Extra Form
강연자 이창한
소속 Northwestern University
date 2021-09-16


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.
첨부 '1'
List of Articles
카테고리 제목 소속 강연자
수학강연회 Conformal field theory and noncommutative geometry file 동경대학교 Kawahigashi
수학강연회 Subword complexity, expansion of real numbers and irrationality exponents file 동국대 김동한
수학강연회 The Lagrange and Markov Spectra of Pythagorean triples file 동국대학교 김동한
수학강연회 <학부생을 위한 ε 강연> 수학과 예술 - 초기 컴퓨터 그래픽 file 동양대학교 진중권
수학강연회 <학부생을 위한 강연> 수학과 보험산업 file 라이나생명 유신옥
특별강연 Combinatorics and Hodge theory file 미국 프린스턴대 교수, 한국 고등과학원 석학교수 허준이
수학강연회 Fixed points of symplectic/Hamiltonian circle actions file 부산대 수학과 장동훈
수학강연회 Global result for multiple positive radial solutions of p-Laplacian system on exterior domain file 부산대학교 이용훈
수학강연회 행렬, 행렬함수 그리고 행렬방정식 (Matrix, Matrix Functions and Matrix Equations) file 부산대학교 수학과 김현민
수학강연회 Mathematics, Biology and Mathematical Biology file 부산대학교 수학과 정일효
수학강연회 Symplectic topology and mirror symmetry of partial flag manifolds file 부산대학교 수학과 김유식
수학강연회 Q-curvature in conformal geometry file 서강대 Pak Tung Ho
수학강연회 Averaging formula for Nielsen numbers file 서강대학교 이종범
수학강연회 Symmetry Breaking in Quasi-1D Coulomb Systems file 서강대학교 Paul Jung
수학강연회 Noncommutative Surfaces file 서강대학교 Jens Hoppe
수학강연회 Regularity theory for non-autonomous elliptic equations in divergence form file 서강대학교 옥지훈
수학강연회 Elliptic equations with singular drifts in critical spaces file 서강대학교 김현석
수학강연회 Integer partitions, q-series, and Modular forms file 서울과학기술 대학 김병찬
수학강연회 On the distributions of partition ranks and cranks file 서울과학기술대학교 김병찬
수학강연회 Volume entropy of hyperbolic buildings file 서울대 임선희
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