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April 2020

[POSTPONED] The Blessings of Multiple Causes

April 13, 2020 @ 4:00 pm - 5:00 pm

David Blei (Columbia University)

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*Please note: this event has been POSTPONED until Fall 2020* See MIT’s COVID-19 policies for more details.   Title: The Blessings of Multiple Causes Abstract: Causal inference from observational data is a vital problem, but it comes with strong assumptions. Most methods require that we observe all confounders, variables that affect both the causal variables and the outcome variables. But whether we have observed all confounders is a famously untestable assumption. We describe the deconfounder, a way to do causal…

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[POSTPONED] Guido Imbens – The Applied Econometrics Professor and Professor of Economics, Graduate School of Business, Stanford University

April 7, 2020 @ 4:00 pm - 5:00 pm

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IDSS will host Prof. Guido Imbens as part of the Distinguished Speaker Seminar series. Prof. Guido Imbens’ primary field of interest is Econometrics. Research topics in which he is interested include: causality, program evaluation, identification, Bayesian methods, semi-parametric methods, instrumental variables.

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March 2020

Safe Deep Learning in the Loop: Challenges, Methods, and Future Directions

March 9, 2020 @ 12:00 pm - 1:00 pm

Mahyar Fazlyab (University of Pennsylvania)

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  Abstract: Despite high-profile advances in various decision-making and classification tasks, Deep Neural Networks (DNNs) have found limited application in safety-critical domains such as self-driving cars and automated healthcare. In particular, DNNs can be vulnerable to adversarial attacks and input uncertainties. This issue becomes even more complicated when DNNs are used in closed-loop systems, where a small perturbation (caused by noisy measurements, uncertain initial conditions, disturbances, etc.) can substantially impact the system being controlled. Therefore, it is of utmost importance…

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Foundations of Resilient Collaborative Autonomy: From Combinatorial Optimization to Control and Learning

March 4, 2020 @ 12:00 pm - 1:00 pm

Vasileios Tzoumas (MIT)

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  Abstract: Collaborative autonomous robots promise to revolutionize transportation, disaster response, and environmental monitoring. Already, micro-aerial vehicles have become a multi-billion-dollar industry; and in this new decade, teams of semi-autonomous ships, cars, and underwater exploration vehicles are being launched. A future of ubiquitous autonomy is becoming a reality, where robots can autonomously split into teams, and navigate and learn the world. However, this future is threatened by attacks and failures that can compromise the robots’ teams, control, and learning capabilities,…

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Does Revolution Work? Evidence from Nepal

March 3, 2020 @ 4:00 pm - 5:00 pm

Rohini Pande (Yale University)

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The last half century has seen the adoption of  democratic institutions in much of the developing world. However, the conditions under which de jure democratization leads to the representation of historically disadvantaged groups remains debated as do the implications of descriptive representation for policy inclusion. Using detailed administrative and survey data from Nepal, we examine political selection in a new democracy, the implications for policy inclusion and the role of conflict in affecting political transformation. I situate these findings in the context of…

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February 2020

Tales of Random Projections

February 28, 2020 @ 11:00 am - 12:00 pm

Kavita Ramanan (Brown University)

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Abstract: Properties of random projections of high-dimensional probability measures are of interest in a variety of fields, including asymptotic convex geometry, and potential applications to high-dimensional statistics and data analysis. A particular question of interest is to identify what properties of the high-dimensional measure are captured by its lower-dimensional projections. While fluctuations of these projections have been well studied over the past decade, we describe more recent work on the tail behavior of such projections, and various implications. This talk…

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Predictive Inference with the Jackknife+

February 21, 2020 @ 11:00 am - 12:00 pm

Rina Foygel Barber (University of Chicago)

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Abstract: We introduce the jackknife+, a novel method for constructing predictive confidence intervals that is robust to the distribution of the data. The jackknife+ modifies the well-known jackknife (leaveoneout cross-validation) to account for the variability in the fitted regression function when we subsample the training data. Assuming exchangeable training samples, we prove that the jackknife+ permits rigorous coverage guarantees regardless of the distribution of the data points, for any algorithm that treats the training points symmetrically (in contrast, such guarantees…

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Diffusion K-means Clustering on Manifolds: provable exact recovery via semidefinite relaxations

February 14, 2020 @ 11:00 am - 12:00 pm

Xiaohui Chen (University of Illinois at Urbana-Champaign)

