Probability Seminar
- When: Thursdays at 2:30 pm
- Where: 901 Van Vleck Hall
- Organizers: Hanbaek Lyu, Tatyana Shcherbyna, David Clancy
- To join the probability seminar mailing list: email probsem+subscribe@g-groups.wisc.edu.
- To subscribe seminar lunch announcements: email lunchwithprobsemspeaker+subscribe@g-groups.wisc.edu
Spring 2025
Thursdays at 2:30 PM either in 901 Van Vleck Hall or on Zoom
We usually end for questions at 3:20 PM.
January 23, 2025:
No seminar
January 30, 2025: Promit Ghosal (UChicago)
Bridging Theory and Practice in Stein Variational Gradient Descent: Gaussian Approximations, Finite-Particle Rates, and Beyond
Stein Variational Gradient Descent (SVGD) has emerged as a powerful interacting particle-based algorithm for nonparametric sampling, yet its theoretical properties remain challenging to unravel. This talk delves into two complementary perspectives about SVGD. First, we explore Gaussian-SVGD, a framework that projects SVGD onto the family of Gaussian distributions via a bilinear kernel. We establish rigorous convergence results for both mean-field dynamics and finite-particle systems, demonstrating linear convergence to equilibrium in strongly log-concave settings and unifying recent algorithms for Gaussian variational inference (GVI) under a single framework. Second, we analyze the finite-particle convergence rates of SVGD in Kernelized Stein Discrepancy (KSD) and Wasserstein-2 metrics. Leveraging a novel decomposition of the relative entropy time derivative, we achieve near-optimal rates with polynomial dimensional dependence and extend these results to bilinear-enhanced kernels.
February 6, 2025: Subhabrata Sen (Harvard)
TBD
February 13, 2025:
TBD
February 20, 2025: Mustafa Alper Gunes (Princeton)
TBD
February 27, 2025: Souvik Dhara (Purdue)
TBD
March 6, 2025: Alexander Meehan (UW-Madison, Department of Philosophy)
What conditional probability could (probably) be
According to orthodox probability theory, when B has probability zero, the conditional probability of A given B can depend on the partition or sub-sigma-field that B is relativized to. This relativization to sub-sigma-fields, a hallmark of Kolmogorov's theory of conditional expectation, is traditionally seen as appropriate in a treatment of conditioning with continuous variables, and it is what allows the theory to preserve Total Disintegrability, a generalization of the Law of Total Probability to uncountable partitions. In this talk, I will argue that although the relativization of conditional probability to sub-sigma-fields has advantages, it also has an underrecognized cost: it leads to puzzles for the treatment of iterated conditioning. I will discuss these puzzles and some possible implications for the foundations of conditional probability.
This talk is based on joint work with Snow Zhang (UC Berkeley).
March 13, 2025: Klara Courteaut (Courant)
TBD
March 20, 2025: Ewain Gwynne (UChicago)
TBD
March 27, 2025: SPRING BREAK
No seminar
April 3, 2025: Jimme He (OSU)
TBD
April 10, 2025: Evan Sorensen (Columbia)
TBD
April 17, 2025:
TBD
April 24, 2025: William Leep (University of Minnesota, Twin Cities)
TBD
May 1, 2025:
No seminar