This biweekly seminar invites excellent speakers from around the world to speak at the SPOR cluster at the department of Mathematics and Computer Science of Eindhoven University of Technology. The talks concern all realms of stochastics, algorithmics, and discrete mathematics (e.g., probability theory, statistics, operations research, and combinatorial optimization). Emphasis is placed on the context, the motivation, and the main ideas behind the presented results. The audience ranges from senior researchers to first year Ph.D. students.
The seminar is organized by Aida Abiad Monge, Elisa Perrone, Jaron Sanders, Neeladri Maitra, Noela Müller, and Alexander Van Werde.
Upcoming and recent talks (2024)
Upcoming talks
March 5: Wouter Duivesteijn and Sibylle Hess (TU/e)Clusters, Subgroups, Preferences
Abstract
We will discuss some of our recent work advancing two data mining subfields that can be seen as cousins of each other.
Clustering strives to partition a dataset into coherent groups. This becomes challenging when the natural shape of the clusters in the data space is nonconvex, and when there is a considerable amount of noise in the data. We introduce SpectACl (Spectral Averagelydense Clustering), a new clustering method introducing a small but important change of the popular Spectral Clustering method, that is motivated by filling a gap in the theory of kernelbased clustering methods. SpectACl finds clusters having a large average density, where the appropriate density for each cluster is automatically determined through the spectrum of the weighted adjacency matrix. This opens up a comparison to the densitybased DBSCAN clustering method, eliminating the parameter sensitivity issues from which DBSCAN suffers. As in the Spectral Clustering pipeline, the final step of SpectACl is an embedding postprocessing step using kmeans. However, unlike Spectral Clustering, we demonstrate the fundamental soundness of applying kmeans to the embedding step in SpectACL: from SpectACl’s objective function we derive an upper bound by means of the eigenvector decomposition; we derive that the optimization of our upper bound is equal to kmeans on the eigenvectors.
Exceptional Model Mining (EMM) strives to find subgroups in a dataset that behave somehow exceptionally. We partition the columns of the dataset into two sets. The one set is used for defining candidate subgroups (by making conjunctions of conditions on single attributes); a challenge lies in efficiently traversing the search space of candidate subgroups. The other set is used for evaluating exceptionality of subgroup behavior: we define a kind of interaction between these target columns, and deem subgroups to be exceptional if parameters of this interaction have exceptional values. We will illustrate this concept with three types of interaction: standard linear regression and its implications for the price of rice in China, nonlinear mixed models and their application on potato growth, and preferences (where the target columns become a ranking of discrete objects) and their application on sushi and elections. The last kind of interaction turns EMM into Exceptional Preferences Mining. It can be made more intelligent by incorporating clusteringlike behavior into the function that determines exceptionality.
March 19: Samuel Fiorini (Université Libre de Bruxelles)
Title to be announced.
Abstract
To be announced.
May 7: Krystal Guo (University of Amsterdam)
Title to be announced.
Abstract
To be announced.
May 28: Gábor Pete (Alfréd Rényi Institute of Mathematics & Budapest University of Technology and Economics)
Title to be announced.
Abstract
To be announced.
June 4: Marc Lelarge (École normale supérieure, INRIA)
Title to be announced.
Abstract
To be announced.
Recent talks
February 20: Rajat Subhra Hazra (Leiden University)Evolution of discordances in voter dynamics on random regular graphs.
Abstract
We consider the classical continuoustime interacting particle system
for 2opinion dynamics known as the voter process on a random dregular
graph.It is well known that this particle system is dual to a system of
coalescing random walkers and that in this geometrical setting, as the
graph size increases, the time to reach consensus grows quadratically
with the number of nodes n.
We study the timeevolution of the density of the discordant edges (i.e.
edges with different opinions at their end vertices) until the consensus
is reached. This observable can be thought as the dynamic “perimeter”
associated to the density of opinions of one type in the given network
(the latter to be seen as the “volume”). While the volume of one opinion
evolves as a martingale until the consensus time, the density of
discordant edges (i.e. the perimeter) undergoes a very different
metastable evolution which we make precise.