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Abstract: We introduce the diffusion K-means clustering method on Riemannian submanifolds, which maximizes the within-cluster connectedness based on the diffusion distance. The diffusion K-means constructs a random walk on the similarity graph with vertices as data points randomly sampled on the manifolds and edges as similarities given by a kernel that captures the local geometry of manifolds. Thus the diffusion K-means is a multi-scale clustering tool that is suitable for data with non-linear and non-Euclidean geometric features in mixed dimensions. Given…

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Risk-Sensitive Safety Analysis and Control for Trustworthy Autonomy

February 12, 2020 @ 12:00 pm - 1:00 pm

Margaret Chapman (UC Berkeley)

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Abstract: Methods for managing dynamic systems typically invoke one of two perspectives. In the worst-case perspective, the system is assumed to behave in the worst possible way; this perspective is used to provide formal safety guarantees. In the risk-neutral perspective, the system is assumed to behave as expected; this perspective is invoked in reinforcement learning and stochastic optimal control. While the worst-case perspective is useful for safety analysis, it can lead to unnecessarily conservative decisions, especially in settings where uncertainties…

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Gaussian Differential Privacy, with Applications to Deep Learning

February 7, 2020 @ 11:00 am - 12:00 pm

Weijie Su (University of Pennsylvania)

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Abstract: Privacy-preserving data analysis has been put on a firm mathematical foundation since the introduction of differential privacy (DP) in 2006. This privacy definition, however, has some well-known weaknesses: notably, it does not tightly handle composition. This weakness has inspired several recent relaxations of differential privacy based on the Renyi divergences. We propose an alternative relaxation we term “f-DP”, which has a number of nice properties and avoids some of the difficulties associated with divergence based relaxations. First, f-DP preserves…

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December 2019

The Statistical Finite Element Method

December 11, 2019 @ 4:00 pm - 5:00 pm

Mark Girolami (University of Cambridge)

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Abstract: The finite element method (FEM) is one of the great triumphs of modern day applied mathematics, numerical analysis and software development. Every area of the sciences and engineering has been positively impacted by the ability to model and study complex physical and natural systems described by systems of partial differential equations (PDE) via the FEM . In parallel the recent developments in sensor, measurement, and signalling technologies enables the phenomenological study of systems as diverse as protein signalling in the…

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Inferring the Evolutionary History of Tumors

December 6, 2019 @ 11:00 am - 12:00 pm

Simon Tavaré (Columbia University)

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Abstract: Bulk sequencing of tumor DNA is a popular strategy for uncovering information about the spectrum of mutations arising in the tumor, and is often supplemented by multi-region sequencing, which provides a view of tumor heterogeneity. The statistical issues arise from the fact that bulk sequencing makes the determination of sub-clonal frequencies, and other quantities of interest, difficult. In this talk I will discuss this problem, beginning with its setting in population genetics. The data provide an estimate of the…

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SES Dissertation Defense – Ian Schneider

December 5, 2019 @ 2:00 pm - 4:00 pm

Ian Schneider (MIT)

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Ian Schneider

Market Design Opportunities for an Evolving Power System

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Flexible Perturbation Models for Robustness to Misspecification

December 4, 2019 @ 4:00 pm - 5:00 pm

Jeffrey Miller (Harvard University)

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Abstract: In many applications, there are natural statistical models with interpretable parameters that provide insight into questions of interest. While useful, these models are almost always wrong in the sense that they only approximate the true data generating process. In some cases, it is important to account for this model error when quantifying uncertainty in the parameters. We propose to model the distribution of the observed data as a perturbation of an idealized model of interest by using a nonparametric…

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Automating the Digitization of Historical Data on a Large Scale

December 2, 2019 @ 4:00 pm - 5:00 pm

Melissa Dell (Harvard University)

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https://youtu.be/mnM7ePr6xqM Over the past two centuries, we have transitioned from an overwhelmingly agricultural world to one with vastly different patterns of economic organization. This transition has been remarkably uneven across space and time, and has important implications for some of the most central challenges facing societies today. Deepening our understanding of the determinants of economic transformation requires data on the long-run trajectories of individuals and firms. However, these data overwhelmingly remain trapped in hard copy, with cost estimates for manual…

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November 2019

Automated Data Summarization for Scalability in Bayesian Inference

November 22, 2019 @ 11:00 am - 12:00 pm

Tamara Broderick (MIT)

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Abstract: Many algorithms take prohibitively long to run on modern, large data sets. But even in complex data sets, many data points may be at least partially redundant for some task of interest. So one might instead construct and use a weighted subset of the data (called a “coreset”) that is much smaller than the original dataset. Typically running algorithms on a much smaller data set will take much less computing time, but it remains to understand whether the output…

