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Statistics and Data Science Seminar Series Subhodh Kotekal

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IDSS Distinguished Seminar Series Hamsa Bastani

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Statistics and Data Science Seminar Series Dmitriy Drusvyatskiy

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Diffusion models and minimax rates: scores, functionals, and tests

Subhodh Kotekal (MIT)
E18-304

Abstract: While score-based diffusion models have achieved remarkable success in high-dimensional generative modeling, some basic theoretical questions have not been precisely resolved. In this talk, we address minimax optimality of density estimation, functional estimation, and hypothesis testing. First, we show diffusion models achieve the optimal density estimation rate over Holder balls. This result is a…

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The Winner’s Curse in Data-Driven Decision-Making

Hamsa Bastani (University of Pennsylvania)
E18-304

Abstract: Data-driven decision-making relies on credible policy evaluation: we need to know whether a learned policy truly improves outcomes. This talk examines a key failure mode—the winner’s curse—where policy optimization exploits prediction error and selection, producing optimistic, often spurious performance gains. First, we show that model-based policy optimization and evaluation can report large, stable improvements…

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When do spectral gradient updates help in deep learning?

Dmitriy Drusvyatskiy (University of California, San Diego)
E18-304

Abstract: Spectral gradient methods, such as the recently proposed Muon optimizer, are a promising alternative to standard gradient descent for training deep neural networks and transformers. Yet, it remains unclear in which regimes these spectral methods are expected to perform better. In this talk, I will present a simple condition that predicts when a spectral update…

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