Many problems that arise in mathematics, science, and engineering can be formulated as solving a parameterized system of polynomial equations which must be solved for given instances of the parameters. One way to solve these systems is to use a common technique within numerical algebraic geometry called homotopy continuation. My talk will start with background on homotopy continuation and parametrized polynomial systems, followed by applications to problems in computer vision and kinematics. Of these, I will first present a new approach which uses locally adaptive methods and sparse matrix calculations to solve parameterized overdetermined systems in projective space. Examples will be provided in 2D image reconstruction to compare the new methods with traditional approaches in numerical algebraic geometry. Second, I will discuss a new definition of monodromy action over the real numbers which encodes tiered characteristics regarding real solutions. Examples will be given to show the benefits of this definition over a naive extension of the monodromy group (over the complex numbers). In addition, an application in kinematics will be discussed to highlight the computational method and impact on calibration.

Talk given at SEPC 2021 in honor of Elizabeth Meckes

Many modern problems in data science aim to efficiently and accurately extract important features and make predictions from high dimensional and large data sets. Naturally occurring structure in the data underpins the success of many contemporary approaches, but large gaps between theory and practice remain. In this talk, I will present recent progress on two different methods for nonparametric regression that can be viewed as the projection of a lifted formulation of the problem with a simple stochastic or convex geometric description, allowing the projection to encapsulate the data structure. In particular, I will first describe how the theory of stationary random tessellations in stochastic geometry can address the computational and theoretical challenges of random decision forests with non-axis-aligned splits. Second, I will present a new approach to convex regression that returns non-polyhedral convex estimators compatible with semidefinite programming. These works open many directions of future work at the intersection of stochastic and convex geometry, machine learning, and optimization.