Séminaire de mathématiques appliquées (archives)

Nom de l'orateur
Julie Delon
Etablissement de l'orateur
MAP5
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

Gaussian Mixture Models (GMMs) are ubiquitous in statistics and machine learning and are especially useful in applied fields to represent probability distributions of real datasets. Optimal transport can be used to compute distances or geodesics between such mixture models, but the corresponding Wasserstein geodesics do not preserve the property of being a GMM. In this talk, we show that restricting the set of possible coupling measures to GMMs transforms the original infinitely dimensional optimal transport problem into a finite dimensional problem with a simple discrete formulation, well suited to applications where a clustering structure is present in the data. We also present possible extensions of this Wasserstein-type distance between GMMs that remain invariant to isometries. Inspired by the Gromov-Wasserstein distance, these extensions can also be used to compare GMMs of different dimensions.

Nom de l'orateur
Olivier Zahm
Etablissement de l'orateur
INRIA Grenoble
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

Transport-based density estimation methods are gaining popularity due to their efficiency in generating samples from the target density to be approximated. In this talk, we introduce a sequential framework for constructing a deterministic transport map as the composition of Knothe-Rosenblatt (KR) maps built in a greedy manner. The key ingredient is the introduction of an arbitrary sequence of 'bridging densities,' which is used to guide the sequential algorithm. While tempered (or annealed) bridging densities are natural to use in the context of Bayesian inverse problems, diffusion-based bridging densities are more suitable when the target density is known from samples only. To build each of the KR maps, we first estimate the intermediate density using Sum-of-Squares (SoS) density surrogates, and then we analytically extract the KR map of that precomputed approximation. We also propose a convergence analysis of the resulting algorithm with respect to the alpha-divergence, which generalizes previous results from the literature. Additionally, we numerically demonstrate our method on several benchmarks, including Bayesian inference problems and unsupervised learning tasks.

Nom de l'orateur
Thomas Vigier
Etablissement de l'orateur
Institut des mathématiques de Bordeaux
Date et heure de l'exposé
Lieu de l'exposé
Salle Eole
Résumé de l'exposé

Les modèles hydrodynamiques pour la fusion par confinement inertiel doivent être fermés en four- nissant une loi pour le flux de chaleur des électrons. Dans la plupart des cas hors-équilibre, la loi locale de Spitzer-Härm est insuffisante pour restituer l’ensemble des phénomènes physiques. En effet, la présence de forts gradients de température engendre l’apparition de flux de température non locaux qui rendent cette approche macroscopique incomplète. Pour restituer cet effet cinétique, la résolution d’une équation cinétique coûteuse à l’échelle microscopique serait requise. Néanmoins, du fait des situations physiques considérées, des modèles à l’échelle mésoscopique [1, 2] s’avèrent suffisants. En particulier, une approche aux moments permet de répondre à ces besoins de modélisation et de réduire le coût numérique ; d’autre part, l’utilisation d’un tel modèle hyperbolique, du fait de sa construction, présente l’avantage d’être suffisamment flexible pour y ajouter une physique plus complexe (champs magnétiques par exemple).

Dans ce travail, nous nous concentrons sur la résolution numérique du modèle M1 du transport ther- mique non local sans champ magnétique. La nature multi-échelle de ce modèle rend l’élaboration d’un schéma numérique difficile en termes de préservation de l’asymptotique pour capter les différents ré- gimes en fonction du nombre de Knudsen. Pour traiter ce problème, nous nous proposons d’utiliser UGKS (Unified Gas Kinetic Schema) [3, 4] ; un schéma robuste pour l’équation cinétique reposant sur la solution intégrale de l’équation cinétique pour élaborer les flux. Cette méthode présente l’avantage de préserver l’asymptotique de l’équation en résolvant correctement à la fois le régime non local associé à du transport (hyperbolique) et le régime local associé à de la diffusion (parabolique). Pour obtenir un schéma pour le modèle aux moments, une méthode générique est proposée dans laquelle le flux numérique d’UGKS est fermé avec la fonction de distribution M1. Cette technique revient à projeter la fonction de distribution dans l’espace M1 à chaque pas de temps dans UGKS.

