Next Talk
 Speaker: 
Afonso Bandeira 
 Title: 
On Phase Transitions for Spiked Random Matrix and Tensor Models 
 Date and time: 
March 31, 1:00 p.m. (pizza and drinks at 12:45 p.m.) 
 Venue: 
WWH 1302

Abstract
A central problem of random matrix theory is to understand
the eigenvalues of spiked random matrix models, in which a prominent
eigenvector (or low rank structure) is planted into a random matrix.
These distributions form natural statistical models for principal
component analysis (PCA) problems throughout the sciences, where the
goal is often to recover or detect the planted low rank structured. In
this talk we discuss fundamental limitations of statistical methods to
perform these tasks and methods that outperform PCA at it. Emphasis
will be given to low rank structures arising in Synchronization
problems.
Time permitting, analogous results for spiked tensor models will also be discussed.
Joint work with: Amelia Perry, Alex Wein, and Ankur Moitra.
This seminar is meant to benefit young mathematicians, particularly graduate students and postdocs.
It aims to accomplish the following:
 provide a venue for talks that young mathematicians will understand
 expose students to areas of research at the Courant Institute
The research talks should be fairly introductory and accessible to students and nonspecialists in the audience.
Schedule Spring 2017
March 10
 Speaker: 
Ben BlumSmith 
 Title:  Invariant polynomials and quotients of spheres 

 
Abstract
Classical invariant theory is about trying to describe the collection
("ring") of multivariate polynomials over Q or C that are unaffected
by ("invariant under") some specific group of coordinate
transformations. The theory is mature, and there are many powerful
general theorems that describe this ring's good properties.
Surprisingly, a number of these theorems fail if the polynomials are
restricted to integer coefficients.
In this talk, we investigate one such failure. In the classical case,
all the invariant polynomials can be written uniquely in terms of a
preselected few. Over the integers, this works for some transformation
groups but not others. Which groups?
In another twist, this question turns out to be closely related to a
question in pure topology: if a group of transformations acts on a
sphere, is the quotient a nice topological space like a sphere or a
ball? Or is it something more exotic? 

March 24
 Speaker: 
Eric VandenEijnden 
 Title:  Small Noise, Big Impact: The Inexorable Effect of Random Perturbations on Dynamical Systems 

 
Abstract
Small random perturbations may have a dramatic impact on the evolution of dynamical systems, and large deviation theory (LDT) is often the right theoretical framework to understand these effects. At the core of the theory lies the minimization of an action functional, which in many cases of interest has to be computed by numerical means. In this talk I will review some of the theoretical and computational aspects behind these calculations, with illustrations from applications in material sciences, fluid dynamics, atmosphere/ocean sciences, and reaction kinetics. In terms of models, these examples involve stochastic (ordinary or partial) differential equations with multiplicative or degenerate noise, Markov jump processes, and systems with fast and slow degrees of freedom, which all violate detailed balance, so that simpler computational methods are not applicable. 

March 31
 Speaker: 
Afonso Bandeira 
 Title:  On Phase Transitions for Spiked Random Matrix and Tensor Models 

 
Abstract
A central problem of random matrix theory is to understand
the eigenvalues of spiked random matrix models, in which a prominent
eigenvector (or low rank structure) is planted into a random matrix.
These distributions form natural statistical models for principal
component analysis (PCA) problems throughout the sciences, where the
goal is often to recover or detect the planted low rank structured. In
this talk we discuss fundamental limitations of statistical methods to
perform these tasks and methods that outperform PCA at it. Emphasis
will be given to low rank structures arising in Synchronization
problems.
Time permitting, analogous results for spiked tensor models will also be discussed.
Joint work with: Amelia Perry, Alex Wein, and Ankur Moitra. 

April 14
 Speaker: 
Thomas Leblé 
 Title:  tba 

 
Abstract
tba 

April 28
 Speaker: 
Shafer Smith 
 Title:  tba 

 
Abstract
tba 

If you would like to give a talk or ask a question about the seminar,
please contact one of the seminar organizers:
Alexisz Gaal   gaal [at] cims [dot] nyu [dot] edu 
Reza Gheissari   reza [at] cims [dot] nyu [dot] edu 
Benjamin McKenna   mckenna [at] cims [dot] nyu [dot] edu 
Previous semesters
Descriptions of earlier talks are
here.
Department of Mathematics
Courant Institute of Mathematical Sciences
New York University
251 Mercer St.
New York, NY 10012