Probability and Statistics Seminar
Spring 2021 Previous semesters
The seminars will be held online using Zoom. The Zoom address will be emailed to those who are interested.
Meeting Times: Wednesdays 4pm- 5pm.
Please contact Zhipeng Liu or Joonha Park for arrangements.
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Feb 10 |
Raul Bolanos (University of Kansas) |
Feb 24 (2pm) |
Suzie Brown (University of Warwick) Asymptotic Genealogies of Sequential Monte Carlo Algorithms Sequential Monte Carlo (SMC) algorithms find applications across a wide range of areas, most notably in non-linear filtering and smoothing for state space models. The performance of SMC is limited, particularly in smoothing applications, by the phenomenon of ancestral degeneracy, an inevitable consequence of the resampling step. We study the genealogies induced by resampling, showing that the genealogies of many popular SMC algorithms converge to Kingman’s n-coalescent. The tractability of this limiting process allows ancestral degeneracy to be quantified and thus hopefully mitigated, by informing the choice of algorithm and tuning parameters. Joint work with Paul Jenkins, Adam Johansen and Jere Koskela. |
Mar 3 |
Yier Lin (Columbia University) Lyapunov exponents of the SHE for general initial data We consider the (1+1)-dimensional stochastic heat equation (SHE) with multiplicative white noise and the Cole-Hopf solution of the Kardar-Parisi-Zhang (KPZ) equation. We show an exact way of computing all the positive real Lyapunov exponents of the SHE for a large class of initial data which includes any bounded deterministic positive initial data and the stationary initial data. As a consequence, we derive exact formulas for the upper tail large deviation rate functions of the KPZ equation for general initial data. This is a joint work with Promit Ghosal. |
Mar 10 |
Duncan Dauvergne (Princeton University) TBA |
Mar 17 |
Guangqu Zheng (University of Kansas) TBA |
Mar 24 (2pm) |
Richard Kraaij (Delft University of Technology) TBA |
Mar 31 |
TBA |
Apr 7 (5pm) |
Jeremy Heng (ESSEC Business School) |
Apr 14 |
Hao Shen (University of Wisconsin-Madison ) TBA |
Apr 21 |
Zhenyu Zhang (University of California, Los Angeles) |
Apr 28 |
Pierre Nyquist ( KTH Royal Institute of Technology) TBA |
May 5 |
TBA |