Afin d’implémenter ce schéma, une méthode de quadrature pour calculer des demi-moments de fonction de distribution M1 sur la sphère est proposée. De plus, une extension à l’ordre 2 n’affectant pas la préservation de l’asymptotique est suggérée. La flexibilité de ce schéma est aussi démontrée dans sa capacité à dégénérer vers un schéma de diffusion arbitrairement choisi. Finalement, cette nouvelle méthode est validée et testée sur différents cas tests.

Nom de l'orateur
Kaniav Kamary
Etablissement de l'orateur
CentraleSupélec BioMathCS, Paris-Saclay University, MICS laboratory, Biomathematics team
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

TBA

Nom de l'orateur
Hermann Matthies
Etablissement de l'orateur
Institute of Scientific Computing, TU Braunschweig, Technische Universität Braunschweig
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

Hilbert, in his 1900 so-called "problems lecture", formulated as 6th problem the challenge to find an axiomatic basis for mechanics and probability. Kolmogorov's 1933 "Grundbegriffe" monograph was widely accepted as an adequate answer to this challenge regarding the axiomatisation of --- one has to say now --- "classical" probability. Coincidentally, 1900 is also the year when Planck formulated his thesis of energy quanta, which would give rise to quantum theory, and which requires a new probability theory. This became clear after Heisenberg's 1925 paper and his Göttingen colleagues' works afterwards, which together with Dirac introduced the algebraic point of view, culminating in von Neumann's 1932 monograph on the widely known Hilbert space representation of quantum mechanics; which actually appeared before Kolmogorov's monograph. The main difference between the classical and the "new" probability lay in the non-commutativity of random variables. Today there are also other areas where such quantum like behaviour (QLB) seems to occur.

The algebraic view offers a way on how to treat both classical and quantum like phenomena in a unified mathematical setting. And although probabilists today seem to be happy with Kolmogorov's approach based on measure theory, it may be interesting to look at the subject through a different pair of glasses. This algebraic view also offers a more direct way to address random variables with values in infinite dimensional spaces, something which with classical measure theory can only be done in a somewhat circumlocutory fashion. It also helps to separate purely algebraic questions from analytical ones, but of course thrives in the interplay of both.

Without wanting to present a strict axiomatic derivation, the start will be an early --- and in the light of modern theory also abstract algebraic --- view on random variables, as can be found implicitly in the work of early probabilists like the Bernoullis. Their properties are sketched as emanating from simple operational requirements regarding random variables, the mean or expectation, as well as sampling or observations. Concrete representations of this abstract setting connect it with algebras of linear mappings and the spectral theory of these, and one may recover Kolmogorov's classical characterisation as one particular representation.

Striking differences between classical or commutative probability and non-commutative probability appear already with simple linear algebra. As this is a subject which nowadays all engineering and science students learn at a very early stage, it may also be an interesting approach to teaching probability. And possible novel devices like quantum computers can be described in this setting.

This algebraic view has also a functional analytic extension, which can be used to construct generalised random variables and "ideal elements". It allows the specification of not only analogues of all the classical spaces of random variables, but to go beyond this and address questions of "smoothness" on the one hand, and the definition of idealised elements resp. "generalised" random variables on the other hand. This very much echoes the construction of distributions resp. generalised functions in the sense of Sobolev and Schwartz.

Nom de l'orateur
Teddy Pichard
Etablissement de l'orateur
CMAP & Ecole Polytechnique
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

The method of moments is commonly used to reduce a kinetic equation into a fluid model. In this talk, I will present this technique as a semi-discretization with respect to the kinetic variable. I will focus on the main properties expected for this approximation, namely the positivity of an underlying kinetic approximation, a.k.a. the realizability, the strong or weak hyperbolicity and the entropy dissipation of the resulting system. I will present some novelties around these approximations, classified in three categories: the quadrature-based methods, the entropy-based methods and the realizability-based methods. Eventually, I will give some ideas on how to analyze such approximations and illustrate it on some kinetic toy problems.

Nom de l'orateur
Sébastien Da Veiga
Etablissement de l'orateur
ENSAI, CREST
Date et heure de l'exposé
Lieu de l'exposé
Salle Eole
Résumé de l'exposé

Stein thinning is a promising algorithm proposed by (Riabiz et al., 2022) for post-processing outputs of Markov chain Monte Carlo (MCMC). The main principle is to greedily minimize the kernelized Stein discrepancy (KSD), which only requires the gradient of the log-target distribution, and is thus well-suited for Bayesian inference. The main advantages of Stein thinning are the automatic remove of the burn-in period, the correction of the bias introduced by recent MCMC algorithms, and the asymptotic properties of convergence towards the target distribution. Nevertheless, Stein thinning suffers from several empirical pathologies, which may result in poor approximations, as observed in the literature. In this work, we conduct a theoretical analysis of these pathologies, to clearly identify the mechanisms at stake, and suggest improved strategies. Then, we introduce the regularized Stein thinning algorithm to alleviate the identified pathologies. Finally, theoretical guarantees and extensive experiments show the high efficiency of the proposed algorithm. This is joint work with Clément Bénard and Brian Staber.

Nom de l'orateur
Li
Etablissement de l'orateur
LS2N
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

In this paper, we study the asymptotic behavior of the global solution to a degenerate forest kinematic model, under the action of a perturbation modelling the impact of climate change. When the main nonlinearity of the model is assumed to be monotone, we prove that the global solution converges to a stationary solution, by showing that a Lyapunov function deduced from the system satisfies a Lojasiewicz-Simon gradient inequality. Under suitable assumptions on the parameters, we prove the continuity of the flow and of the stationary solutions with respect to the perturbation parameter. Although, due to a lack of compactness, the system does not admit the global attractor, we succeed in proving the robustness of the weak attractors, by establishing the existence of a family of positively invariant regions. We also present numerical simulations of the model and experiment the behavior of the solution under the effect of several types of perturbations. Finally, we show that the forest kinematic model can lead to the emergence of chaotic patterns

Nom de l'orateur
Averil Prost
Etablissement de l'orateur
Laboratoire de Mathématiques de l'INSA de Rouen
Date et heure de l'exposé
Lieu de l'exposé
Salle Eole
Résumé de l'exposé

A population can be represented as a sum of individuals or as a continuum. Both approaches are unified if one uses probability measures, which are a very convenient tool when endowed with the Wasserstein distance. In this setting, one can study control problems over the dynamic of the population by using roughly the same tools as in classical Euclidian spaces. We present one of such extensions, namely the characterization of the value function of a control problem as the minimal viscosity supersolution of a Hamilton-Jacobi equation.

Nom de l'orateur
Polina Arsenteva
Etablissement de l'orateur
LMJL
Date et heure de l'exposé
Lieu de l'exposé
Salle des séminaires
Résumé de l'exposé

This talk addresses the problem of adverse effects induced by radiotherapy on healthy tissues. The goal is to propose a mathematical framework to compare the effects of different irradiation modalities, to be able to ultimately choose those treatments that produce the minimal amounts of adverse effects for potential use in the clinical setting. The adverse effects are studied through the in vitro omic response of human endothelial cells. We encounter the problem of extracting key information from complex temporal data that cannot be treated with the methods available in literature. We model the fold changes, the object that encodes the difference in the effect of two experimental conditions, in the way that allows to take into account the uncertainties of measurements as well as the correlations between the observed entities. We construct a distance, with a further generalization to a dissimilarity measure, allowing to compare the fold changes in terms of all the important statistical properties. Finally, we propose a computationally efficient algorithm performing clustering jointly with temporal alignment of the fold changes. The key features extracted through the latter are visualized using two types of network representations, for the purpose of facilitating biological interpretation.

Refs: 1) Arsenteva, P., Benadjaoud, M. A., and Cardot, H. (2023). Joint clustering with alignment for temporal data in a one-point-per-trajectory setting. arXiv:2311.10282. 2) Arsenteva, P., Guipaud, O., Paget, V., Santos, M. D., Tarlet, G., Milliat, F., Cardot, H., and Benadjaoud, M. A. (2024). Comparing cellular response to two radiation treatments based on key features visualization. bioRxiv 2024.02.29.582706.