A hacking day of Mathematics for Data Science at the Department of Mathematics
BioPh.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.
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.
- 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.
- Thursday 15 October 2020 @ 15.00-18.00
- Friday 16 October 2020 @ 15.00-18.00
- 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