If time permits we will discuss extensions to the directed configuration models.
February 6: Gabriel Coutinho (Universidade Federal de Minas Gerais)
Semidefinite Programming and Gauge Duality
Abstract
Antiblocking duality is a key piece in the theory of polyhedral combinatorics. This concept can be applied to convex corners which are not polyhedra, and can be interpreted in a general setting of norm or gauge duality. In this talk I will carefully explain what all of this means, and I will show an application to derive an alternative formulation for the celebrated Lovász theta number of a graph. I will also comment on other recent applications, and possible avenues for further investigation.
January 23: Ivo Adan (TU/e)
A rate balance principle
Abstract
In this talk we will introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. The usefulness of this principle will be demonstrated by deriving wellknown as well as new results for queues with statedependent arrival and services processes.
January 16: Introduction event for new members:
 Alexandra Lassotta
 Nelly Litvak
 Frank Röttger
Past talks (20152023)
2023
December 12: Jannis Kurtz (University of Amsterdam)Approximating integer twostage robust optimization problems with decision rules and neural networks.
Abstract
In twostage robust optimization (2RO) we tackle optimization problems with an inherent twostage structure involving uncertainty in the problem parameters. This type of problems has a wide range of applications especially in the field of operations research. However, when the decision variables are integer, these problems are computationally extremely challenging and there is still a lack of efficient approximation algorithms.
In the first part of this talk we consider the so called kadaptability approach, where a set of k secondstage solutions is calculated already in the firststage which leads to approximate solutions of the problem. While this approach attained increasing popularity, nothing is known about its approximation guarantees for 2RO. We derive the first known approximation guarantees depending on the number of solutions k, which lead to several interesting insights on the complexity of the problem.
In the second part we consider a deep learning approach to solve 2RO, where a neural network is trained on smalldimensional instances to predict the secondstage optimal values. This neural network is then incorporated into a columnandconstraint generation algorithm (a classical exact method to solve 2RO), leading to significant improvements in computation time and often even solution quality.
December 1: Special event with three speakers!

Benny Van Houdt (U Antwerpen)
Asymptotic and Stochastic Improvements of FirstCome FirstServed Scheduling 
Christine Fricker (INRIA)
Fluid limit for a M/G/infini queue with advance booking, booking cancelation and renegingAbstract
The motivation is the study of carsharing systems, with two kinds of cars, freefloating cars parked everywhere in the service area and stationbased cars. These systems become popular as a green urbain mode of transportation, designed to avoid users owning a car. For stationbased cars which can be book in advance, we study a simple model. It is a variant of the infinite server queue with Poisson arrival process and general service time distribution with advance reservation, possibility of cancellation before service and reneging during service. The convergence to a fluid limit extends the classical M/G/infini queue case. When the capacity is finite, there are two regimes for this loss system. In saturation, the capacity is not always reached. It is a joint work with Florian Verdier.

Andres Ferragut (Universidad ORT Uruguay)
On the universal optimality of timer based caching policies for decreasing hazard rates
Abstract
Consider a caching system receiving requests from a given catalog. The cache objective is to maximize its hit rate, i.e. the number of items that are served directly from the cache. Two main alternatives have been studied: replacement policies (such as LRU) and timerbased policies (TTL). In previous work, we have explored the role of the hazard rate function of the interrequest times in the optimal TTL policy. Recently, Towsley et al. also identified that the optimal nonanticipative replacement policy involves the hazard rate function.
In this talk we will discuss how these two concepts relate, in the case of decreasing hazard rates. In particular we show that, in large scale systems, the optimal nonanticipative policy converges to a fixed threshold policy, and that this threshold is exactly the dual value of the convex optimization problem that defines the optimal TTL policy. Therefore, we can approximate the optimal hit rate by the TTL policy fluid limit, allowing us to compute a universal performance bound. Time permitting, we will also analyze in particular the role of heavy tails (Zipf like) in popularities and discuss implementation issues.