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A Causal Exposure Response Function with Local Adjustment for Confounding: A study of the health effects of long-term exposure to low levels of fine particulate matter

November 20, 2019 @ 4:00 pm - 5:00 pm

Francesca Dominici (Harvard University)

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Abstract:   In the last two decades, ambient levels of air pollution have declined substantially. Yet, as mandated by the Clean Air Act, we must continue to address the following question: is exposure to levels of air pollution that are well below the National Ambient Air Quality Standards (NAAQS) harmful to human health? Furthermore, the highly contentious nature surrounding environmental regulations necessitates casting this question within a causal inference framework. Several parametric and semi-parametric regression modeling approaches have been used to…

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Stability of a Fluid Model for Fair Bandwidth Sharing with General File Size Distributions

November 19, 2019 @ 4:00 pm - 5:00 pm

Ruth J Williams (University of California, San Diego)

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Abstract: Massoulie and Roberts introduced a stochastic model for a data communication network where file sizes are generally distributed and the network operates under a fair bandwidth sharing policy.  It has been a standing problem to prove stability of this general model when the average load on the system is less than the network’s capacity. A crucial step in an approach to this problem is to prove stability of an associated measure-valued fluid model. We shall describe prior work on this question done under various strong assumptions and…

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Understanding machine learning with statistical physics

November 15, 2019 @ 11:00 am - 12:00 pm

Lenka Zdeborová (Institute of Theoretical Physics, CNRS)

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Abstract: The affinity between statistical physics and machine learning has long history, this is reflected even in the machine learning terminology that is in part adopted from physics. Current theoretical challenges and open questions about deep learning and statistical learning call for unified account of the following three ingredients: (a) the dynamics of the learning algorithm, (b) the architecture of the neural networks, and (c) the structure of the data. Most existing theories are not taking in account all of those…

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Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox

November 13, 2019 @ 4:00 pm - 5:00 pm

Xiao-Li Meng (Harvard University)

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Abstract: Advances in Markov chain Monte Carlo in the past 30 years have made Bayesian analysis a routine practice. However, there is virtually no practice of performing Monte Carlo integration from the Bayesian perspective; indeed,this problem has earned the “paradox” label in the context of computing normalizing constants (Wasserman, 2013). We first use the modeling-what-we-ignore idea of Kong et al. (2003) to explain that the crux of the paradox is not with the likelihood theory, which is essentially the same…

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SES PhD Admissions Info Session

November 12, 2019 @ 4:00 pm - 5:30 pm

Ali Jadbabaie (MIT)

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Learn about admission to the Social and Engineering Systems Doctoral Program. Info session is hosted by a member of the IDSS faculty and an SES student who introduce the program and answer your questions. Please register in advance.

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SDP Relaxation for Learning Discrete Structures: Optimal Rates, Hidden Integrality, and Semirandom Robustness

November 8, 2019 @ 11:00 am - 12:00 pm

Yudong Chen (Cornell University)

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Abstract: We consider the problems of learning discrete structures from network data under statistical settings. Popular examples include various block models, Z2 synchronization and mixture models. Semidefinite programming (SDP) relaxation has emerged as a versatile and robust approach to these problems. We show that despite being a relaxation, SDP achieves the optimal Bayes error rate in terms of distance to the target solution. Moreover, SDP relaxation is provably robust under the so-called semirandom model, which frustrates many existing algorithms. Our…

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One-shot Information Theory via Poisson Processes

November 6, 2019 @ 4:00 pm - 5:00 pm

Cheuk Ting Li (UC Berkeley)

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Abstract: In information theory, coding theorems are usually proved in the asymptotic regime where the blocklength tends to infinity. While there are techniques for finite blocklength analysis, they are often more complex than their asymptotic counterparts. In this talk, we study the use of Poisson processes in proving coding theorems, which not only gives sharp one-shot and finite blocklength results, but also gives significantly shorter proofs than conventional asymptotic techniques in some settings. Instead of using fixed-size random codebooks, we…

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Causal Inference in the Age of Big Data

November 4, 2019 @ 4:00 pm - 5:00 pm

Jasjeet Sekhon (UC Berkeley)

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The rise of massive data sets that provide fine-grained information about human beings and their behavior offers unprecedented opportunities for evaluating the effectiveness of social, behavioral, and medical treatments. With the availability of fine-grained data, researchers and policymakers are increasingly unsatisfied with estimates of average treatment effects based on experimental samples that are unrepresentative of populations of interest. Instead, they seek to target treatments to particular populations and subgroups. Because of these inferential challenges, Machine Learning (ML) is now being…

