Computational Mathematics and Applications Seminar

The Whitney forms on a simplicial triangulation are piecewise affine differential forms that are dual to integration over chains.  The so-called blow-up Whitney forms are piecewise rational generalizations of the Whitney forms.  These differential forms, which are also called shadow forms, were first introduced by Brasselet, Goresky, and MacPherson in the 1990s.  The blow-up Whitney forms exhibit singular behavior on the boundary of the simplex, and they appear to be well-suited for constructing certain novel finite element spaces, like tangentially- and normally-continuous vector fields on triangulated surfaces.  This talk will discuss the blow-up Whitney forms, their properties, and their applicability to PDEs like the Bochner Laplace problem.  

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This talk is hosted by Rutherford Appleton Laboratory and will take place @ Harwell Campus, Didcot, OX11 0QX

Time-series datasets are central in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs), which are powerful mathematical tools that allow for probabilistic and interpretable learning on time series. Estimating the model parameters in SSMs is arguably one of the most complicated tasks, and the inclusion of prior knowledge is known to both ease the interpretation but also to complicate the inferential tasks. In this talk, I will introduce a novel joint graphical modeling framework called DGLASSO (Dynamic Graphical Lasso) [1], that bridges the static graphical Lasso model [2] and the causal-based graphical approach for the linear-Gaussian SSM in [3]. I will also present a new inference method within the DGLASSO framework that implements an efficient block alternating majorization-minimization algorithm. The algorithm's convergence is established by departing from modern tools from nonlinear analysis. Experimental validation on synthetic and real weather variability data showcases the effectiveness of the proposed model and inference algorithm.

[1] E. Chouzenoux and V. Elvira. Sparse Graphical Linear Dynamical Systems. Journal of Machine Learning Research, vol. 25, no. 223, pp. 1-53, 2024

[2] J. Friedman, T. Hastie, and R. Tibshirani. Sparse inverse covariance estimation with the graphical LASSO. Biostatistics, vol. 9, no. 3, pp. 432–441, Jul. 2008.

[3] V. Elvira and E. Chouzenoux. Graphical Inference in Linear-Gaussian State-Space Models. IEEE Transactions on Signal Processing, vol. 70, pp. 4757-4771, Sep. 2022.

Over the last decade, adversarial attack algorithms have revealed instabilities in artificial intelligence (AI) tools. These algorithms raise issues regarding safety, reliability and interpretability; especially in high risk settings. Mathematics is at the heart of this landscape, with ideas from  numerical analysis, optimization, and high dimensional stochastic analysis playing key roles. From a practical perspective, there has been a war of escalation between those developing attack and defence strategies. At a more theoretical level, researchers have also studied bigger picture questions concerning the existence and computability of successful attacks. I will present examples of attack algorithms for neural networks in image classification, for transformer models in optical character recognition and for large language models. I will also show how recent generative diffusion models can be used adversarially. From a more theoretical perspective, I will outline recent results on the overarching question of whether, under reasonable assumptions, it is inevitable that AI tools will be vulnerable to attack.

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Several interesting and emerging problems in statistics, machine learning and optimal transport can be cast as minimisation of (entropy-regularised) objective functions defined on an appropriate space of probability distributions.  Numerical methods have historically focused on linear objective functions, a setting in which one has access to an unnormalised density for the distributional target.  For nonlinear objectives, numerical methods are relatively under-developed; for example, mean-field Langevin dynamics is considered state-of-the-art.  In the nonlinear setting even basic questions, such as how to tell whether or not a sequence of numerical approximations has practically converged, remain unanswered.  Our main contribution is to present the first computable measure of sub-optimality for optimisation in this context.  

Joint work with Clémentine Chazal, Heishiro Kanagawa, Zheyang Shen and Anna Korba.

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