Randomized affine isoperimetry and concentration phenomena

随机仿射等周法和浓度现象

• 批准号: 1612936
• 负责人: Peter Pivovarov
• 金额: $ 10万
• 依托单位: University of Missouri-Columbia
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2016
• 资助国家: 美国
• 起止时间: 2016-08-15 至 2019-07-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1612936&HistoricalAwards=false
• 关键词: Randomized; affine; isoperimetry; concentration; phenomena

The proposed research covers core topics in probability, convex geometry and analysis. Convex geometry is the bedrock for studying isoperimetric principles, laws that govern fundamental relationships between shapes and their size. The most famous such example is the classical isoperimetric inequality asserting that among all shapes of a given perimeter, circles enclose the largest area. Such principles underlie a wealth of extremal problems, e.g., in mathematical physics, information theory, optimization, among others. The PI and his coauthors have shown that global geometric features can be consequences of local random structure; his probabilistic tools reveal new and more quantitative information than is apparent from the standard principles. Conversely, the geometry of the underlying shapes can have implications in probability. This arises, for example, by replacing independence conditions by broader dependence structures, thereby making probabilistic results more broadly applicable. A major goal of the research is to use geometric considerations such as the presence of many symmetries as a guide for the replacement of independence. In a closely related direction, in applied sciences the "curse of dimensionality" refers to the notion that increasing a system's dimension comes with an unwieldy increase in complexity. On the other hand, a distinguishing feature of modern probability and convex geometry is that increasing the dimension brings unexpected benefits: patterns must arise simply by virtue of high-dimensionality. Mathematically, this is referred to as the "concentration of measure phenomenon" and it is fundamental in dealing effectively with large data sets, compression of signals, reducing complexity of algorithms, to name a few. The PI and co-PI will develop new tools to give considerably more accurate information on refined asymptotic scales, which are especially needed for applications. Here, as above, isoperimetric principles guide the development of the theory. The PI and co-PI will teach graduate courses on these topics, which will serve as excellent venues for engaging students in current research. Such courses may be of interest to students in computer science, statistics, or engineering whose research depends vitally on mathematics.The project centers on concentration properties of high-dimensional probability laws, particularly for marginal laws due to their connection to small deviation inequalities and non-asymptotic random matrix theory. Using affine isoperimetric principles, the PIs will investigate criteria for well-boundedness of marginal distributions, especially under non-independence regularity assumptions such as affine invariance properties. They will also study concentration properties of norms on high-dimensional Euclidean spaces, building on the co-PI's refinements of Milman's random version of Dvoretzky's theorem for some classical normed spaces, circumvent the standard approach via Lipschitz constants by using super-concentration techniques and other refined tools. The PI and co-PI will extend the study of concentration of functionals to the multi-dimensional setting of Grassmannian manifold of linear subspaces of Euclidean space. This is a natural unified setting for the various problems above: marginals of probability distributions, the asymptotic theory of convex bodies, stochastic geometry and randomized isoperimetric inequalities. Consequently, a better understanding of the associated randomness on the Grassmannian will have diverse applications.

拟议的研究涵盖概率，凸几何和分析的核心主题。凸几何是研究等周原理的基础，这些原理支配着形状和大小之间的基本关系。最著名的例子是经典的等周不等式，该不等式断言在给定周长的所有形状中，圆包围的面积最大。这些原则是大量极端问题的基础，例如，数学物理学、信息论、最优化等等。PI和他的合著者已经证明，全局几何特征可以是局部随机结构的结果;他的概率工具揭示了比标准原理更明显的新的和更定量的信息。相反，底层形状的几何形状可能具有概率含义。例如，通过用更广泛的依赖结构取代独立条件，从而使概率结果更广泛地适用。该研究的一个主要目标是使用几何考虑，如存在许多对称性，作为取代独立性的指导。在一个密切相关的方向上，在应用科学中，“维数灾难”指的是增加系统的维数会带来复杂性的笨拙增加。另一方面，现代概率和凸几何的一个显著特征是，增加维数会带来意想不到的好处：模式必须仅仅由于高维性而出现。在数学上，这被称为“测量集中现象”，并且它在有效处理大数据集、压缩信号、降低算法复杂性等方面是基本的。PI和co-PI将开发新的工具，以提供更准确的信息，细化渐近尺度，这是特别需要的应用程序。在这里，如上所述，等周原理指导理论的发展。PI和co-PI将教授有关这些主题的研究生课程，这些课程将成为吸引学生参与当前研究的绝佳场所。这些课程可能会对计算机科学、统计学或工程学的学生感兴趣，因为他们的研究主要依赖于数学。该项目集中在高维概率定律的集中特性，特别是边缘定律，因为它们与小偏差不等式和非渐近随机矩阵理论有关。使用仿射等周原理，PI将研究边缘分布的有界性标准，特别是在仿射不变性等非独立正则性假设下。他们还将研究高维欧几里得空间上范数的集中性质，建立在Milman的Dvoretzky定理的随机版本的co-PI改进的基础上，用于一些经典赋范空间，通过使用超集中技术和其他改进工具，绕过Lipschitz常数的标准方法。PI和co-PI将泛函的集中性研究推广到欧氏空间的线性子空间的格拉斯曼流形的多维情形。这是一个自然的统一设置为上述各种问题：边缘的概率分布，渐近理论的凸体，随机几何和随机等周不等式。因此，更好地理解格拉斯曼的相关随机性将有不同的应用。