smooth functionals of unknown parameters of statistical models will be discussed in the cases of high-dimensional log-concave location models (joint work with Martin Wahl) and infinite dimensional Gaussian models with unknown covariance operator. In both cases, the minimax optimal error rates have been obtained in the classes of H\”older smooth functionals with precise dependence on the sample size, the complexity of the parameter (its dimension in the case of log-concave location models or the effective rank of the covariance in the case of Gaussian models)  and on the degree of smoothness of the functionals. These rates are attained for different types of estimators based on two different methods of bias reduction in functional estimation.

Zoom link to the seminar: https://gatech.zoom.us/j/91330848866

I will show how to construct a numerical scheme for solutions to linear Dirichlet-Poisson boundary problems which does not suffer of the curse of dimensionality. In fact we show that as the dimension increases, the complexity of this  scheme increases only (low degree) polynomially with the dimension. The key is a subtle use of walk on spheres combined with a concentration inequality. As a byproduct we show that this result has a simple consequence in terms of neural networks for the approximation of the solution. This is joint work with Iulian Cimpean, Arghir Zarnescu, Lucian Beznea and Oana Lupascu.