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강연자 이창한
소속 Northwestern University
date 2021-09-16

 

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
첨부 '1'
List of Articles
카테고리 제목 소속 강연자
특별강연 Regularity of solutions of Hamilton-Jacobi equation on a domain file ENS-Lyon Albert Fathi
수학강연회 Regularity for non-uniformly elliptic problems file 경북대학교 오제한
수학강연회 Recommendation system and matrix completion: SVD and its applications (학부생을 위한 강연) file 서울대 전기공학부 정교민
수학강연회 Recent progress on the Brascamp-Lieb inequality and applications file Saitama University Neal Bez
수학강연회 Randomness of prime numbers file 서울대학교 임선희
수학강연회 Random walks in spaces of negative curvature file Yale Univ. Giulio Tiozzo
수학강연회 Random matrices and operator algebras file 서울대학교 수학교육과 윤상균
수학강연회 Random conformal geometry of Coulomb gas formalism file 서울대학교 강남규
특별강연 Queer Lie Superalgebras file Univ. of Texas, Arlington Dimitar Grantcharov
수학강연회 Quasi-homomorphisms into non-commutative groups file Kyoto Univ. Koji Fujiwara
수학강연회 Quantum Dynamics in the Mean-Field and Semiclassical Regime file Ecole Polytechnique Francoise Golse
수학강연회 Quantitative residual non-vanishing of special values of various L-functions file UNIST 선해상
수학강연회 Q-curvature in conformal geometry file 서강대 Pak Tung Ho
특별강연 Persistent Homology file Stanford University Gunnar E. Carlsson
수학강연회 Periodic orbits in symplectic geometry file 서울대 강정수
수학강연회 Partial differential equations with applications to biology file POSTECH 황형주
수학강연회 One and Two dimensional Coulomb Systems file 카이스트 폴정
수학강연회 On the Schauder theory for elliptic PDEs file 연세대학교 김세익
수학강연회 On the resolution of the Gibbs phenomenon file SUNY Buffalo 정재훈
수학강연회 On the distributions of partition ranks and cranks file 서울과학기술대학교 김병찬
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