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 Events
University of Washington
Mon 22 Jul 2019, 2:00pm
Diff. Geom, Math. Phys., PDE Seminar / Probability Seminar
PIMS lounge
On Schrodinger bridges, entropic cost and their limits
PIMS lounge
Mon 22 Jul 2019, 2:00pm-3:00pm

Abstract

Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\rr^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem. The entropic cost J_h, h>0, is significantly faster to compute and $h J_h$ is known to converge to the optimal transport cost as $h$ goes to zero. We will give an overview of various ideas in this field, including discrete approximations, gamma convergence and particle systems. Finally we will discuss Gaussian approximations to Schrodinger bridges as $h$ approaches zero. As a consequence we obtain ``gradient flows’’ of entropy even in cases where the cost function is not a metric. 




Note for Attendees

 * This is a joint event between probability and DG-MP-PDE. 
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University of Chicago
Thu 25 Jul 2019, 3:00pm
Probability Seminar
TBA
Thu 25 Jul 2019, 3:00pm-4:00pm

Abstract

 
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Erika Camacho
Arizona State University
Fri 26 Jul 2019, 3:00pm
PIMS Seminars and PDF Colloquiums
ESB 1013
Using Mathematics to help fight blindness.
ESB 1013
Fri 26 Jul 2019, 3:00pm-4:00am

Abstract

PIMS Summer Public Lecture:

Erika Camacho, Arizona State University

2:30pm Reception: ESB 4133

3:00pm Talk: ESB 1013

 

Title: Using Mathematics to help fight blindness.

Abstract: Computer (in silico) experiments in this area have given researchers invaluable insights and in some cases re-directed experimental research and theory. With mathematics and in silico experiments we will explore the experimentally observed photoreceptor death and rescue in retinal degeneration and provide a framework for future physiological investigations and potential ways to circumvent blindness.

 

Speaker Biography:

Dr. Erika T. Camacho grew up in East Los Angeles and was taught by Jaime Escalante at Garfield High School. She received her B.A. in Mathematics and Economics from Wellesley College. After earning her Ph.D. in applied mathematics at Cornell University, she spent a year as a researcher at Los Alamos National Laboratory. She then held a tenure-track faculty position at Loyola Marymount University before joining the faculty at ASU in 2007. She was the recipient of the 2014 Presidential Award for Excellence in Science, Mathematics and Engineering Mentoring (PAESMEM) and was only the 4th female mathematician to have been bestowed this honor. She is also the recipient of the 2019 AAAS mentor award. She was a 2013-2014 MLK Visiting Assistant Professor of Mathematics at MIT. She cofounded the Applied Mathematical Sciences Summer Institute (AMSSI) and co-directed other summer programs dedicated to the recruitment of undergraduate women, underrepresented minorities, and those that might not otherwise have the opportunity.

 

Registration: This event is free, however, for logistical and catering purposes, please register through the link here: http://www.pims.math.ca/scientific-event/190726-psplec

 

This Lecture is part of the 2019 Diversity in Mathematics Summer School.

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Matthias Kloeckner
Wed 31 Jul 2019, 2:00pm
Probability Seminar
MATX 1102
Markov chains of triangles converging to collinearity
MATX 1102
Wed 31 Jul 2019, 2:00pm-3:00pm

Abstract

The three medians of any triangle intersect in its barycenter and dissect
the triangle into six smaller "children" triangles. Let D_n be a Markov
chain of triangles with D_n chosen uniformly among the children of D_{n-1}.
P. Diaconis and L. Miclo (2011) show that almost surely the "flatness" of
D_n, namely its maximal edge length divided by its minimal height length,
converges to infinity exponentially fast. In the limit the vertices of D_n
become collinear. D. Mannion (1988, 1990) and S. Volkov (2013) show the same
results for different Markov chains of triangles D_n, where the vertices of
D_n are either independently and uniformly chosen in the interior of D_{n-1}
(Mannion) or independently and uniformly on each edge of D_{n-1} (Volkov).
We formulate the above results as special cases of a more general theorem
about certain random walks on the group of complex 3 x 3 matrices.
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Cambridge University
Wed 31 Jul 2019, 3:30pm
Probability Seminar
MATH 126
Hyperbolic symmetry and random walk isomorphisms
MATH 126
Wed 31 Jul 2019, 3:30pm-4:30pm

