University of Bristol
Rumours, Epidemics and Consensus on Networks
The course will develop techniques for studying the long-term behaviour of random processes on networks. A large part of the motivation comes from computer science, where one is interested in designing decentralised algorithms for large networked systems such as the Internet or P2P networks or blockchain systems. Decentralised mechanisms for disseminating information or achieving consensus are typically a basic building block of such algorithms. Randomness can help create mechanisms which are exceptionally simple as well as highly robust, both to random faults and to malicious agents. Other motivations for the material studied in this course come from ecology, social science and economics, where one is interested in collective decision-making in humans and other animals, and from infectious disease epidemiology. The course will develop probabilistic tools for analysing these random processes. These mathematical methods have considerable elegance of their own.
References:
M. Draief and L. Massoulie, Epidemics and Rumours in Complex Networks, Cambridge University Press, 2009.
A. J. Ganesh, Complex Networks, Course webpage.
Pre-requisites: Knowledge of discrete probability is essential. Familiarity with Markov chains - at least discrete time and finite state space; for example see Chapter 1 of the 'Complex Networks' course listed above. Familiarity with Poisson processes will be helpful.
Statistical Inference for Combinatorial Data:
Graphical Models, Networks, and Rankings
The course will focus on statistical inference for combinatorial data, organized around three interrelated themes: graphical models, networks, and rankings. We will first discuss methods of estimation for dependent combinatorial data, specifically through the lens of the Ising model. Next, we will study estimation in inhomogeneous random graph models, graphons, and exponential random graph models. Finally, we will consider estimation problems for ranking models, such as the Bradley-Terry and Mallows models, and their applications to social choice theory.
References:
S. Janson, T. Łuczak, and A. Ruciński, Random Graphs, 2000.
L. Lovász, Large Networks and Graph Limits, 2012.
S. Chatterjee, Large Deviations for Random Graphs, Lecture Notes in Mathematics, 2017
Prerequisites: Some background in discrete probability (first 2 chapters of the Janson et. al. book can be useful) and basic statistical inference (at the level of G. Casella and R. L. Berger, Statistical Inference, 2002) would be helpful.
Higher-Order Asymptotics of Random Combinatorial Structures and Applications
We will survey some recent results on higher-order fluctuations of random graphs, tournaments, and graphical model, and their applications in the analysis of dependent combinatorial data.
Gourab Ghatak, Indian Institute of Technology Delhi
Shortest Paths on Random Line Networks: From Exact Distributions to Multi-Turn Geometry
Random line networks arise naturally in stochastic models of transportation systems, communication infrastructure, and spatial connectivity. When points are distributed along such networks, the relevant notion of distance is often not the Euclidean distance, but the length of the shortest path constrained to the underlying lines. In this talk, we explore shortest-path distances in Poisson line Cox processes, where points are distributed along a random collection of lines. Using classical results from Poisson process theory, we first derive exact nearest-neighbor and contact-distance distributions for paths involving at most one turn. We then examine the mathematical challenges of extending these results to multiple turns, particularly the overlapping reachable regions and geometric dependencies introduced by triangular and bow-tie configurations. Motivated by these difficulties, we explore an alternative approach based on intrinsic metric balls and outline some preliminary results and directions for further investigation. We conclude by discussing approaches that appear to reach mathematical dead ends, along with several open questions.
Somabha Mukherjee, National University of Singapore
Fluctuations and Optimal Inference for Ising Models on Inhomogeneous Random Graphs
In this talk, I will discuss high-temperature Ising models on sparse and dense inhomogeneous random graphs generated by graphons. I will present scaling limits for the Hamiltonian, linear statistics and the empirical spin field, and show how the underlying fluctuation theory yields sharp inference of the model parameter, based on a single spin configuration. This includes a computationally efficient estimator matching the asymptotic efficiency of maximum likelihood, local asymptotic minimaxity, and limits of experiments that are Gaussian in the sparse regime but generally non-Gaussian in the dense regime. Applications of our results to Bayesian neural networks and causal inference under network interference will also be discussed.
Neeraja Sahasrabudhe, IISER Mohali
Tampered Memory Elephant Random Walk
The Elephant Random Walk (ERW), introduced by Schütz and Trimper in 2004, is a memory-based random walk in which each step depends on the entire past history of the walk. In this talk, we introduce a variation of the classical ERW, called the tampered memory elephant random walk (TMERW), in which the memory is partitioned into two sets. At time n>1, the walk follows the classical ERW dynamics when the uniformly chosen memory index belongs to a prescribed subset $D_{n-1} \subseteq \{1,\ldots,n-1 \}$, while the increment is replaced by an independent innovation when the index belongs to its complement. Our aim is to understand how much memory must be retained for ERW-like behaviour to persist. We discuss limit theorems for this model and show how the asymptotic behaviour of the walk depends on the size and structure of the memory sets. In particular, for deterministic memory partitions, we identify a sharp threshold: the phase transition between diffusive, critical and superdiffusive regimes persists when the proportion of untampered memory exceeds one-half, whereas below this threshold the walk exhibits only diffusive behaviour. This talk is based on joint work with Dr. Debleena Thacker and Vinita Mulay.
Devavrat Shah, Massachusetts Institute of Technology, USA
A Research Program on Time Series: Past and Future
In this talk, I will describe the research program on time series that I have been pursuing with various collaborators over the past decade. I will start by briefly setting the context for the literature on time series. I will discuss representation for time series data through the lens of low-rank matrices and its implications for robust, scalable methods. Finally, I will touch upon ongoing work with the goal of developing efficient time series foundation model.