Seminars and Colloquia by Series

Asymptotics for random Young diagrams, a.k.a. asymptotics for last passage percolation along thin rectangles and dependent weights.

Series
Stochastics Seminar
Time
Thursday, September 8, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skyles 006
Speaker
Christian houdreSchool of mathematics, Georgia institute of Technology
Given a random word of size n whose letters are drawn independently from an ordered alphabet of size m, the fluctuations of the shape of the associated random RSK Young tableaux are investigated, when n and m converge together to infinity. If m does not grow too fast and if the draws are uniform, then the limiting shape is the same as the limiting spectrum of the GUE. In the non-uniform case, a control of both highest probabilities will ensure the convergence of the first row of the tableau, i.e. of the length of the longest increasing subsequence of the word, towards the Tracy?Widom distribution.

Optimal aggregation of affine estimators

Series
Stochastics Seminar
Time
Thursday, September 1, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Joseph SalmonElectrical and Computer Engineering, Duke University
We consider the problem of combining a (possibly uncountably infinite) set of affine estimators in non-parametric regression model with heteroscedastic Gaussian noise. Focusing onthe exponentially weighted aggregate, we prove a PAC-Bayesian type inequality that leads tosharp oracle inequalities in discrete but also in continuous settings. The framework is general enough to cover the combinations of various procedures such as least square regression,kernel ridge regression, shrinking estimators and many other estimators used in the literatureon statistical inverse problems. As a consequence, we show that the proposed aggregate provides an adaptive estimator in the exact minimax sense without neither discretizing the rangeof tuning parameters nor splitting the set of observations. We also illustrate numerically thegood performance achieved by the exponentially weighted aggregate. (This is a joint work with Arnak Dalalyan.)

Fluctuation in weighted random ball model

Series
Stochastics Seminar
Time
Thursday, May 12, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Jean-Christophe BretonUniversite de Rennes
We consider weighted random ball model driven by a Poisson random measure on \Bbb{R}^d\times \Bbb{R}^+\times \Bbb{R} with product heavy tailed intensity and we are interested in the functional describing the contribution of the model in some configurations of \Bbb{R}^d. The fluctuations of such functionals are investigated under different types of scaling and the talk will discuss the possible limits. Such models arise in communication network to represent the transmission of information emitted by stations distributed according to the Poisson measure.

Meixner matrix ensembles

Series
Stochastics Seminar
Time
Thursday, April 21, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Wlodek BrycUniversity of Cincinnati

Please Note: Hosted by Christian Houdre and Liang Peng.

In this talk I will discuss random matrices that are matricial analogs of the well known binomial, Poisson, and negative binomial random variables. The common thread is the conditional variance of X given S = X+X', which is a quadratic polynomial in S and in the univariate case describes the family of six Meixner laws that will be described in the talk. The Laplace transform of a general n by n Meixner matrix ensemble satisfies a system of PDEs which is explicitly solvable for n = 2. The solutions lead to a family of six non-trivial 2 by 2 Meixner matrix ensembles. Constructions for the "elliptic cases" generalize to n by n matrices. The talk is based on joint work with Gerard Letac.

Rumor Processes on $\bb{N}$

Series
Stochastics Seminar
Time
Thursday, April 14, 2011 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 171
Speaker
Fabio MachadoUSP san paulo Brazil
We study four discrete time stochastic systems on $\bbN$ modelingprocesses of rumour spreading. The involved individuals can eitherhave an active ora passive role, speaking up or asking for the rumour. The appetite inspreading or hearing the rumour is represented by a set of randomvariables whose distributionsmay depend on the individuals. Our goal is to understand - based on those randomvariables distribution - whether the probability of having an infiniteset of individuals knowing the rumour is positive or not.

Geometry of empirical distribution of optimal alignment

Series
Stochastics Seminar
Time
Thursday, April 7, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Heinrich MatzingerGeorgia Tech
We consider two random sequences of equal length n and the alignments with gaps corresponding to their Longest Common Subsequences. These alignments are called optimal alignments. What are the properties of these alignments? What are the proportion of different aligned letter pairs? Are there concentration of measure properties for these proportions? We will see that the convex geometry of the asymptotic limit set of empirical distributions seen along alignments can determine the answer to the above questions.

Identification of semimartingales within infinitely divisible processes

Series
Stochastics Seminar
Time
Thursday, March 31, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Jan RosinskiUniversity of Tennessee, Knoxville
Semimartingales constitute the larges class of "good integrators" for which Ito integral could reasonably be defined and the stochastic analysis machinery applied. In this talk we identify semimartingales within certain infinitely divisible processes. Examples include stationary (but not independent) increment processes, such as fractional and moving average processes, as well as their mixtures. Such processes are non-Markovian, often possess long range memory, and are of interest as stochastic integrators. The talk is based on a joint work with Andreas Basse-O'Connor.

Coupling at infinity

Series
Stochastics Seminar
Time
Thursday, March 10, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Jonathan MattinglyDuke University, Mathematics Department
I will discuss how the idea of coupling at time infinity is equivalent to unique ergodicity of a markov process. In general, the coupling will be a kind of "asymptotic Wasserstein" coupling. I will draw examples from SDEs with memory and SPDEs. The fact that both are infinite dimensional markov processes is no coincidence.

Plug-in Approach to Active Learning

Series
Stochastics Seminar
Time
Thursday, March 3, 2011 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Stas MinskerGeorgia Tech
 Let (X,Y) be a random couple with unknown distribution P, X being an observation and Y - a binary label to be predicted. In practice, distribution P remains unknown but the learning algorithm has access to the training data - the sample from P. It often happens that the cost of obtaining the training data is associated with labeling the observations while the pool of observations itself is almost unlimited. This suggests to measure the performance of a learning algorithm in terms of its label complexity, the number of labels required to obtain a classifier with the desired accuracy. Active Learning theory explores the possible advantages of this modified framework.We will present a new active learning algorithm based on nonparametric estimators of the regression function and explain main improvements over the previous work.Our investigation provides upper and lower bounds for the performance of proposed method over a broad class of underlying distributions. 

Exact results for percolation thresholds, enclosed-area distribution functions and correlation functions in percolation

Series
Stochastics Seminar
Time
Tuesday, March 1, 2011 - 16:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Robert ZiffMichigan Center for Theoretical Physics, Department of Chemical Engineering, University of Michigan
Various exact results in two-dimensional percolation are presented. A method for finding exact thresholds for a wide variety of systems, which greatly expands previously known exactly solvable systems to such new lattices as "martini" and generalized "bowtie" lattices, is given. The size distribution is written in a Zipf's-law form in terms of the enclosed- area distribution, and the coefficient can be written in terms of the the number of hulls crossing a cylinder. Additional properties of hull walks (equivalent to some kinds of trajectories) are given. Finally, some ratios of correlation functions are shown to be universal, with a functional form that can be found exactly from conformal field theory.

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