November 21: Irène Gijbels (KU Leuven)
Copulabased divergence measures between random vectors and application in hierarchical variable clustering
Abstract
The interest in this talk is on quantifying dependence between a finite number of random vectors.
We focus on copulabased dependence quantification between multiple groups of random variables of possibly different sizes.
This is done via a family of Phidivergences (which includes for example mutual information).
A theoretical framework is provided, and the divergence measures are illustrated by means of examples.
Special attention goes to elliptical copulas, with Gaussian and Student’s t copulas as exemplary cases.
Parametric and semiparametric estimation procedures for the divergence measures are briefly discussed.
These divergence measures are then used for measuring the similarity between variable clusters in an agglomerative hierarchical procedure. An example involving cluster analysis of continuous random variables is presented.
This talk is based on joint work with Steven De Keyser.
October 31: Cassio de Campos (TU/e)
Credal Models for Uncertainty Treatment
Abstract
There is a current trend on reevaluating artificial intelligence (AI), its advancements and their implications to society. Uncertainty treatment plays a major role in this discussion. This talk will hopefully convince you that we can make AI more reliable and trustworthy by a sound treatment of uncertainty. Uncertainty is often modelled by probabilities, while it has been argued that some broadening of probability theory is required for a more convincing treatment, as one may not always be able to provide a reliable probability for every situation. Credal models generalize probability theory to allow for partial probability specifications and are arguably a good direction to follow when information is scarce, vague, and/or conflicting. We will present and discuss credal approaches from simple examples to sophisticated credal machine learning models and even their reach into both adversarial and causal inferences. The talk argues that we must continue to push AI forward by investing in Cautious AI.
October 10: Richard Gill (Leiden University)
Statistical issues in the investigation of a suspected serial killer nurse
Abstract
Investigating a cluster of deaths on a hospital ward is a difficult task for medical investigators, police, and courts. Patients do die in hospitals (the three most common causes of deaths in a hospital are, in order: cancer, heart disease, medical errors). Often such cases come to the attention of police investigators for two reasons: gossip about a particular nurse is circulating just as a couple of unexpected and disturbing events occur. Hospital investigators see a pattern and call in the police.
I will discuss two such cases with which I have been intensively involved. The first one is the case of the Dutch nurse Lucia de Berk. Arrested in 2001, convicted by a succession of courts up to the supreme court by 2005, after which a long fight started to get her a retrial. She was completely exonerated in 2010. The second case is that of the English nurse Lucy Letby. Arrested in 2018, 2019 and 2020 for murders taking place in 2015 and 2016. Her trial started in 2022 and concluded with a “full life” sentence a couple of months ago.
There are many similarities between the two cases, but also a couple of disturbing differences. One difference being that Lucy Letby’s lawyers seem to have made no attempt whatsoever to defend her. Another difference is that statistics was used against Lucia de Berk but not, apparently, against Lucy Letby. But appearances are not always what they seem.
Report published by Royal Statistical Society on statistical issues in these cases
https://rss.org.uk/newspublication/newspublications/2022/sectiongroupreports/rsspublishesreportondealingwithuncertaintyi/
News feature in “Science” about myself and my work
https://www.science.org/content/article/unluckynumbersfightingmurderconvictionsrestshoddystats
September 26: Ralph Neininger (Goethe University Frankfurt)
Recursive distributional equations in applications
Abstract
Recursive distributional equations (RDE) appear in various areas of probability such as the probabilistic analysis of algorithms, probabilistic number theory, stochastic geometry or, more recently, in distributional reinforcement learning (DRL). In this talk more applied aspects of RDE are discussed in the context of their applications. Some of the new results discussed on DRL are joint work with Julian Gerstenberg and Denis Spiegel
September 12: Carla Groenland (Delft University of Technology)
Counting graphic sequences via integrated random walks
Abstract
Via a new probabilistic result, we provide (1+o(1))asymptotics for the number of integer sequences n1>= d_1 >= … >= d_n >= 0 that form the degree sequence of an nvertex graph (improving both the upper and lower bound by a multiplicative n^{1/4}factor). In particular, we determine the asymptotic probability that the integral of a (lazy) simple symmetric random walk bridge remains nonnegative. This talk will explain how this problem arose, what the connection is with the problem about random walks (including what all the words in this abstract mean) and then provide a short sketch of the proof. This is based on joint work with Paul Balister, Serte Donderwinkel, Tom Johnston and Alex Scott.