Abstract

The classical random walk isomorphism theorems relate the square of a Gaussian free field to the local time of a corresponding random walk. These relations and their supersymmetric versions have been used in both directions: in the study of (non-Gaussian) spin systems and field theories using random walk techniques and in the study of self-interacting walks in terms of fields. I will present non-Gaussian analogues that relate hyperbolic sigma models to linearly reinforced random walks. As an application, we show that the vertex-reinforced jump process is recurrent in two dimensions.

This is joint work with Andrew Swan and Tyler Helmuth.
 
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Tue 3 Sep 2019, 9:00am SPECIAL
MATX 1102
Qualifying Exams - Analysis
MATX 1102
Tue 3 Sep 2019, 9:00am-12:00pm

Details

For more information on Qualifying Exams, please visit http://www.math.ubc.ca/Grad/QualifyingExams/index.shtml
Lunch (pizza) will be provided in MATX 1101  for students writing the Analysis exam.
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Tue 3 Sep 2019, 1:00pm SPECIAL
MATX 1102
Qualifying Exams - Differential Equations
MATX 1102
Tue 3 Sep 2019, 1:00pm-4:00pm

Details

For more info, please visit http://www.math.ubc.ca/Grad/QualifyingExams/index.shtml
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Tue 3 Sep 2019, 1:00pm SPECIAL
MATX 1102
Qualifying Exams - Algebra
MATX 1102
Tue 3 Sep 2019, 1:00pm-4:00pm

Details

For more info, please visit http://www.math.ubc.ca/Grad/QualifyingExams/index.shtml
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Tue 3 Sep 2019, 4:30pm SPECIAL
MATH 125
Department Graduate Orientation
MATH 125
Tue 3 Sep 2019, 4:30pm-6:00pm

Details

Refreshments available.
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Zhejiang University
Thu 5 Sep 2019, 3:30pm
Diff. Geom, Math. Phys., PDE Seminar
TBA
TBA
TBA
Thu 5 Sep 2019, 3:30pm-4:30pm

Abstract

 
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University of Waterloo
Tue 10 Sep 2019, 4:00pm
Discrete Math Seminar
ESB 4127
TBA
ESB 4127
Tue 10 Sep 2019, 4:00pm-5:00pm

Abstract

 
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KAIST
Wed 11 Sep 2019, 3:00pm
Probability Seminar
TBA
A Generalization to DAGs for Hierarchical Exchangeability
TBA
Wed 11 Sep 2019, 3:00pm-4:00pm

Abstract

 

Motivated by problems in Bayesian nonparametrics and

probabilistic programming discussed in Staton et al. (2018), we

present a new kind of partial exchangeability for random arrays which

we call DAG-exchangeability. In our setting, a given random array is

indexed by certain subgraphs of a directed acyclic graph (DAG) of

finite depth, where each nonterminal vertex has infinitely many

outgoing edges. We prove a representation theorem for such arrays

which generalizes the Aldous-Hoover representation theorem.

 

In the case that the DAGs are finite collections of certain rooted

trees, our arrays are hierarchically exchangeable in the sense of

Austin and Panchenko (2014), and we recover the representation theorem

proved by them. Additionally, our representation is fine-grained in

the sense that representations at higher levels of the hierarchy are

also available. This latter feature is important in applications to

probabilistic programming, thus offering an improvement over the

Austin-Panchenko representation even for hierarchical exchangeability.

