Fri, 25 Jan 2019

12:00 - 13:00
L4

Deep learning on graphs and manifolds: going beyond Euclidean data

Michael Bronstein
(Imperial College London)
Abstract

In the past decade, deep learning methods have achieved unprecedented performance on a broad range of problems in various fields from computer vision to speech recognition. So far research has mainly focused on developing deep learning methods for Euclidean-structured data. However, many important applications have to deal with non-Euclidean structured data, such as graphs and manifolds. Such data are becoming increasingly important in computer graphics and 3D vision, sensor networks, drug design, biomedicine, high energy physics, recommendation systems, and social media analysis. The adoption of deep learning in these fields has been lagging behind until recently, primarily since the non-Euclidean nature of objects dealt with makes the very definition of basic operations used in deep networks rather elusive. In this talk, I will introduce the emerging field of geometric deep learning on graphs and manifolds, overview existing solutions and outline the key difficulties and future research directions. As examples of applications, I will show problems from the domains of computer vision, graphics, high-energy physics, and fake news detection. 

Wed, 16 Jan 2019
15:00
L4

On the Ring-LWE and Polynomial-LWE problems

Alexandre Wallet
(ENS Lyon)
Abstract

The Ring Learning With Errors problem (RLWE) comes in various forms. Vanilla RLWE is the decision dual-RLWE variant, consisting in distinguishing from uniform a distribution depending on a secret belonging to the dual OK^vee of the ring of integers OK of a specified number field K. In primal-RLWE, the secret instead belongs to OK. Both decision dual-RLWE and primal-RLWE enjoy search counterparts. Also widely used is (search/decision) Polynomial Learning With Errors (PLWE), which is not defined using a ring of integers OK of a number field K but a polynomial ring Z[x]/f for a monic irreducible f in Z[x]. We show that there exist reductions between all of these six problems that incur limited parameter losses. More precisely: we prove that the (decision/search) dual to primal reduction from Lyubashevsky et al. [EUROCRYPT 2010] and Peikert [SCN 2016] can be implemented with a small error rate growth for all rings (the resulting reduction is nonuniform polynomial time); we extend it to polynomial-time reductions between (decision/search) primal RLWE and PLWE that work for a family of polynomials f that is exponentially large as a function of deg f (the resulting reduction is also non-uniform polynomial time); and we exploit the recent technique from Peikert et al. [STOC 2017] to obtain a search to decision reduction for RLWE. The reductions incur error rate increases that depend on intrinsic quantities related to K and f.

Based on joint work with Miruna Roșca and Damien Stehlé.

Thu, 17 Jan 2019

16:00 - 17:00
L6

Elliptic analogs of multiple zeta values

Nils Matthes
(Oxford University)
Abstract

Multiple zeta values are generalizations of the special values of Riemann's zeta function at positive integers. They satisfy a large number of algebraic relations some of which were already known to Euler. More recently, the interpretation of multiple zeta values as periods of mixed Tate motives has led to important new results. However, this interpretation seems insufficient to explain the occurrence of several phenomena related to modular forms.

The aim of this talk is to describe an analog of multiple zeta values for complex elliptic curves introduced by Enriquez. We will see that these define holomorphic functions on the upper half-plane which degenerate to multiple zeta values at cusps. If time permits, we will explain how some of the rather mysterious modular phenomena pertaining to multiple zeta values can be interpreted directly via the algebraic structure of their elliptic analogs.

Mon, 04 Mar 2019

15:45 - 16:45
L3

Numerical approximation of BSDEs with polynomial growth driver

ARNAUD LIONNET
(Birmingham University)
Abstract

Backward Stochastic Differential Equations (BSDEs) provide a systematic way to obtain Feynman-Kac formulas for linear as well as nonlinear partial differential equations (PDEs) of parabolic and elliptic type, and the numerical approximation of their solutions thus provide Monte-Carlo methods for PDEs. BSDEs are also used to describe the solution of path-dependent stochastic control problems, and they further arise in many areas of mathematical finance. 

In this talk, I will discuss the numerical approximation of BSDEs when the nonlinear driver is not Lipschitz, but instead has polynomial growth and satisfies a monotonicity condition. The time-discretization is a crucial step, as it determines whether the full numerical scheme is stable or not. Unlike for Lipschitz driver, while the implicit Bouchard-Touzi-Zhang scheme is stable, the explicit one is not and explodes in general. I will then present a number of remedies that allow to recover a stable scheme, while benefiting from the reduced computational cost of an explicit scheme. I will also discuss the issue of numerical stability and the qualitative correctness which is enjoyed by both the implicit scheme and the modified explicit schemes. Finally, I will discuss the approximation of the expectations involved in the full numerical scheme, and their analysis when using a quasi-Monte Carlo method.

Mon, 04 Mar 2019

14:15 - 15:15
L3

Support characterisation for path-dependent SDEs

ALEXANDER KALININ
(Imperial College)
Abstract

By viewing a stochastic process as a random variable taking values in a path space, the support of its law describes the set of all attainable paths. In this talk, we show that the support of the law of a solution to a path-dependent stochastic differential equation is given by the image of the Cameron-Martin space under the flow of mild solutions to path-dependent ordinary differential equations, constructed by means of the vertical derivative of the diffusion coefficient. This result is based on joint work with Rama Cont and extends the Stroock-Varadhan support theorem for diffusion processes to the path-dependent case.

Mon, 25 Feb 2019

15:45 - 16:45
L3

Reinforcement and random media

XIAOLIN ZENG
(University of Strasbourg)
Abstract

Abstract: The edge reinforced random walk is a self-interacting process, in which the random walker prefer visited edges with a bias proportional to the number of times the edges were visited. We will gently introduce this model and talk about some of its histories and recent progresses.

 

Mon, 25 Feb 2019

14:15 - 15:15
L3

Angles of Random Polytopes

DMITRY ZAPOROZHETS
(St. Petersburg University)
Abstract

We will consider some problems on calculating  the average  angles of random polytopes. Some of them are open.

Mon, 18 Feb 2019

14:15 - 15:15
L3

Cut off phenomenon for the weakly asymmetric simple exclusion process

CYRIL LABBE
(Ceremade Dauphin)
Abstract

Consider the asymmetric simple exclusion process with k particles on a linear lattice of N sites. I will present results on the asymptotic of the time needed for the system to reach its equilibrium distribution starting from the worst initial configuration (also called mixing time). Two main regimes appear according to the strength of the asymmetry (in terms of k and N), and in both regimes, the system displays a cutoff phenomenon: the distance to equilibrium falls abruptly from 1 to 0. This is a joint work with Hubert Lacoin (IMPA).

 

 

Mon, 18 Feb 2019

15:45 - 16:45
L3

The branching-ruin number, the once-reinforced random walk, and other results

DANIEL KIOUS
(University of Bath)
Abstract

In a joint-work with Andrea Collevecchio and Vladas Sidoravicius,  we study  phase transitions in the recurrence/transience of a class of self-interacting random walks on trees, which includes the once-reinforced random walk. For this purpose, we define the branching-ruin number of a tree, which is  a natural way to measure trees with polynomial growth and therefore provides a polynomial version of the branching number defined by Furstenberg (1970) and studied by R. Lyons (1990). We prove that the branching-ruin number of a tree is equal to the critical parameter for the recurrence/transience of the once-reinforced random walk on this tree. We will also mention two other results where the branching-ruin number arises as critical parameter: first, in the context of random walks on heavy-tailed random conductances on trees and, second, in the case of Volkov's M-digging random walk.

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