Balanced truncation for Bayesian inference
Abstract
We consider the Bayesian inverse problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large dimension of the dynamical system state poses a computational obstacle to computing the exact posterior distribution. Balanced truncation is a system-theoretic method for model reduction which obtains an efficient reduced-dimension dynamical system by projecting the system operators onto state directions which simultaneously maximize energies defined by reachability and observability Gramians. We show that in our inference setting, the prior covariance and Fisher information matrices can be naturally interpreted as reachability and observability Gramians, respectively. We use these connections to propose a balancing approach to model reduction for the inference setting. The resulting reduced model then inherits stability properties and error bounds from system theory, and yields an optimal posterior covariance approximation.
An unbounded version of Zarankiewicz's problem
Abstract
Zarankiewicz's problem for hypergraphs asks for upper bounds on the number of edges of a hypergraph that has no complete sub-hypergraphs of a given size. Let M be an o-minimal structure. Basit-Chernikov-Starchenko-Tao-Tran (2021) proved that the following are equivalent:
(1) "linear Zarankiewicz's bounds" hold for hypergraphs whose edge relation is induced by a fixed relation definable in M
(2) M does not define an infinite field.
We prove that the following are equivalent:
(1') linear Zarankiewicz bounds hold for sufficiently "distant" hypergraphs whose edge relation is induced by a fixed relation definable in M
(2') M does not define a full field (that is, one whose domain is the whole universe of M).
This is joint work (in progress) with Aris Papadopoulos.
Recent results on finite element methods for incompressible flow at high Reynolds number
Abstract
The design and analysis of finite element methods for high Reynolds flow remains a challenging task, not least because of the difficulties associated with turbulence. In this talk we will first revisit some theoretical results on interior penalty methods using equal order interpolation for smooth solutions of the Navier-Stokes’ equations at high Reynolds number and show some recent computational results for turbulent flows.
Then we will focus on so called pressure robust methods, i.e. methods where the smoothness of the pressure does not affect the upper bound of error estimates for the velocity of the Stokes’ system. We will discuss how convection can be stabilized for such methods in the high Reynolds regime and, for the lowest order case, show an interesting connection to turbulence modelling.
00:00
(Postponed)
Abstract
We call affine logic the fragment of continuous logic in which the connectives are limited to linear combinations and the constants (but quantification is allowed, in the usual continuous form). This fragment has been introduced and studied by S.M. Bagheri, the first to observe that this is the appropriate framework to consider convex combinations of metric structures and, more generally, ultrameans, i.e., ultraproducts in which the ultrafilter is replaced by a finitely additive probability measure. Bagheri has shown that many fundamental results of continuous logic hold in affine logic in an appropriate form, including Łoś's theorem, the compactness theorem, and the Keisler--Shelah isomorphism theorem.
In affine logic, type spaces are compact convex sets. In this talk I will report on an ongoing work with I. Ben Yaacov and T. Tsankov, in which we initiate the study of extremal models in affine logic, i.e., those that only realize extreme types.
Axiomatizing the existential theory of $F_p((t))$
Abstract
From a model theoretic point of view, local fields of positive characteristic, i.e. fields of Laurent series over finite fields, are much less well understood than their characteristic zero counterparts - the fields of real, complex and p-adic numbers. I will discuss different approaches to axiomatize and decide at least their existential theory in various languages and under various forms of resolution of singularities. This includes new joint work with Sylvy Anscombe and Philip Dittmann.
Uniform families of definable sets in finite structures
Abstract
A theorem of Chatzidakis, van den Dries and Macintyre, stemming ultimately from the Lang-Weil estimates, asserts, roughly, that if $\phi(x,y)$ is a formula in the language of rings (where $x,y$ are tuples) then the size of the solution set of $\phi(x,a)$ in any finite field $F_q $(where $a$ is a parameter tuple from $F_q$) takes one of finitely many dimension-measure pairs as $F_q$ and $a$ vary: for a finite set $E$ of pairs $(\mu,d)$ ($\mu$ rational, $d$ integer) dependent on $\phi$, any set $\phi(F_q,a)$ has size roughly $\mu q^d$ for some $(\mu,d) \in E$.
This led in work of Elwes, Steinhorn and myself to the notion of 'asymptotic class’ of finite structures (a class satisfying essentially the conclusion of Chatzidakis-van den Dries-Macintyre). As an example, by a theorem of Ryten, any family of finite simple groups of fixed Lie type forms an asymptotic class. There is a corresponding notion for infinite structures of 'measurable structure’ (e.g. a pseudofinite field, by the Chatzidakis-van den Dries-Macintyre theorem, or certain pseudofinite difference fields).
I will discuss a body of work with Sylvy Anscombe, Charles Steinhorn and Daniel Wolf which generalises this, incorporating a richer range of examples with fewer model-theoretic constraints; for example, the corresponding infinite 'generalised measurable’ structures, for which the definable sets are assigned values in some ordered semiring, need no longer have simple theory. I will also discuss a variant in which sizes of definable sets in finite structures are given exactly rather than asymptotically.