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University of Washington
Tue 17 Sep 2019, 4:00pm
Discrete Math Seminar
ESB 4127
TBA
ESB 4127
Tue 17 Sep 2019, 4:00pm-5:00pm

Abstract


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U. Bath
Wed 18 Sep 2019, 3:00pm
Probability Seminar
TBA
Wed 18 Sep 2019, 3:00pm-4:00pm

Abstract

 
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U. Bath
Fri 20 Sep 2019, 3:00pm
Department Colloquium
ESB 2012
Rising Stars Colloquium - TBA
ESB 2012
Fri 20 Sep 2019, 3:00pm-4:00pm

Abstract

 

Note for Attendees

Refreshments will be served at 2:30 p.m. in ESB 4133 (Lounge).
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UBC
Tue 24 Sep 2019, 3:30pm
Diff. Geom, Math. Phys., PDE Seminar
TBA
TBA
TBA
Tue 24 Sep 2019, 3:30pm-4:30pm

Abstract

 
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U. Chicago
Wed 25 Sep 2019, 3:00pm
Probability Seminar
TBA
Wed 25 Sep 2019, 3:00pm-4:00pm

Abstract

 
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UBC Math
Fri 4 Oct 2019, 3:00pm
Department Colloquium
ESB 2012
TBA
ESB 2012
Fri 4 Oct 2019, 3:00pm-4:00pm
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Chris Ryan
Sauder, UBC
Tue 15 Oct 2019, 4:00pm
Discrete Math Seminar
ESB 4127
The discrete moment problem with nonconvex shape constraints
ESB 4127
Tue 15 Oct 2019, 4:00pm-5:00pm

Abstract

The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with additional “shape constraints” that guarantee the worst-case distribution is either log-concave (LC), has an increasing failure rate (IFR), or an increasing generalized failure rate (IGFR). These classes of shape constraints have not previously been studied in the literature, in part due to their inherent nonconvexities. Nonetheless, these classes of distributions are useful in practice with applications in revenue management, reliability, and inventory control. We characterize the structure of optimal extreme point distributions. We show, for example, that an optimal extreme point solution to a moment problem with m moments and LC shape constraints is piecewise geometric with at most m pieces. 

This is joint work with Xi Chen (NYU, Stern School of Business), Simai He (Shanghai University of Finance and Economics, School of Information Management and Engineering), Bo Jiang (Shanghai University of Finance and Economics, School of Information Management and Engineering), and Teng Zhang (Stanford, Management Science and Engineering).
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Cornell University
Wed 16 Oct 2019, 4:00pm
Probability Seminar
TBA
Wed 16 Oct 2019, 4:00pm-5:00pm

Abstract

 
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Cornell University
Fri 18 Oct 2019, 3:00pm
Department Colloquium
ESB 2012
(PIMS/UBC distinguished colloquium) TBA
ESB 2012
Fri 18 Oct 2019, 3:00pm-4:00pm

Abstract

 

Note for Attendees

Refreshments will be served at 2:30 p.m. in ESB 4133 (Lounge).
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UBC Math
Fri 25 Oct 2019, 3:00pm
Department Colloquium
ESB 2012
TBA
ESB 2012
Fri 25 Oct 2019, 3:00pm-4:00pm

Abstract


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Brian Chan
UBC
Tue 29 Oct 2019, 4:00pm
Discrete Math Seminar
ESB 4127
TBA
ESB 4127
Tue 29 Oct 2019, 4:00pm-5:00pm

Abstract

 
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Fri 15 Nov 2019, 3:00pm
Department Colloquium
ESB 2012
(reserved for PIMS UBC Mathematical Sciences Young Faculty Award)
ESB 2012
Fri 15 Nov 2019, 3:00pm-4:00pm

Abstract

A link to be provided later.
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Tue 14 Jan 2020, 4:00pm
Discrete Math Seminar
ESB 4127
ESB 4127
Tue 14 Jan 2020, 4:00pm-5:00pm

Abstract


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