Thu, 06 Mar 2014

14:00 - 15:00
L5

Kullback-Leibler Approximation Of Probability Measures

Professor Andrew Stuart
(University of Warwick)
Abstract

Many problems in the physical sciences

require the determination of an unknown

function from a finite set of indirect measurements.

Examples include oceanography, oil recovery,

water resource management and weather forecasting.

The Bayesian approach to these problems

is natural for many reasons, including the

under-determined and ill-posed nature of the inversion,

the noise in the data and the uncertainty in

the differential equation models used to describe

complex mutiscale physics. The object of interest

in the Bayesian approach is the posterior

probability distribution on the unknown field [1].

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However the Bayesian approach presents a

computationally formidable task as it

results in the need to probe a probability

measure on separable Banach space. Monte

Carlo Markov Chain methods (MCMC) may be

used to achieve this [2], but can be

prohibitively expensive. In this talk I

will discuss approximation of probability measures

by a Gaussian measure, looking for the closest

approximation with respect to the Kullback-Leibler

divergence. This methodology is widely

used in machine-learning [3]. In the context of

target measures on separable Banach space

which themselves have density with respect to

a Gaussian, I will show how to make sense of the

resulting problem in the calculus of variations [4].

Furthermore I will show how the approximate

Gaussians can be used to speed-up MCMC

sampling of the posterior distribution [5].

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[1] A.M. Stuart. "Inverse problems: a Bayesian

perspective." Acta Numerica 19(2010) and

http://arxiv.org/abs/1302.6989

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[2] S.L.Cotter, G.O.Roberts, A.M. Stuart and D. White,

"MCMC methods for functions: modifying old algorithms

to make them faster". Statistical Science 28(2013).

http://arxiv.org/abs/1202.0709

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[3] C.M. Bishop, "Pattern recognition and machine learning".

Springer, 2006.

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[4] F.J. Pinski G. Simpson A.M. Stuart H. Weber, "Kullback-Leibler

Approximations for measures on infinite dimensional spaces."

http://arxiv.org/abs/1310.7845

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[5] F.J. Pinski G. Simpson A.M. Stuart H. Weber, "Algorithms

for Kullback-Leibler approximation of probability measures in

infinite dimensions." In preparation.

Tue, 26 Nov 2013

14:30 - 15:30
L3

FO limits of trees

Dan Kral
(University of Warwick)
Abstract

Nesetril and Ossona de Mendez introduced a new notion of convergence of graphs called FO convergence. This notion can be viewed as a unified notion of convergence of dense and sparse graphs. In particular, every FO convergent sequence of graphs is convergent in the sense of left convergence of dense graphs as studied by Borgs, Chayes, Lovasz, Sos, Szegedy, Vesztergombi and others, and every FO convergent sequence of graphs with bounded maximum degree is convergent in the Benjamini-Schramm sense.

FO convergent sequences of graphs can be associated with a limit object called modeling. Nesetril and Ossona de Mendez showed that every FO convergent sequence of trees with bounded depth has a modeling. We extend this result

to all FO convergent sequences of trees and discuss possibilities for further extensions.

The talk is based on a joint work with Martin Kupec and Vojtech Tuma.

Mon, 02 Dec 2013

17:00 - 18:00
L6

A positive mass theorem for CR manifolds

Andrea Malchiodi
(University of Warwick)
Abstract

We consider a class of CR manifold which are defined as asymptotically

Heisenberg,

and for these we give a notion of mass. From the solvability of the

$\Box_b$ equation

in a certain functional class ([Hsiao-Yung]), we prove positivity of the

mass under the

condition that the Webster curvature is positive and that the manifold

is embeddable.

We apply this result to the Yamabe problem for compact CR manifolds,

assuming positivity

of the Webster class and non-negativity of the Paneitz operator. This is

joint work with

J.H.Cheng and P.Yang.

Fri, 01 Nov 2013

14:00 - 15:00
L5

Design principles and dynamics in clocks, cell cycles and signals

Professor David Rand
(University of Warwick)
Abstract

I will discuss two topics. Firstly, coupling of the circadian clock and cell cycle in mammalian cells. Together with the labs of Franck Delaunay (Nice) and Bert van der Horst (Rotterdam) we have developed a pipeline involving experimental and mathematical tools that enables us to track through time the phase of the circadian clock and cell cycle in the same single cell and to extend this to whole lineages. We show that for mouse fibroblast cell cultures under natural conditions, the clock and cell cycle phase-lock in a 1:1 fashion. We show that certain perturbations knock this coupled system onto another periodic state, phase-locked but with a different winding number. We use this understanding to explain previous results. Thus our study unravels novel phase dynamics of 2 key mammalian biological oscillators. Secondly, I present a radical revision of the Nrf2 signalling system. Stress responsive signalling coordinated by Nrf2 provides an adaptive response for protection against toxic insults, oxidative stress and metabolic dysfunction. We discover that the system is an autonomous oscillator that regulates its target genes in a novel way.

