epshteyn (at) math.utah.edu
) Special Joint Statistics/Stochastics and Applied Math Seminar
January 12. LCB 219 at 4pm.
Speaker:
Daniel Sanz-Alonso, Department of Applied Mathematics, Brown University
Title: New Perspectives on Importance Sampling
Abstract: Importance sampling is a building block of many algorithms in
computational statistics, perhaps most notably particle filters. It is the
importance sampling step that often limits the accuracy of these
algorithms. In this talk I will introduce a new way of understanding
importance sampling based on information theory. I will argue that the
fundamental problem facing algorithms based on importance sampling can be
understood in terms of the distance between certain measures. The results
give new understanding on the potential use of importance sampling and
particle filters in high (possibly infinite) dimensional spaces.
Special Joint Statistics/Stochastics and Applied Math Seminar
January 17. LCB 219 at 4pm.
Speaker:
Kevin Moon, Genetics Department and Applied Math Program, Yale University
Title: Nonparametric Estimation of Distributional Functionals in Machine Learning
Abstract: Distributional functionals are integrals of functionals of probability
densities and include functionals such as information divergence, mutual
information, and entropy. Distributional functionals have many applications in the
fields of information theory, statistics, signal processing, and machine learning.
Many existing nonparametric distributional functional estimators have either unknown
convergence rates or are difficult to implement. In this talk, I present multiple
applications of distributional functional estimation, focusing on the problems of
dimensionality reduction, extending machine learning tasks to distributional
features, and estimating the optimal probability of error (the Bayes error) of a
classification problem. I then present a simple, computationally tractable
nonparametric estimator of a wide class of distributional functionals that achieves
parametric convergence rates under certain smoothness conditions. The asymptotic
distribution of the estimator is also derived.
Special Joint Statistics/Stochastics and Applied Math Seminar
January 19. LCB 219 at 3pm.
Speaker:
Harish Bhat, Department of Mathematics, University of
California, Merced
Title: Statistical Estimation and Inference for Stochastic Differential Equations
Abstract: We consider the problem of estimating parameters in stochastic differential
equation (SDE) models from discrete-time observations (time series). A key
bottleneck is computation of the log likelihood. I will describe a method,
density tracking by quadrature (DTQ), to compute densities and likelihoods
in low-dimensional systems. DTQ consists of using quadrature to solve, at
each time step, the Chapman-Kolmogorov equation associated with a
time-discretization of the SDE. After motivating DTQ, I will discuss
theoretical and empirical convergence results. These results include
convergence in L^1 to both the exact pdf of the Markov chain (with
exponential convergence rate), and to the exact pdf of the SDE (with linear
convergence rate). I will then propose two methods for nonparametric
estimation in the high-dimensional SDE setting. The first is an extension
of equation discovery techniques used in the deterministic context, while
the second is an expectation maximization approach.
February 5
Speaker:
Masashi Mizuno, Department of Mathematics, Nihon University, Japan
Title: Evolution of grain boundaries with lattice orientations and triple
junctions effect
Abstract: Grain boundaries and their evolution are strongly related to many
properties of materials, like metals and alloys. Mathematically, for
planer network case, the motion of the grain boundaries is often
described by the geometric curve evolution equations. In these equations,
the dynamics of the grain boundaries are assumed to depend only on the
shape of the grains. However, grain lattice orientation structure (thus
misorientations, which are differences between lattice orientations of
neighboring grains), as well as the mobility of the triple junctions of the grains also
play an important role on the evolution of the grain boundaries.
In this talk, I will introduce a new model of the grain boundary migration
that takes into account the dynamics of misorientations, as well as the
mobility of the triple junctions. Next,
mathematical analysis of the model, in particular, asymptotic behavior of
the solution will be presented.
This is a joint work with Yekaterina Epshteyn (The University of Utah) and
Chun Liu (Illinois institute of Technology).
February 26
Speaker:
Noel Walkington, Department of Mathematics, Carnegie Mellon University
Title: Numerical Approximation of Multiphase Flows in Porous Media
Abstract: This talk will review structural properties of the equations used to
model geophysical flows which involve multiple components undergoing
phase transitions. Simulations of these problems only model the gross
properties of these flows since a precise description of the physical
system is neither available nor computationally tractable. In this
context mathematics provides an essential foundation to facilitate the
integration of phenomenology and physical intuition to develop robust
numerical schemes that inherit essential structural and physical
properties of the underlying problem.
April 2
Speaker:
Graeme Milton, Department of Mathematics, The University of Utah
Title: Exact relations for Green's functions in linear PDE and boundary field equalities: a
generalization of conservation laws
Abstract: TBA
Joint work with Daniel Onofrei.
April 9
Speaker:
Rodrigo Platte, School of Mathematical and Statistical Sciences,
Arizona State University
Title: TBA
Abstract: TBA
April 16
Speaker:
Matthew Yancey
Title: TBA
Abstract: TBA
April 23
Speaker:
Katayun Barmak, Department of Applied Physics and Applied
Mathematics with Materials Science and Engineering, Columbia University
Title: Grain Structure, Grain Boundary Character Distribution and Grain Growth in Thin Metallic Films
Abstract: The types and connectivity of grain boundaries strongly influence materials properties. In the macroscopic description of grain boundaries, a general grain boundary is characterized by five parameters: three parameters to specify the lattice misorientation between the adjoining crystals meeting at the boundary and two parameters to specify the inclination of the boundary plane normal. Grain boundary character distribution (GBCD) gives the relative area of boundaries with a given misorientation and a given boundary normal. Using electron back scatter diffraction in the scanning electron microscope, GBCDs of many materials with grain sizes in the micrometer range have been measured. More recently precession electron diffraction in the transmission electron microscope has allowed these measurements to be extended to nanocrystalline materials. In this talk, GBCD of three nanocrystalline metallic films, aluminum, copper and tungsten (Al, Cu and W), will be compared with their microcrystalline counterparts. Grain structure of the films in the as-deposited and annealed states will be presented and related to crystal structure and bonding. Experimental grain size distributions using image based and crystal orientation mapping based methods in Al and Cu will be compared with the distribution obtained in two-dimensional simulations of grain growth with isotropic boundary energy. The role of structure formation processes during film deposition in the observed difference between experiment and simulation will be noted.
epshteyn (at) math.utah.edu
).
Past lectures: Fall 2017, Spring 2017, Spring 2016, Fall 2015, Spring 2015, Fall 2014, Spring 2014, Fall 2013, Spring 2013, Fall 2012, Spring 2012, Fall 2011, Spring 2011, Fall 2010, Spring 2010, Fall 2009, Spring 2009, Fall 2008, Spring 2008, Fall 2007, Spring 2007, Fall 2006, Spring 2006, Fall 2005, Spring 2005, Fall 2004, Spring 2004, Fall 2003, Spring 2003, Fall 2002, Spring 2002, Fall 2001, Spring 2001, Fall 2000, Spring 2000, Fall 1999, Spring 1999, Fall 1998, Spring 1998, Winter 1998, Fall 1997, Spring 1997, Winter 1997, Fall 1996, Spring 1996, Winter 1996, Fall 1995.