Home /  GFA Young Researchers Seminar: Efficient High-Dimensional Sampling and Integration

Seminar

GFA Young Researchers Seminar: Efficient High-Dimensional Sampling and Integration August 30, 2017 (11:00 AM PDT - 12:30 PM PDT)
Parent Program:
Location: SLMath: Eisenbud Auditorium
Speaker(s) Benjamin Cousins (Georgia Institute of Technology)
Description No Description
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video
No Video Uploaded
Abstract/Media

The search for efficient algorithms for high-dimensional sampling and integration has led to a number of deep connections to convex geometry. Notably, the KLS conjecture, a purely geometric statement about isotropic convex bodies, was made by Kannan, Lovász, and Simonovits in 1995 alongside their search for a faster volume algorithm. In this talk, I will give an overview of the algorithmic approaches used for sampling, integration, and volume computation, while illustrating the geometric and probabilistic tools used to prove the algorithmic efficiency. Additionally, I will discuss recent progress on this line of work and show an O^*(n^3) volume algorithm for well-rounded convex bodies, which was previously suspected to rely on a positive resolution of the KLS conjecture. The theoretical ideas for the algorithms also appear to transfer over to practice, and I will demonstrate a MATLAB implementation that can experimentally sample or integrate over a polytope in a few hundred dimensions. To conclude the talk, I will give a fairly in-depth discussion of interesting open questions.

No Notes/Supplements Uploaded No Video Files Uploaded