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Lecturer 이창한
Dept. Northwestern University
date Sep 16, 2021

 

Abstract: 
While the typical behaviors of stochastic systems are often deceptively oblivious to the tail distributions of the underlying uncertainties, the ways rare events arise are vastly different depending on whether the underlying tail distributions are light-tailed or heavy-tailed. Roughly speaking, in light-tailed settings, a system-wide rare event arises because everything goes wrong a little bit as if the entire system has conspired up to provoke the rare event (conspiracy principle), whereas, in heavy-tailed settings, a system-wide rare event arises because a small number of components fail catastrophically (catastrophe principle). In the first part of this talk, I will introduce the recent developments in the theory of large deviations for heavy-tailed stochastic processes at the sample path level and rigorously characterize the catastrophe principle. In the second part, I will explore an intriguing connection between the catastrophe principle and a central mystery of modern AI—the unreasonably good generalization performance of deep neural networks.
 
This talk is based on the ongoing research in collaboration with Mihail Bazhba, Jose Blanchet, Bohan Chen, Sewoong Oh, Insuk Seo, Zhe Su, Xingyu Wang, and Bert Zwart.
 
Short Bio: 
Chang-Han Rhee is an Assistant Professor in Industrial Engineering and Management Sciences at Northwestern University. Before joining Northwestern University, he was a postdoctoral researcher in the Stochastics Group at Centrum Wiskunde & Informatica and in Industrial & Systems Engineering and Biomedical Engineering at Georgia Tech. He received his Ph.D. in Computational and Mathematical Engineering from Stanford University. His research interests include applied probability, stochastic simulation, and statistical learning. He was a winner of the Outstanding Publication Award from the INFORMS Simulation Society in 2016, a winner of the Best Student Paper Award (MS/OR focused) at the 2012 Winter Simulation Conference, and a finalist of the 2013 INFORMS George Nicholson Student Paper Competition.
Atachment
Attachment '1'
List of Articles
Category Subject Dept. Lecturer
Math Colloquia High dimensional nonlinear dynamics file 경북대학교 도영해
Math Colloquia Heavy-tailed large deviations and deep learning's generalization mystery file Northwestern University 이창한
Math Colloquia Hamiltonian dynamics, Floer theory and symplectic topology file University of Wisconsin 오용근
Math Colloquia Gromov-Witten-Floer theory and Lagrangian intersections in symplectic topology file IBS, 포항공과대학교 오용근
Math Colloquia Green’s function for initial-boundary value problem file National Univ. of Singapore Shih-Hsien Yu
Math Colloquia Global result for multiple positive radial solutions of p-Laplacian system on exterior domain file 부산대학교 이용훈
Math Colloquia Geometry, algebra and computation in moduli theory file 서울대 현동훈
Math Colloquia Geometric structures and representation spaces file 서울대학교 이계선
Math Colloquia Geometric Langlands theory: A bridge between number theory and physics file 서울대학교 유필상
Math Colloquia Generalized multiscale HDG (hybridizable discontinuous Galerkin) methods for flows in highly heterogeneous porous media file 육군사관학교 문미남
Math Colloquia Gaussian free field and conformal field theory file 서울대학교 강남규
Math Colloquia From mirror symmetry to enumerative geometry file 서울대학교 오정석
Math Colloquia Freudenthal medal, Klein medal 수상자의 수학교육이론 file 서울대 수학교육과 권오남
Math Colloquia Free boundary problems arising from mathematical finance file 경희대학교 전준기
Math Colloquia Fixed points of symplectic/Hamiltonian circle actions file 부산대 수학과 장동훈
Math Colloquia Fermat´s last theorem file 카이스트 최서현
Math Colloquia Fefferman's program and Green functions in conformal geometry file 서울대학교 Raphaël Ponge
Math Colloquia Fano manifolds of Calabi-Yau Type file 서울대학교 Atanas Iliev
Math Colloquia Faithful representations of Chevalley groups over quotient rings of non-Archimedean local fields file Univ. Bremen Keivan Mallahi-Karai
Math Colloquia Existence of positive solutions for φ-Laplacian systems file 이용훈 수학강연회,특별강연,대중강연
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