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DTSTART;TZID=America/New_York:20221007T110000
DTEND;TZID=America/New_York:20221007T120000
DTSTAMP:20260506T214557
CREATED:20240214T105028Z
LAST-MODIFIED:20240301T081713Z
UID:10002681-1665140400-1665144000@cmsa.fas.harvard.edu
SUMMARY:Principal flow\, sub-manifold and boundary
DESCRIPTION:Member Seminar  \nSpeaker: Zhigang Yao \nTitle: Principal flow\, sub-manifold and boundary \nAbstract: While classical statistics has dealt with observations which are real numbers or elements of a real vector space\, nowadays many statistical problems of high interest in the sciences deal with the analysis of data which consist of more complex objects\, taking values in spaces which are naturally not (Euclidean) vector spaces but which still feature some geometric structure. I will discuss the problem of finding principal components to the multivariate datasets\, that lie on an embedded nonlinear Riemannian manifold within the higher-dimensional space. The aim is to extend the geometric interpretation of PCA\, while being able to capture the non-geodesic form of variation in the data. I will introduce the concept of a principal sub-manifold\, a manifold passing through the center of the data\, and at any point on the manifold extending in the direction of highest variation in the space spanned by the eigenvectors of the local tangent space PCA. We show the principal sub-manifold yields the usual principal components in Euclidean space. We illustrate how to find\, use and interpret the principal sub-manifold\, by which a principal boundary can be further defined for data sets on manifolds.
URL:https://cmsa.fas.harvard.edu/event/member-seminar-10722/
LOCATION:CMSA Room G10\, CMSA\, 20 Garden Street\, Cambridge\, MA\, 02138\, United States
CATEGORIES:Member Seminar
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20221014T110000
DTEND;TZID=America/New_York:20221014T120000
DTSTAMP:20260506T214557
CREATED:20240214T103536Z
LAST-MODIFIED:20240301T081027Z
UID:10002676-1665745200-1665748800@cmsa.fas.harvard.edu
SUMMARY:Quantum magnet chains and Kashiwara crystals
DESCRIPTION:Speaker: Leonid Rybnikov\, Harvard CMSA/National Research University Higher School of Economics \nTitle: Quantum magnet chains and Kashiwara crystals \nAbstract: Solutions of the algebraic Bethe ansatz for quantum magnet chains are\, generally\, multivalued functions of the parameters of the integrable system. I will explain how to compute some monodromies of solutions of Bethe ansatz for the Gaudin magnet chain. Namely\, the Bethe eigenvectors in the Gaudin model can be regarded as a covering of the Deligne-Mumford moduli space of stable rational curves\, which is unramified over the real locus of the Deligne-Mumford space. The monodromy action of the fundamental group of this space (called cactus group) on the eigenlines can be described very explicitly in purely combinatorial terms of Kashiwara crystals — i.e. combinatorial objects modeling the tensor category of finite-dimensional representations of a semisimple Lie algebra g. More specifically\, this monodromy action is naturally equivalent to the action of the same group by commutors (i.e. combinatorial analog of a braiding) on a tensor product of Kashiwara crystals. This is joint work with Iva Halacheva\, Joel Kamnitzer\, and Alex Weekes.
URL:https://cmsa.fas.harvard.edu/event/member-seminar-101422/
LOCATION:CMSA Room G10\, CMSA\, 20 Garden Street\, Cambridge\, MA\, 02138\, United States
CATEGORIES:Member Seminar
ATTACH;FMTTYPE=image/png:https://cmsa.fas.harvard.edu/media/CMSA-Member-Seminar-10.14.22.png
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20221021T110000
DTEND;TZID=America/New_York:20221021T120000
DTSTAMP:20260506T214557
CREATED:20230809T110107Z
LAST-MODIFIED:20240301T080144Z
UID:10001226-1666350000-1666353600@cmsa.fas.harvard.edu
SUMMARY:Explicit Ramsey Graphs and Two Source Extractors
DESCRIPTION:Speaker: David Zuckerman\, Harvard CMSA/University of Texas at Austin \nTitle: Explicit Ramsey Graphs and Two Source Extractors \nAbstract: Ramsey showed that any graph on N nodes contains a clique or independent set of size (log N)/2.  Erdos showed that there exist graphs on N nodes with no clique or independent set of size 2 log N\, and asked for an explicit construction of such graphs.  This turns out to relate to the question of extracting high-quality randomness from two independent low-quality sources.  I’ll explain this connection and our recent exponential improvement in constructing two-source extractors.
URL:https://cmsa.fas.harvard.edu/event/member-seminar-title-tba-5/
LOCATION:CMSA Room G10\, CMSA\, 20 Garden Street\, Cambridge\, MA\, 02138\, United States
CATEGORIES:Member Seminar
ATTACH;FMTTYPE=image/png:https://cmsa.fas.harvard.edu/media/CMSA-Member-Seminar-10.21.22.png
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=America/New_York:20221028T110000
DTEND;TZID=America/New_York:20221028T120000
DTSTAMP:20260506T214557
CREATED:20230809T110603Z
LAST-MODIFIED:20240301T080243Z
UID:10001227-1666954800-1666958400@cmsa.fas.harvard.edu
SUMMARY:Some non-concave dynamic optimization problems in finance
DESCRIPTION:Member Seminar \nSpeaker: Shuaijie Qian (Harvard CMSA) \nTitle: Some non-concave dynamic optimization problems in finance \nAbstract: Non-concave dynamic optimization problems appear in many areas of finance and economics. Most of existing literature solves these problems using the concavification principle\, and derives equivalent\, concave optimization problems whose value functions are still concave. In this talk\, I will present our recent work on some non-concave dynamic optimization problems\, where the concavification principle may not hold and the resulting value function is indeed non-concave. \nThe first work is about the portfolio selection model with capital gains tax and a bitcoin mining model with exit options and technology innovation\, where the average tax basis and the average mining cost serves as an approximation\, respectively. This approximation results in a non-concave value function\, and the associated HJB equation problem turns out to admit infinitely many solutions. We show that the value function is the minimal (viscosity) solution of the HJB equation problem. Moreover\, the penalty method still works and converges to the value function. \nThe second work is about a non-concave utility maximization problem with portfolio constraints. We find that adding bounded portfolio constraints\, which makes the concavification principle invalid\, can significantly affect economic insights in the existing literature. As the resulting value function is likely discontinuous\, we introduce a new definition of viscosity solution\, prove the corresponding comparison principle\, and show that a monotone\, stable\, and consistent finite difference scheme converges to the solution of the utility maximization problem. \n 
URL:https://cmsa.fas.harvard.edu/event/member-seminar-title-tba-6/
LOCATION:CMSA Room G10\, CMSA\, 20 Garden Street\, Cambridge\, MA\, 02138\, United States
CATEGORIES:Member Seminar
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