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, 2:00pm3:00pm
Abstract
Consider the MongeKantorovich 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 oneparameter 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.
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University of Chicago

Thu 25 Jul 2019, 3:00pm
Probability Seminar

TBA

Thu 25 Jul 2019, 3:00pm4:00pm
Abstract
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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, 3:00pm4:00am
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 redirected 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 tenuretrack 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 20132014 MLK Visiting Assistant Professor of Mathematics at MIT. She cofounded the Applied Mathematical Sciences Summer Institute (AMSSI) and codirected 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/scientificevent/190726psplec
This Lecture is part of the 2019 Diversity in Mathematics Summer School.
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Wed 31 Jul 2019, 2:00pm
Probability Seminar
MATX 1102

Markov chains of triangles converging to collinearity

MATX 1102
Wed 31 Jul 2019, 2:00pm3:00pm
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_{n1}.
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_{n1}
(Mannion) or independently and uniformly on each edge of D_{n1} (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, 3:30pm4:30pm
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 (nonGaussian) spin systems and field theories using random walk techniques and in the study of selfinteracting walks in terms of fields. I will present nonGaussian analogues that relate hyperbolic sigma models to linearly reinforced random walks. As an application, we show that the vertexreinforced 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, 9:00am12:00pm
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, 1:00pm4:00pm
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, 1:00pm4:00pm
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, 4:30pm6:00pm
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, 3:30pm4:30pm
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, 4:00pm5:00pm
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, 3:00pm4:00pm
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 DAGexchangeability. 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 AldousHoover 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 finegrained 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
AustinPanchenko 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, 4:00pm5:00pm
Abstract
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U. Bath

Wed 18 Sep 2019, 3:00pm
Probability Seminar

TBA

Wed 18 Sep 2019, 3:00pm4:00pm
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, 3:00pm4:00pm
Abstract
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UBC

Tue 24 Sep 2019, 3:30pm
Diff. Geom, Math. Phys., PDE Seminar
TBA

TBA

TBA
Tue 24 Sep 2019, 3:30pm4:30pm
Abstract
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U. Chicago

Wed 25 Sep 2019, 3:00pm
Probability Seminar

TBA

Wed 25 Sep 2019, 3:00pm4:00pm
Abstract
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UBC Math

Fri 4 Oct 2019, 3:00pm
Department Colloquium
ESB 2012

TBA

ESB 2012
Fri 4 Oct 2019, 3:00pm4:00pm
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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, 4:00pm5:00pm
Abstract
The discrete moment problem is a foundational problem in distributionfree robust optimization, where the goal is to find a worstcase distribution that satisfies a given set of moments. This paper studies the discrete moment problems with additional “shape constraints” that guarantee the worstcase distribution is either logconcave (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, 4:00pm5:00pm
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, 3:00pm4:00pm
Abstract
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UBC Math

Fri 25 Oct 2019, 3:00pm
Department Colloquium
ESB 2012

TBA

ESB 2012
Fri 25 Oct 2019, 3:00pm4:00pm
Abstract
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UBC

Tue 29 Oct 2019, 4:00pm
Discrete Math Seminar
ESB 4127

TBA

ESB 4127
Tue 29 Oct 2019, 4:00pm5:00pm
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, 3:00pm4:00pm
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, 4:00pm5:00pm
Abstract
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Note for Attendees
* This is a joint event between probability and DGMPPDE.