Seminars and Colloquia by Series

Partial identification with Schrödinger bridges

Series
Stochastics Seminar
Time
Thursday, January 29, 2026 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Florian GunsiliusEmory University

Partial identification provides an alternative to point identification: instead of pinning down a unique parameter estimate, the goal is to characterize a set guaranteed to contain the true parameter value. Many partial identification approaches take the form of linear optimization problems, which seek the "best- and worst-case scenarios" of a proposed model subject to the constraint that the model replicates correct observable information. However, such linear programs become intractable in settings with multivalued or continuous variables. This paper introduces a novel method to overcome this computational and statistical curse of cardinality: an entropy penalty transforms these potentially infinite-dimensional linear programs into general versions of multi-marginal Schrödinger bridges, enabling efficient approximation of their solutions. In the process, we establish novel statistical and mathematical properties of such multi-marginal Schrödinger bridges---including an analysis of the asymptotic distribution of entropic approximations to infinite-dimensional linear programs. We illustrate this approach by analyzing  instrumental variable models with continuous variables, a setting that has been out of reach for existing methods.

Similarities and Differences between the Longest Common and Longest Common and Increasing Subsequences in Random Words

Series
Stochastics Seminar
Time
Thursday, January 22, 2026 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Christian HoudréGeorgia Institute of Technology

Let $LC_n$ be the length of the longest common subsequences of two independent random words whose letters are taken  in a finite alphabet and when the alphabet is totally ordered and let $LCI_n$ be the length of the longest common and increasing subsequences of the words.   Results on the asymptotic means, variances and limiting laws of these well-known random objects will be described and compared.

How trustworthy AI enables a paradigm shift in classical statistics for particle physics

Series
Stochastics Seminar
Time
Thursday, January 15, 2026 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Aishik GhoshGeorgia Tech

Particle physics research relies on making statistical statements about Nature. The field is one of the last bastions of classical statistics and certainly among its most rigorous users, relying on a worldwide computing grid to process zettabyte-scale data. Recent AI-enabled developments have reinvigorated research in classical statistics, particularly by removing the need for asymptotic approximations in many calculations.

 

In this talk, I will discuss how AI has allowed us to question core assumptions in our statistical inference techniques. Neural networks enable high-dimensional statistical inference, avoiding aggressive data reduction or the use of unnecessary assumptions. However, they also introduce new sources of systematic uncertainty that require novel uncertainty quantification tools. AI further enables more robust statistical inference by accelerating Neyman inversion and confidence-interval calibration. These advances allow the design of new test statistics that leverage Bayesian mathematical tools while still guaranteeing frequentist coverage, an approach that was previously considered computationally infeasible. These new techniques raise questions about practical methods for handling nuisance parameters, the definition of point estimators, and the computationally efficient implementation of mathematical solutions. If time permits, I will also introduce the emerging challenge of non-nestable hypothesis testing in particle physics.

 

My group is among the teams leading this revitalization of classical statistical research in particle physics, and I look forward to connecting with students and senior colleagues at Georgia Tech who are interested in contributing to this emerging field.

 

Bio: Aishik Ghosh is an assistant professor in the School of Physics at Georgia Tech with a focus on developing AI methods to accelerate fundamental physics and astrophysics. His group works on theoretical physics, statistical methods, and experiment design. For robust scientific applications, Dr. Ghosh focuses on uncertainty quantification, interpretability, and verifiability of AI algorithms, targeting publications in physics journals and ML conferences.

Precise Error Rates for Computationally Efficient Testing

Series
Stochastics Seminar
Time
Thursday, November 20, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Alex WeinUC Davis

We consider one of the most basic high-dimensional testing problems: that of detecting the presence of a rank-1 "spike" in a random Gaussian (GOE) matrix. When the spike has structure such as sparsity, inherent statistical-computational tradeoffs are expected. I will discuss some precise results about the computational complexity, arguing that the so-called "linear spectral statistics" achieve the best possible tradeoff between type I & II errors among all polynomial-time algorithms, even though an exponential-time algorithm can do better. This is based on https://arxiv.org/abs/2311.00289 with Ankur Moitra which uses a version of the low-degree polynomial heuristic, as well as forthcoming work with Ansh Nagda which gives a stronger form of reduction-based hardness.

Extreme singular values of sparse random rectangular matrices

Series
Stochastics Seminar
Time
Thursday, November 13, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yizhe ZhuUniversity of Southern California

The bi-adjacency matrix of an Erdős–Rényi random bipartite graph with bounded aspect ratio is a rectangular random matrix with Bernoulli entries. Depending on the sparsity parameter $p$, its spectral behavior may either resemble that of a classical Wishart matrix or depart from this universal regime. In this talk, we study the extreme singular values at the critical density $np=c\log n$. We present the first quantitative characterization of the emergence of outlier singular values outside the Marčenko–Pastur law and determine their precise locations as functions of the largest and smallest degree vertices in the underlying random graph, which can be seen as an analogue of the Bai–Yin theorem in the sparse setting. These results uncover a clear mechanism by which combinatorial structures in sparse graphs generate spectral outliers. Joint work with Ioana Dumitriu, Haixiao Wang and Zhichao Wang.

