A hacking day of Mathematics for Data Science at the Department of Mathematics

Giovanni Peccati

Giovanni Peccati
Department of Mathematics,
Faculty of Science, Technology and Medicine
Luxembourg University
Bio Ph.D. Thesis in Mathematics, December 2002. Université Paris VI September 2003-September 2008. Maître de Conférences, LSTA, Paris VI Habilitation à Diriger des recherches, December 2006, LSTA, Paris V September 2008-January 2010: Professeur des Universités (Full Professor), Modal'X, Université Paris Ouest. February 2010-Now: Full Professor, Université du Luxembourg. Head of the Department of Mathematics of Luxembourg University since 2018. Elected IMS Fellow 2018.

Syllabus

I will present the basic features of the so-called Malliavin-Stein method, consisting of a fruitful combination of Malliavin calculus and of Stein’s method for probabilistic approximations. Originally introduced in 2007 by Ivan Nourdin and the speaker, such a collection of techniques has gained enormous relevance in the last 10 years, in particular for its application to stochastic geometry (random graphs, and geometry of random fields). I will discuss several applications: to fourth-moment theorems on a Gaussian space, to the high-frequency analysis of random waves and to the derivation of functional inequalities and concentration estimates.

References

  • Nourdin, Ivan; Peccati, Giovanni. Normal approximations with Malliavin calculus. From Stein’s method to universality. Cambridge Tracts in Mathematics, 192. Cambridge University Press, Cambridge, 2012
  • Nourdin, Ivan; Peccati, Giovanni; Rossi, Maurizia. Nodal statistics of planar random waves. Comm. Math. Phys. 369 (2019), no. 1, 99-151
  • Ledoux, Michel; Nourdin, Ivan; Peccati, Giovanni. Stein’s method, logarithmic Sobolev and transport inequalities. Geom. Funct. Anal. 25 (2015), no. 1, 256-306.

Schedule

  • Thursday 15 October 2020 @ 15.00-18.00
  • Friday 16 October 2020 @ 15.00-18.00

Details

  • Participation is free, however a notification by email to Prof. Claudio Agostinelli is mandatory
  • For further information, please contact Prof. Claudio Agostinelli
  • Venue: Webinar, credentials will be sent to the participants the day before of the event
  • Language: English

Material (Restricted access, user: MS2020)

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