June 6: Lars Rohwedder (Maastricht University)
Recent advances in the Santa Claus problem
Abstract
Over the past 20 years, the Santa Claus problem has been the source of many beautiful algorithmic ideas and to date remains an active and fruitful research area. The problem takes its metaphorical name from the narrative of Santa Claus distributing his gifts to children in a way that the least happy child is as happy as possible. I will give an overview over the landscape of techniques used to approach the problem, previous results as well as open questions. Then I will focus on recent joint work with Bamas [STOC’23], where we make progress towards sublogarithmic approximations.
May 17: Varun Gupta (University of Chicago)
Greedy Algorithm for Multiway Matching with Bounded Regret
Abstract
We consider a finite horizon online resource allocation/matching problem where the goal of the decision maker is to combine resources (from a finite set of resource types) into feasible configurations. Each configuration is specified by the number of resources consumed of each type and a reward. The resources are further subdivided into three types – offline, onlinequeueable (which arrive online and can be stored in a buffer), and onlinenonqueueable (which arrive online and must be matched on arrival or lost). We prove the efficacy of a simple greedy algorithm when the corresponding static planning linear program (SPP) exhibits a nondegeneracy condition called the general position gap (GPG). In particular we prove that, (i) our greedy algorithm gets bounded anytime regret when no configuration contains both an onlinequeueable and an onlinenonqueueable resource, and (ii) O(log t) expected anytime regret otherwise (we also prove a matching lower bound). By considering the three types of resources, our matching framework encompasses several wellstudied problems such as dynamic multisided matching, network revenue management, online stochastic packing, and multiclass queueing systems.
May 9: Cécile Mailler (University of Bath)
Scaling limit of critical random trees in random environment
Abstract
It has been wellknown since Aldous’ seminal work in the 90s that a critical GaltonWatson tree conditioned to survive until generation n converges, as n goes to infinity, to a continuous random tree (CRT). This is the equivalent, in the world of random trees, of the fact that a random walk with finitevariance i.i.d. increments converges to the Brownian motion. In this is joint work with Guillaume ConchonKerjan and Daniel Kious, we prove that a GaltonWatson tree “in random environment” (GWRE) also converges to the CRT. GWREs are GW trees in which the offspring distribution of an individual depends on its generation, and the sequence of offspring distributions (indexed by the generation) is sampled in an i.i.d. way. I will review known results on GWREs before stating our main result and giving ideas of the proof.
April 25: Afrouz Jabal, Marek Skarupski (TU/e)
Research Introduction
Abstract
During this seminar, two postdocs within our cluster will introduce themselves and their research.
April 4: Oliver Tse (TU/e)
Optimization with Interacting Particles
Abstract
We discuss recent developments in the use of interacting particles for solving highdimensional optimization problems, and provide insights into analytical guarantees for convergence in the particle meanfield limit.
March 21: M. Rosário Oliveira (Universidade de Lisboa)
Interval Principal Component Analysis: What if our data are intervals?
