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Jonathan Mattingly

Publications and source records attributed to Jonathan Mattingly.

12 recordsLinked to original sources

Mathematically Quantifying Non-responsiveness of the 2021 Georgia Congressional Districting Plan

To audit political district maps for partisan gerrymandering, one may determine a baseline for the expected distribution of partisan outcomes by sampling an ensemble of maps. One approach to sampling is to use redistricting policy as a guide to precisely codify preferences between maps. Such preferences give rise to a probability distribution on the space of redistricting plans, and Metropolis-Hastings methods allow one to sample ensembles of maps from the specified distribution. Although these approaches have nice theoretical properties and have successfully detected gerrymandering in legal settings, sampling from commonly-used policy-driven distributions is often computationally difficult. As of yet, there is no algorithm that can be used off-the-shelf for checking maps under generic redistricting criteria. In this work, we mitigate the computational challenges in a Metropolized-sampling technique through a parallel tempering method combined with ReCom[12] and, for the first time, validate that such techniques are effective on these problems at the scale of statewide precinct graphs for more policy informed measures. We develop these improvements through the first case study of district plans in Georgia. Our analysis projects that any election in Georgia will reliably elect 9 Republicans and 5 Democrats under the enacted plan. This result is largely fixed even as public opinion shifts toward either party and the partisan outcome of the enacted plan does not respond to the will of the people. Only 0.12% of the $\sim$160K plans in our ensemble were similarly non-responsive.

cs.CY

Convergence of Stratified MCMC Sampling of Non-Reversible Dynamics

We present a form of stratified MCMC algorithm built with non-reversible stochastic dynamics in mind. It can also be viewed as a generalization of the exact milestoning method, or form of NEUS. We prove convergence of the method under certain assumptions, with expressions for the convergence rate in terms of the process's behavior within each stratum and large scale behavior between strata. We show that the algorithm has a unique fixed point which corresponds to the invariant measure of the process without stratification. We will show how the speeds of two versions of the new algorithm, one with an extra eigenvalue problem step and one without, relate to the mixing rate of a discrete process on the strata, and the mixing probability of the process being sampled within each stratum. The eigenvalue problem version also relates to local and global perturbation results of discrete Markov chains, such as those given by Van Koten, Weare et. al.

math.PR

Non-local SPDE limits of spatially-correlated-noise driven spin systems derived to sample a canonical distribution

We study the macroscopic behavior of a stochastic spin ensemble driven by a discrete Markov jump process motivated by the Metropolis-Hastings algorithm where the proposal is made with spatially correlated (colored) noise, and hence fails to be symmetric. However, we demonstrate a scenario where the failure of proposal symmetry is a higher order effect. Hence, from these microscopic dynamics we derive as a limit as the proposal size goes to zero and the number of spins to infinity, a non-local stochastic version of the harmonic map heat flow (or overdamped Landau-Lipshitz equation). The equation is both mathematically well-posed and samples the canonical/Gibbs distribution related to the kinetic energy. The failure of proposal symmetry due to interaction between the confining geometry of the spin system and the colored noise is in contrast to the uncorrelated, white-noise, driven system. Specifically, the choice of projection of the noise to conserve the magnitude of the spins is crucial to maintaining the proper equilibrium distribution. Numerical simulations are included to verify convergence properties and demonstrate the dynamics.

cond-mat.stat-mech

Optimal Legislative County Clustering in North Carolina

North Carolina's constitution requires that state legislative districts should not split counties. However, counties must be split to comply with the "one person, one vote" mandate of the U.S. Supreme Court. Given that counties must be split, the North Carolina legislature and courts have provided guidelines that seek to reduce counties split across districts while also complying with the "one person, one vote" criteria. Under these guidelines, the counties are separated into clusters. The primary goal of this work is to develop, present, and publicly release an algorithm to optimally cluster counties according to the guidelines set by the court in 2015. We use this tool to investigate the optimality and uniqueness of the enacted clusters under the 2017 redistricting process. We verify that the enacted clusters are optimal, but find other optimal choices. We emphasize that the tool we provide lists \textit{all} possible optimal county clusterings. We also explore the stability of clustering under changing statewide populations and project what the county clusters may look like in the next redistricting cycle beginning in 2020/2021.

cs.CY

Separating effect from significance in Markov chain tests

We give qualitative and quantitative improvements to theorems which enable significance testing in Markov Chains, with a particular eye toward the goal of enabling strong, interpretable, and statistically rigorous claims of political gerrymandering. Our results can be used to demonstrate at a desired significance level that a given Markov Chain state (e.g., a districting) is extremely unusual (rather than just atypical) with respect to the fragility of its characteristics in the chain. We also provide theorems specialized to leverage quantitative improvements when there is a product structure in the underlying probability space, as can occur due to geographical constraints on districtings.

math.PR

Numerical methods for stochastic differential equations based on Gaussian mixture

We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher order schemes for SDEs based on It\^o-Taylor expansion and iterated It\^o integrals, the proposed scheme approximates the probability measure $\mu(X^{n+1}|X^n=x_n)$ by a mixture of Gaussians. The solution at next time step $X^{n+1}$ is then drawn from the Gaussian mixture with complexity linear in the dimension $d$. This provides a new general strategy to construct efficient high weak order numerical schemes for SDEs.

