Seminars and Colloquia by Series

Quenched survival of Bernoulli percolation on Galton-Watson trees

Series
Stochastics Seminar
Time
Thursday, April 12, 2018 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Joshua RosenbergUniversity of Pennsylvania
In this talk I will explore the subject of Bernoulli percolation on Galton-Watson trees. Letting $g(T,p)$ represent the probability a tree $T$ survives Bernoulli percolation with parameter $p$, we establish several results relating to the behavior of $g$ in the supercritical region. These include an expression for the right derivative of $g$ at criticality in terms of the martingale limit of $T$, a proof that $g$ is infinitely continuously differentiable in the supercritical region, and a proof that $g'$ extends continuously to the boundary of the supercritical region. Allowing for some mild moment constraints on the offspring distribution, each of these results is shown to hold for almost surely every Galton-Watson tree. This is based on joint work with Marcus Michelen and Robin Pemantle.

The Sample Complexity of Multi-Reference Alignment

Series
Stochastics Seminar
Time
Thursday, April 5, 2018 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Philippe RigolletMIT
How should one estimate a signal, given only access to noisy versions of the signal corrupted by unknown cyclic shifts? This simple problem has surprisingly broad applications, in fields from aircraft radar imaging to structural biology with the ultimate goal of understanding the sample complexity of Cryo-EM. We describe how this model can be viewed as a multivariate Gaussian mixture model whose centers belong to an orbit of a group of orthogonal transformations. This enables us to derive matching lower and upper bounds for the optimal rate of statistical estimation for the underlying signal. These bounds show a striking dependence on the signal-to-noise ratio of the problem. We also show how a tensor based method of moments can solve the problem efficiently. Based on joint work with Afonso Bandeira (NYU), Amelia Perry (MIT), Amit Singer (Princeton) and Jonathan Weed (MIT).

On an extension of the Ito-Nisio theorem with applications to the continuity of Ito map and Levy processes

Series
Stochastics Seminar
Time
Thursday, March 8, 2018 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Jan RosinskiUniversity of Tennessee
We obtain an extension of the Ito-Nisio theorem to certain non separable Banach spaces and apply it to the continuity of the Ito map and Levy processes. The Ito map assigns a rough path input of an ODE to its solution (output). Continuity of this map usually requires strong, non separable, Banach space norms on the path space. We consider as an input to this map a series expansion a Levy process and study the mode of convergence of the corresponding series of outputs. The key to this approach is the validity of Ito-Nisio theorem in non separable Wiener spaces of certain functions of bounded p-variation. This talk is based on a joint work with Andreas Basse-O’Connor and Jorgen Hoffmann-Jorgensen.

Cover time for the frog model on trees

Series
Stochastics Seminar
Time
Thursday, February 15, 2018 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Tobias JohnsonCollege of Staten Island
Place Poi(m) particles at each site of a d-ary tree of height n. The particle at the root does a simple random walk. When it visits a site, it wakes up all the particles there, which start their own random walks, waking up more particles in turn. What is the cover time for this process, i.e., the time to visit every site? We show that when m is large, the cover time is O(n log(n)) with high probability, and when m is small, the cover time is at least exp(c sqrt(n)) with high probability. Both bounds are sharp by previous results of Jonathan Hermon's. This is the first result proving that the cover time is polynomial or proving that it's nonpolymial, for any value of m. Joint work with Christopher Hoffman and Matthew Junge.

New perspectives on Mallows permutations

Series
Stochastics Seminar
Time
Wednesday, February 14, 2018 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Omer AngelUniversity of British Columbia
I will discuss two projects concerning Mallows permutations, with Ander Holroyd, Tom Hutchcroft and Avi Levy. First, we relate the Mallows permutation to stable matchings, and percolation on bipartite graphs. Second, we study the scaling limit of the cycles in the Mallows permutation, and relate it to diffusions and continuous trees.

Free multiplicative cascades and Wigner's semicircle law

Series
Stochastics Seminar
Time
Thursday, February 8, 2018 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ian McKeagueColumbia University
It has been conjectured that phenomena as diverse as the behavior of large "self-organizing" neural networks, and causality in standard model particle physics, can be explained by suitably rich algebras acting on themselves. In this talk I discuss the asymptotics of large causal tree diagrams that combine freely independent elements of such algebras. The Marchenko-Pastur law and Wigner's semicircle law are shown to emerge as limits of a normalized sum-over-paths of non-negative elements assigned to the edges of causal trees. The results are established in the setting of non-commutative probability. Trees with classically independent positive edge weights (random multiplicative cascades) were originally proposed by Mandelbrot as a model displaying the fractal features of turbulence. The novelty of the present work is the use of non-commutative (free) probability to allow the edge weights to take values in an algebra.

Delay-Optimal Scheduling for Data Center Networks and Input-Queued Switches in Heavy Traffic

Series
Stochastics Seminar
Time
Thursday, January 25, 2018 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Siva MaguluriGeorgia Insitute of Technology
Today's era of cloud computing is powered by massive data centers. A data center network enables the exchange of data in the form of packets among the servers within these data centers. Given the size of today's data centers, it is desirable to design low-complexity scheduling algorithms which result in a fixed average packet delay, independent of the size of the data center. We consider the scheduling problem in an input-queued switch, which is a good abstraction for a data center network. In particular, we study the queue length (equivalently, delay) behavior under the so-called MaxWeight scheduling algorithm, which has low computational complexity. Under various traffic patterns, we show that the algorithm achieves optimal scaling of the heavy-traffic scaled queue length with respect to the size of the switch. This settles one version of an open conjecture that has been a central question in the area of stochastic networks. We obtain this result by using a Lyapunov-type drift technique to characterize the heavy-traffic behavior of the expected total queue length in the network, in steady-state.

Parking

Series
Stochastics Seminar
Time
Thursday, November 30, 2017 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Matthew JungeDuke University
Cars are placed with density p on the lattice. The remaining vertices are parking spots that can fit one car. Cars then drive around at random until finding a parking spot. We study the effect of p on the availability of parking spots and observe some intriguing behavior at criticality. Joint work with Michael Damron, Janko Gravner, Hanbeck Lyu, and David Sivakoff. arXiv id: 1710.10529.

Choices and Intervals (joint with Combinatorics Seminar)

Series
Stochastics Seminar
Time
Thursday, November 9, 2017 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Elliot Paquette The Ohio State University
We study an online algorithm for making a well—equidistributed random set of points in an interval, in the spirit of "power of choice" methods. Suppose finitely many distinct points are placed on an interval in any arbitrary configuration. This configuration of points subdivides the circle into a finite number of intervals. At each time step, two points are sampled uniformly from the interval. Each of these points lands within some pair of intervals formed by the previous configuration. Add the point that falls in the larger interval to the existing configuration of points, discard the other, and then repeat this process. We then study this point configuration in the sense of its largest interval, and discuss other "power of choice" type modifications. Joint work with Pascal Maillard.

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