https://www.math.snu.ac.kr/board/files/attach/images/701/ff97c54e6e21a4ae39315f9a12b27314.png
Extra Form
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 L-function: complex vs. p-adic file 충북대학교 선해상
Math Colloquia Iwasawa main conjecture and p-adic L-functions file 포항공과대학교 박지훈
Math Colloquia Iwahori-Hecke algebras and beyond file University of Picardie Jules-Verne, Amiens 김성순
Math Colloquia It all started with Moser file Univ. of Wisconsin/포항공대 Paul Rabinowitz
Special Colloquia Irreducible Plane Curve Singularities file 서울대학교 강정혁
Math Colloquia Introduction to Non-Positively Curved Groups file KAIST 김상현
Math Colloquia Integer partitions, q-series, and Modular forms file 서울과학기술 대학 김병찬
Math Colloquia Infinite order rationally slice knots file 카이스트 수리과학과 박정환
Math Colloquia Ill-posedness for incompressible Euler equations at critical regularit file 서울대학교 정인지
Math Colloquia Idempotents and topologies file University of Waterloo Nico Spronk
Math Colloquia Hybrid discontinuous Galerkin methods in computational science and engineering file 연세대 박은재
Math Colloquia How to solve linear systems in practice file 이화여대 수학과 민조홍
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
Special Colloquia Harmonic bundles and Toda lattices with opposite sign file RIMS, Kyoto Univ. Takuro Mochizuki
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
Board Pagination Prev 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Next
/ 15