Randomized affine isoperimetry and concentration phenomena
Randomized affine isoperimetry and concentration phenomena
批准号:
1612936
负责人:
Peter Pivovarov
金额:
$10.0万
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
项目状态:
已结题
起止时间:
2016-08-15 至 2019-07-31
中文摘要
建议的研究涵盖了概率论,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及其大小之间的基本关系。最著名的例子是经典的等周不等式,它断言在给定周长的所有形状中,圆包围的面积最大。这些原理构成了许多极端问题的基础,例如,在数学物理、信息论、优化等领域。PI和他的合著者已经证明,全局几何特征可能是局部随机结构的结果;与标准原理相比,他的概率工具揭示了新的、更多的定量信息。相反,潜在形状的几何形状可以在概率中产生影响。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,例如许多对称性的存在,作为替代独立性的指导。在一个密切相关的方向上,在应用科学中,“维度的诅咒”指的是这样一种概念,即增加系统的维度会带来难以处理的复杂性增加。另一方面,现代概率几何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:模式必须仅仅凭借高维数而产生。在数学上,这被称为“测度集中现象”,它是有效处理大型数据集、压缩信号、降低算法复杂性等方面的基础。PI和co-PI将开发新的工具,在精细渐近尺度上提供更准确的信息,这在应用中是特别需要的。在这里,和上面一样,等周原理指导着理论的发展。PI和co-PI将教授这些主题的研究生课程,这将成为吸引学生参与当前研究的绝佳场所。这些课程可能对计算机科学、统计学或工程学的学生感兴趣,他们的研究主要依赖于数学。该项目以高维概率律的集中特性为中心,特别是边际律,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准则,特别是在非独立性规则假设下,如仿射不变性。他们还将研究高维欧几里得空间上范数的集中特性,建立在对一些经典赋范空间的米尔曼随机版Dvoretzky定理的co-PI改进基础上,通过使用超集中技术和其他改进工具,通过Lipschitz常数绕过标准方法。PI和co-PI将泛函集中的研究扩展到欧几里得空间的线性子空间的格拉斯曼流形的多维设置。这是上述各种问题的自然统一设置:概率分布的边际、凸体的渐近理论、随机几何和随机等周不等式。因此,更好地理解格拉斯曼年的相关随机性将有多种应用。
英文摘要
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.
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会议论文
Convexity and stochastic isoperimetry
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批准号:2105468
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项目类别:Standard Grant
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资助金额:$19.39万
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财政年份:2021
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负责人:Peter Pivovarov
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依托单位:
Conference on Functional Analysis
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批准号:1566573
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项目类别:Standard Grant
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资助金额:$1.62万
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财政年份:2016
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负责人:Peter Pivovarov
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依托单位:
Analytic and probabilistic techniques in modern convex geometry
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批准号:1546974
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项目类别:Standard Grant
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资助金额:$4.0万
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财政年份:2015
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负责人:Peter Pivovarov
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依托单位:
国内基金
海外基金
随机多重分形的时维谱分布理论及Affine类时频处理技术
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批准号:60702016
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项目类别:青年科学基金项目
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资助金额:20.0万元
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批准年份:2007
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负责人:熊刚
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依托单位:
无限维李代数的表示及相关课题
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批准号:10571119
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项目类别:面上项目
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资助金额:24.0万元
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批准年份:2005
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负责人:姜翠波
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依托单位: