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Pathwise methods and stochastic calculus in the path towards understanding high-dimensional phenomena

Pathwise methods and stochastic calculus in the path towards understanding high-dimensional phenomena

Objective

Concepts from the theory of high-dimensional phenomena play a role in several areas of mathematics, statistics and computer science. Many results in this theory rely on tools and ideas originating in adjacent fields, such as transportation of measure, semigroup theory and potential theory. In recent years, a new symbiosis with the theory of stochastic calculus is emerging.

In a few recent works, by developing a novel approach of pathwise analysis, my coauthors and I managed to make progress in several central high-dimensional problems. This emerging method relies on the introduction of a stochastic process which allows one to associate quantities and properties related to the high-dimensional object of interest to corresponding notions in stochastic calculus, thus making the former tractable through the analysis of the latter.

We propose to extend this approach towards several long-standing open problems in high dimensional probability and geometry. First, we aim to explore the role of convexity in concentration inequalities, focusing on three central conjectures regarding the distribution of mass on high dimensional convex bodies: the Kannan-Lov'asz-Simonovits (KLS) conjecture, the variance conjecture and the hyperplane conjecture as well as emerging connections with quantitative central limit theorems, entropic jumps and stability bounds for the Brunn-Minkowski inequality. Second, we are interested in dimension-free inequalities in Gaussian space and on the Boolean hypercube: isoperimetric and noise-stability inequalities and robustness thereof, transportation-entropy and concentration inequalities, regularization properties of the heat-kernel and L_1 versions of hypercontractivity. Finally, we are interested in developing new methods for the analysis of Gibbs distributions with a mean-field behavior, related to the new theory of nonlinear large deviations, and towards questions regarding interacting particle systems and the analysis of large networks.
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Host institution

WEIZMANN INSTITUTE OF SCIENCE LTD

Address

Herzl Street 234
7610001 Rehovot

Israel

Activity type

Higher or Secondary Education Establishments

EU Contribution

€ 1 308 188

Beneficiaries (1)

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WEIZMANN INSTITUTE OF SCIENCE LTD

Israel

EU Contribution

€ 1 308 188

Project information

Grant agreement ID: 803084

Status

Ongoing project

  • Start date

    1 January 2019

  • End date

    31 December 2023

Funded under:

H2020-EU.1.1.

  • Overall budget:

    € 1 308 188

  • EU contribution

    € 1 308 188

Hosted by:

WEIZMANN INSTITUTE OF SCIENCE LTD

Israel