Thu, 30 May 2013
12:00
Gibson 1st Floor SR

A coupled parabolic-elliptic system arising in the theory of magnetic relaxation

James Robinson
(University of Warwick)
Abstract
    In 1985 Moffatt suggested that stationary flows of the 3D Euler equations with non-trivial topology could be obtained as the time-asymptotic limits of certain solutions of the equations of magnetohydrodynamics. Heuristic arguments also suggest that the same is true of the system
    \[ -\Delta u+\nabla p=(B\cdot\nabla)B\qquad\nabla\cdot u=0\qquad \]
    \[ B_t-\eta\Delta B+(u\cdot\nabla)B=(B\cdot\nabla)u \] when $\eta=0$.

    In this talk I will discuss well posedness of this coupled elliptic-parabolic equation in the two-dimensional case when $B(0)\in L^2$ and $\eta$ is positive.
    Crucial to the analysis is a strengthened version of the 2D Ladyzhenskaya inequality: $\|f\|_{L^4}\le c\|f\|_{L^{2,\infty}}^{1/2}\|\nabla f\|_{L^2}^{1/2}$, where $L^{2,\infty}$ is the weak $L^2$ space. I will also discuss the problems that arise in the case $\eta=0$.


    This is joint work with David McCormick and Jose Rodrigo.
Mon, 22 Apr 2013

14:15 - 15:15
Oxford-Man Institute

Ito's formula via rough paths.

DAVID KELLY
(University of Warwick)
Abstract

Abstract: Non-geometric rough paths arise
when one encounters stochastic integrals for which the the classical
integration by parts formula does not hold. We will introduce two notions of
non-geometric rough paths - one old (branched rough paths) and one new (quasi
geometric rough paths). The former (due to Gubinelli) assumes one knows nothing
about products of integrals, instead those products must be postulated as new
components of the rough path. The latter assumes one knows a bit about
products, namely that they satisfy a natural generalisation of the
"Ito" integration by parts formula. We will show why they are both
reasonable frameworks for a large class of integrals. Moreover, we will show
that Ito's formula can be derived in either framework and that this derivation
is completely algebraic. Finally, we will show that both types of non-geometric
rough path can be re-written as geometric rough paths living above an extended
version of the original path. This means that every non-geometric rough
differential equation can be re-written as a geometric rough differential
equation, hence generalising the Ito-Stratonovich correction formula.

Mon, 21 Jan 2013

14:15 - 15:15
Oxford-Man Institute

Contraction Rates for Bayesian Inverse Problems

SERGIOS AGAPIOU
(University of Warwick)
Abstract

Abstract: We consider the inverse problem of recovering u from a noisy, indirect observation We adopt a Bayesian approach, in which the aim is to determine the posterior distribution _y on the unknown u, given some prior information about u in the form of a prior distribution _0,together with the observation y. We are interested in the question of posterior consistency, which is the characterization of the behaviour of _y as more data become available. We work in a separable Hilbert space X, assuming a Gaussian prior _0 = N(0; _ 2C0). The theory is developed using two concrete problems: i) a family of linear inverse problems in which we want to _nd u from y where y = A

Fri, 08 Mar 2013

14:30 - 15:30
DH 3rd floor SR

Accurate Filtering with 3DVAR for Dissipative Systems

Dr Kody Law
(University of Warwick)
Abstract

Unstable dynamical systems can be stabilized, and hence the solution

recovered from noisy data, provided two conditions hold. First, observe

enough of the system: the unstable modes. Second, weight the observed

data sufficiently over the model. In this talk I will illustrate this for the

3DVAR filter applied to three dissipative dynamical systems of increasing

dimension: the Lorenz 1963 model, the Lorenz 1996 model, and the 2D

Navier-Stokes equation.

Mon, 19 Nov 2012

14:15 - 15:15
Oxford-Man Institute

Google maps and improper Poisson line processes

WILFRID KENDALL
(University of Warwick)
Abstract

I will report on joint work in progress with David Aldous, concerning a curious random metric space on the plane which can be constructed with the help of an improper Poisson line process.

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