math.NA

Limiting Behaviors of High Dimensional Stochastic Spin Ensembles

Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to the Harmonic map heat flow equation. The Gibbs distribution, defined with this Hamiltonian, is used in the Metropolis-Hastings (M-H) algorithm to generate dynamics tending towards an equilibrium state. In the limiting situation when the inverse temperature is large, we establish the relationship between the discrete M-H dynamics and the continuous Harmonic map heat flow associated with the Hamiltonian. We show the convergence of the M-H dynamics to the Harmonic map heat flow equation in two steps: First, with fixed lattice size and proper choice of proposal size in one M-H step, the M-H dynamics acts as gradient descent and will be shown to converge to a system of Langevin stochastic differential equations (SDE). Second, with proper scaling of the inverse temperature in the Gibbs distribution and taking the lattice size to infinity, it will be shown that this SDE system converges to the deterministic Harmonic map heat flow equation. Our results are not unexpected, but show remarkable connections between the M-H steps and the SDE Stratonovich formulation, as well as reveal trajectory-wise out of equilibrium dynamics to be related to a canonical PDE system with geometric constraints.

math.PR

Scaling Limit: Exact and Tractable Analysis of Online Learning Algorithms with Applications to Regularized Regression and PCA

We present a framework for analyzing the exact dynamics of a class of online learning algorithms in the high-dimensional scaling limit. Our results are applied to two concrete examples: online regularized linear regression and principal component analysis. As the ambient dimension tends to infinity, and with proper time scaling, we show that the time-varying joint empirical measures of the target feature vector and its estimates provided by the algorithms will converge weakly to a deterministic measured-valued process that can be characterized as the unique solution of a nonlinear PDE. Numerical solutions of this PDE can be efficiently obtained. These solutions lead to precise predictions of the performance of the algorithms, as many practical performance metrics are linear functionals of the joint empirical measures. In addition to characterizing the dynamic performance of online learning algorithms, our asymptotic analysis also provides useful insights. In particular, in the high-dimensional limit, and due to exchangeability, the original coupled dynamics associated with the algorithms will be asymptotically "decoupled", with each coordinate independently solving a 1-D effective minimization problem via stochastic gradient descent. Exploiting this insight for nonconvex optimization problems may prove an interesting line of future research.

cs.LG

The strong Feller property for singular stochastic PDEs

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $\Phi^4_3$ model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.

math.PR

Probabilistic Fr\'echet Means for Time Varying Persistence Diagrams

In order to use persistence diagrams as a true statistical tool, it would be very useful to have a good notion of mean and variance for a set of diagrams. In 2011, Mileyko and his collaborators made the first study of the properties of the Fr\'echet mean in $(\mathcal{D}_p,W_p)$, the space of persistence diagrams equipped with the p-th Wasserstein metric. In particular, they showed that the Fr\'echet mean of a finite set of diagrams always exists, but is not necessarily unique. The means of a continuously-varying set of diagrams do not themselves (necessarily) vary continuously, which presents obvious problems when trying to extend the Fr\'echet mean definition to the realm of vineyards. We fix this problem by altering the original definition of Fr\'echet mean so that it now becomes a probability measure on the set of persistence diagrams; in a nutshell, the mean of a set of diagrams will be a weighted sum of atomic measures, where each atom is itself a persistence diagram determined using a perturbation of the input diagrams. This definition gives for each $N$ a map $(\mathcal{D}_p)^N \to \mathbb{P}(\mathcal{D}_p)$. We show that this map is H\"older continuous on finite diagrams and thus can be used to build a useful statistic on time-varying persistence diagrams, better known as vineyards.

math.PR

A stochastic-Lagrangian particle system for the Navier-Stokes equations

This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. In this paper, we take $N$ copies of the above process (each based on independent Wiener processes), and replace the expected value with $\frac{1}{N}$ times the sum over these $N$ copies. (We remark that our formulation requires one to keep track of $N$ stochastic flows of diffeomorphisms, and not just the motion of $N$ particles.) We prove that in two dimensions, this system of interacting diffeomorphisms has (time) global solutions with initial data in the space $\holderspace{1}α$ which consists of differentiable functions whose first derivative is $α$ Hölder continuous (see Section \ref{sGexist} for the precise definition). Further, we show that as $N \to \infty$ the system converges to the solution of Navier-Stokes equations on any finite interval $[0,T]$. However for fixed $N$, we prove that this system retains roughly $O(\frac{1}{N})$ times its original energy as $t \to \infty$. Hence the limit $N \to \infty$ and $T\to \infty$ do not commute. For general flows, we only provide a lower bound to this effect. In the special case of shear flows, we compute the behaviour as $t \to \infty$ explicitly.

math.PR

Propagation of Fluctuations in Biochemical Systems, I: Linear SSC Networks

We investigate the propagation of random fluctuations through biochemical networks in which the concentrations of species are large enough so that the unperturbed problem is well-described by ordinary differential equation. We characterize the behavior of variance as fluctuations propagate down chains, study the effect of side chains and feedback loops, and investigate the asymptotic behavior as one rate constant gets large. We also describe how the ideas can be applied to the study of methionine metabolism.

math.PR