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February 2018

Connections between structured estimation and weak submodularity

February 2 @ 11:00 am - 12:00 pm

Sahand Negahban (Yale University)

MIT Building E18, Room 304

Abstract:  Many modern statistical estimation problems rely on imposing additional structure in order to reduce the statistical complexity and provide interpretability. Unfortunately, these structures often are combinatorial in nature and result in computationally challenging problems. In parallel, the combinatorial optimization community has placed significant effort in developing algorithms that can approximately solve such optimization problems in a computationally efficient manner. The focus of this talk is to expand upon ideas that arise in combinatorial optimization and connect those algorithms and…

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Data Science and Big Data Analytics: Making Data-Driven Decisions

February 5 @ 8:00 am

Data Science and Big Data Analytics Course

online

The seven-week course launches February 5, 2018. This course was developed by over ten MIT faculty members at IDSS. It is specially designed for data scientists, business analysts, engineers, and technical managers looking to learn the latest theories and strategies to harness data.

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Machine Learning and Causal Inference

February 6 @ 4:00 pm - 5:00 pm

Susan Athey (Stanford University)

MIT Building 32, Room 141

Abstract: This talk will review a series of recent papers that develop new methods based on machine learning methods to approach problems of causal inference, including estimation of conditional average treatment effects and personalized treatment assignment policies. Approaches for randomized experiments, environments with unconfoundedness, instrumental variables, and panel data will be considered. Bio: Susan Athey is The Economics of Technology Professor at Stanford Graduate School of Business. She received her bachelor's degree from Duke University and her Ph.D. from Stanford,…

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Variable selection using presence-only data with applications to biochemistry

February 9 @ 11:00 am - 12:00 pm

Garvesh Raskutti (University of Wisconsin)

MIT Building E18, Room 304

Abstract: In a number of problems, we are presented with positive and unlabelled data, referred to as presence-only responses. The application I present today involves studying the relationship between protein sequence and function and presence-only data arises since for many experiments it is impossible to obtain a large set of negative (non-functional) sequences. Furthermore, if the number of variables is large and the goal is variable selection (as in this case), a number of statistical and computational challenges arise due…

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User-friendly guarantees for the Langevin Monte Carlo

February 16 @ 11:00 am - 12:00 pm

Arnak Dalalyan (ENSAE-Crest)

MIT Building E18, Room 304

Abstract: In this talk, I will revisit the recently established theoretical guarantees for the convergence of the Langevin Monte Carlo algorithm of sampling from a smooth and (strongly) log-concave density. I will discuss the existing results when the accuracy of sampling is measured in the Wasserstein distance and provide further insights on relations between, on the one hand, the Langevin Monte Carlo for sampling and, on the other hand, the gradient descent for optimization. I will also present non-asymptotic guarantees for the accuracy…

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Stochastics and Statistics Seminar

February 23 @ 11:00 am - 12:00 pm

Nathan Srebro-Bartom (TTI-Chicago)

MIT Building E18, Room 304

MIT Statistics and Data Science Center host guest lecturers from around the world in this weekly seminar.

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March 2018

Sparsity testing and estimation (based on joint works with Nicolas Verzelen)

March 2 @ 11:00 am - 12:00 pm

Alexandra Carpentier (Potsdam)

MIT Building E18, Room 304

MIT Statistics and Data Science Center host guest lecturers from around the world in this weekly seminar.

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Women in Data Science (WiDS) – Cambridge, MA

March 5

Microsoft NERD Center

This one day, multi city, technical conference is organized and hosted by MIT IDSS, Harvard IACS and Microsoft NERD (in conjunction with WiDS Stanford).

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Stochastics and Statistics Seminar

March 9 @ 11:00 am - 12:00 pm

Afonso Bandeira (NYU)

MIT Building E18, Room 304

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April 2018

IDSS Distinguished Seminar

April 3 @ 4:00 pm - 5:00 pm

Duncan Watts (Microsoft Research, NYC)

MIT Building 32, Room 141

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