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Stochastics and Statistics Seminar Series Edward Kennedy

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Stochastics and Statistics Seminar Series Vinod Vaikuntanathan

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Stochastics and Statistics Seminar Series Reza Gheissari

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Stochastics and Statistics Seminar Series Franca Hoffmann

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Optimal nonparametric capture-recapture methods for estimating population size

Edward Kennedy (Carnegie Mellon University)
E18-304

Abstract: Estimation of population size using incomplete lists has a long history across many biological and social sciences. For example, human rights groups often construct partial lists of victims of armed conflicts, to estimate the total number of victims. Earlier statistical methods for this setup often use parametric assumptions, or rely on suboptimal plug-in-type nonparametric estimators;…

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Lattices and the Hardness of Statistical Problems

Vinod Vaikuntanathan (MIT)
E18-304

Abstract: I will describe recent results that (a) show nearly optimal hardness of learning Gaussian mixtures, and (b) give evidence of average-case hardness of sparse linear regression w.r.t. all efficient algorithms, assuming the worst-case hardness of lattice problems. The talk is based on the following papers with Aparna Gupte and Neekon Vafa. https://arxiv.org/pdf/2204.02550.pdf https://arxiv.org/pdf/2402.14645.pdf Bio:…

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Emergent outlier subspaces in high-dimensional stochastic gradient descent

Reza Gheissari (Northwestern University)
E18-304

Abstract:  It has been empirically observed that the spectrum of neural network Hessians after training have a bulk concentrated near zero, and a few outlier eigenvalues. Moreover, the eigenspaces associated to these outliers have been associated to a low-dimensional subspace in which most of the training occurs, and this implicit low-dimensional structure has been used…

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Consensus-based optimization and sampling

Franca Hoffmann (Caltech)
E18-304

Abstract: Particle methods provide a powerful paradigm for solving complex global optimization problems leading to highly parallelizable algorithms. Despite widespread and growing adoption, theory underpinning their behavior has been mainly based on meta-heuristics. In application settings involving black-box procedures, or where gradients are too costly to obtain, one relies on derivative-free approaches instead. This talk…

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