Abstract
Symbolic Data Analysis gives a new way of thinking in Data Science by extending the standard variables to take into consideration new kinds of data, called “symbolic”, as they cannot be reduced to numbers without losing much information. Interval data are a prime example of symbolic data. There have been a series of proposed adaptations of the Principal Component Analysis method for intervalvalued symbolic data, all of which have the downside of having intermediate steps that deal with conventional data. In this talk, we use algebraic structures on the intervals, to define symbolic principal components as linear combinations of the intervals that maximise the symbolic variance. This framework provides the mathematical tools needed to use the symbolic principal components to transform the original data in a way that is mathematically coherent with the remainder of the framework and defines the principal components as solutions to maximisation problems, like what is done in conventional Principal Component Analysis. As in the conventional case, our formulation of intervalbased principal component analysis can be seen as a dimensionality reduction method, since we explicitly project the original symbolic observations on the reduced space spanned by the first principal components. We conclude by exploring realworld data from the telecommunications sector, in an attempt to detect Internet redirection attacks in real time. Joint work with Rodrigo Serrão Girão and Lina Oliveira
February 28: Johan Segers (ISBA)
Modelling multivariate extreme value distributions via Markov trees
Abstract
Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate extreme value distributions into a Markov random field with respect to a tree. Although in general not an extreme value distribution itself, this Markov tree is attracted by a multivariate extreme value distribution. The latter serves as a treebased approximation to an unknown extreme value distribution with the given bivariate distributions as margins. Given data, we learn an appropriate tree structure by Prim’s algorithm with estimated pairwise upper tail dependence coefficients or Kendall’s tau values as edge weights. The distributions of pairs of connected variables can be fitted in various ways. The resulting treestructured extreme value distribution allows for inference on rare event probabilities, as illustrated on river discharge data from the upper Danube basin. Based on joint work with Shuang Hu and Zuoxiang Peng.
February 7: Benoît Corsini, Ralihe Villagran, Yaron Yeger (TU/e)
Research introduction
Abstract
During this seminar, three postdocs within our cluster will introduce themselves and their research.
2022
Dec 6  Luca Avena (LEI) 
Nov 22  Peter Grunwald (CWI/LEI) 
Nov 1  Sjoerd Dirksen (UU) 
Oct 11  Debankur Mukherjee (GT) 
Sep 27  Pieter Kleer (TiSEM) 
Sep 13  Rik Versendaal (UU) 
Jun 14  Alex Mey, Martin Frohn (TU/e) 
May 31  Dirk Fahland (TU/e) 
May 17  Rik Versendaal (UU) 
Apr 26  Karl Rohe (UW Madison) 
Feb 22  Adam Zsolt Wagner (Tel Aviv University) 
2021
Dec 21  Botond Szabo (Bocconi University) 
Nov 9  Matthias Mnich (TUHH) 
Oct 19  Noella Müller (TU Eindhoven) 
Sep 14  Matteo D’Achille (Université ParisEst Créteil) 
Jun 29  Tim van Erven (UvA) 
Jun 15  Alessandra Cipriani (TUDelft) 
Jun 1  Ahmad Abdi 
May 18  Shaoji Tang 
May 4  Matthieu Jonckheere 
Apr 13  Oxana Zaal 
Apr 13  Christopher Hojny (TU Eindhoven) 
Apr 6  Alessandra Cipriani (TU Delft) 
Mar 23  Christian Brownlees (UPF) 
Mar 9  Tim Oosterwijk (UM) 
Feb 23  Miklos Racz (Princeton University) 
Feb 9  Christian Hirsch (University of Groningen) 
Jan 26  Piotr Zwiernik (UPF) 
2020
Dec 8  Guillem Perarnau (UPC) 
Nov 24  Alessandro Zocca (VU) 
Nov 10  Jaap Storm (TUe) 
Nov 10  Suman Chakraborty (TUe) 
Oct 27  Bart Smeulders (TUe) 
Oct 27  Kathrin Möllenhoff 
Oct 13  Wouter de Vries (KPN) 
Sep 29  Laura Sanità 
Sep 15  Zsolt Bartha 
Sep 15  Elisa Perrone 
March 2020: the STOseminar programme has been discontinued due to the Covid19 pandemic.
Feb 26  Rob van der Mei (CWI – VU) 
Feb 4  Jim Portegies (TU Eindhoven) 
Jan 16  Seva Shneer (HeriotWatt University) 