Geodesics and approximate geodesics in critical 2D first-passage percolation

Series
Stochastics Seminar
Time
Thursday, November 6, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Erik BatesNorth Carolina State University

First-passage percolation on the square lattice is a random growth model in which each edge of Z^2 is assigned an i.i.d. nonnegative weight.  The passage time between two points is the smallest total weight of a nearest-neighbor path connecting them, and a path achieving this minimum is called a geodesic.  Typically, the number of edges in a geodesic is comparable to the Euclidean distance between its endpoints.  However, when the edge-weights take the value 0 with probability exactly 1/2, a strikingly different behavior occurs: geodesics travel primarily on critical clusters of zero-weight edges, whose internal graph distance scales superlinearly with Euclidean distance.  Determining the precise degree of this superlinear scaling is a challenging and ongoing endeavor.  I will discuss recent progress on this front (joint with David Harper, Xiao Shen, and Evan Sorensen), along with complementary results on a dual problem, where we restrict path lengths and analyze passage times (joint with Jack Hanson and Daniel Slonim).

New perspectives on learning networks from dynamics

Series
Stochastics Seminar
Time
Tuesday, November 4, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Ani SridharNew Jersey Institute of Technology

Suppose that a continuous-time, stochastic diffusion (i.e., the Susceptible-Infected process) spreads on an unknown graph. We only observe the time at which the diffusion reaches each vertex, i.e., the set of infection times. What can be learned about the unknown graph from the infection times? While there is far too little information to learn individual edges in the graph, we show that certain high-level properties -- such as the number of vertices of sufficiently high degree, or super-spreaders -- can surprisingly be determined with certainty. To achieve this goal, we develop a suite of algorithms that can efficiently detect vertices of degree asymptotically greater than sqrt(n) from infection times, for a natural and general class of graphs with n vertices. To complement these results, we show that our algorithms are information-theoretically optimal: there exist graphs for which it is impossible to tell whether vertices of degree larger than n^{1/2 - \epsilon} exist from vertices' infection times, for any \epsilon > 0. Finally, we discuss the broader implications of our ideas for change-point detection in non-stationary point processes. This talk is based on joint work with Anna Brandenberger (MIT) and Elchanan Mossel (MIT).

The Brownian and Poisson transport maps

Series
Stochastics Seminar
Time
Friday, October 31, 2025 - 13:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Yair ShenfeldBrown University

Please Note: Please note the nonstandard date (Friday) and time (1pm).

Transport maps serve as a powerful tool to transfer information from source to target measures. However, this transfer of information is possible only if the transport map is sufficiently regular, which is often difficult to show. I will explain how taking the source measure to be an infinite-dimensional measure, and building transport maps based on stochastic processes, solves some of these challenges both in the continuous and discrete settings. 

Power law covariance and a solvable model of the Kaplan scaling laws

Series
Stochastics Seminar
Time
Thursday, October 23, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Speaker
Elliot PaquetteMcGill University

One of the foundational ideas in modern machine learning is the scaling hypothesis: that machine learning models will improve in a predictable manner, with each doubling of resources leading to a commensurate improvement in abilities.  These were formalized for large language models in the Kaplan et al. scaling laws.

This is an almost entirely empirically observed law, which motivates the development probabilistic models that can explain these laws and to ultimately inform how to answer fundamental questions, such as: what can improve these laws? Or what causes them to break?

In this talk I’ll focus on a simple random matrix model of these scaling laws, the power law random features model, which motivates new iteration of stochastic algorithms which have the potential to change these scaling laws.  This random matrix model is not fully solved, and there are many open questions, both in pure probability and machine learning that rise in this study.

The reasonable effectiveness of continuous time branching processes in understanding evolving network models

Series
Stochastics Seminar
Time
Thursday, October 9, 2025 - 15:30 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Shankar BhamidiUniversity of North Carolina at Chapel Hill

A wide array of network growth models have been proposed across various domains as test beds to understand questions such as the effect of network change point (when a shock to the network changes the probabilistic rules of its evolution) or the role of attributes in driving the emergence of network structure and subsequent centrality measures in real world systems. 

The goal of this talk will be to describe three specific settings where continuous time branching processes give mathematical insight into asymptotic properties of such models. In the first setting, a natural network change point model can be directly embedded into continuous time thus leading to an understanding of long range dependence of the initial network system on subsequent properties imply the difficulty in understanding and estimating network change point. In the second application, we will describe a notion of resolvability where convergence of a simple macroscopic functional in a model of networks with vertex attributes, coupled with stochastic approximation techniques implies local weak convergence of a standard model of nodal attribute driven network evolution to a limit infinite random structure driven by a multitype continuous time branching process. In the second setting, continuous time branching processes only emerge in the limit. In the final setting we will describe network evolution models with delay where once again such processes arise only in the limit. 

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