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October 2019

FinTech in China and the extension of new organizational firm boundary

October 30, 2019 @ 4:00 pm - 5:00 pm

Zixia Sheng (New Hope Financial Services)

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Speaker: Zixia Sheng, CEO, New Hope Financial Services Abstract: Recent new technologies (Fintech and 5G) have had a profound impact on extending the boundaries of firms into more complicated financial ecology system. Nowadays in China, a typical traditional loan underwriting procedure within a bank has been fulfilled by different external parties (e.g. online portals, marketing agencies, data vendors, risk modelers, trusts, funds, invest bankers, debt collectors). How new technology could improve information sharing, reduce transaction costs/contractual costs and therefore change…

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Accurate Simulation-Based Parametric Inference in High Dimensional Settings

October 25, 2019 @ 11:00 am - 12:00 pm

Maria-Pia Victoria-Feser (University of Geneva)

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Abstract: Accurate estimation and inference in finite sample is important for decision making in many experimental and social fields, especially when the available data are complex, like when they include mixed types of measurements, they are dependent in several ways, there are missing data, outliers, etc. Indeed, the more complex the data (hence the models), the less accurate are asymptotic theory results in finite samples.  This is in particular the case, for example, with logistic regression, with possibly also random effects…

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Esther Williams in the Harold Holt Memorial Swimming Pool: Some Thoughts on Complexity

October 23, 2019 @ 4:00 pm - 5:00 pm

Daniel Simpson (University of Toronto)

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IDS.190 – Topics in Bayesian Modeling and Computation Speaker: Daniel Simpson (University of Toronto) Abstract: Abstract: As data becomes more complex and computational modelling becomes more powerful, we rapidly find ourselves beyond the scope of traditional statistical theory. As we venture beyond the traditional thunderdome, we need to think about how to cope with this additional complexity in our model building.  In this talk, I will talk about a few techniques that are useful when specifying prior distributions and building Bayesian…

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Towards Robust Statistical Learning Theory

October 18, 2019 @ 11:00 am - 12:00 pm

Stanislav Minsker (University of Southern California)

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Abstract: Real-world data typically do not fit statistical models or satisfy assumptions underlying the theory exactly, hence reducing the number and strictness of these assumptions helps to lessen the gap between the “mathematical” world and the “real” world. The concept of robustness, in particular, robustness to outliers, plays the central role in understanding this gap. The goal of the talk is to introduce the principles and robust algorithms based on these principles that can be applied in the general framework of statistical…

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Markov Chain Monte Carlo Methods and Some Attempts at Parallelizing Them

October 16, 2019 @ 4:00 pm - 5:00 pm

Pierre E. Jacob (Harvard University)

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IDS.190 – Topics in Bayesian Modeling and Computation Abstract: MCMC methods yield approximations that converge to quantities of interest in the limit of the number of iterations. This iterative asymptotic justification is not ideal: it stands at odds with current trends in computing hardware. Namely, it would often be computationally preferable to run many short chains in parallel, but such an approach is flawed because of the so-called “burn-in” bias.  This talk will first describe that issue and some known…

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The Planted Matching Problem

October 11, 2019 @ 11:00 am - 12:00 pm

Cristopher Moore (Santa Fe Institute)

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Abstract: What happens when an optimization problem has a good solution built into it, but which is partly obscured by randomness? Here we revisit a classic polynomial-time problem, the minimum perfect matching problem on bipartite graphs. If the edges have random weights in , Mézard and Parisi — and then Aldous, rigorously — showed that the minimum matching has expected weight zeta(2) = pi^2/6. We consider a “planted” version where a particular matching has weights drawn from an exponential distribution…

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Probabilistic Programming and Artificial Intelligence

October 9, 2019 @ 4:00 pm - 5:00 pm

Vikash Mansinghka (MIT)

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IDS.190 – Topics in Bayesian Modeling and Computation Abstract: Probabilistic programming is an emerging field at the intersection of programming languages, probability theory, and artificial intelligence. This talk will show how to use recently developed probabilistic programming languages to build systems for robust 3D computer vision, without requiring any labeled training data; for automatic modeling of complex real-world time series; and for machine-assisted analysis of experimental data that is too small and/or messy for standard approaches from machine learning and…

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Theoretical Foundations of Active Machine Learning

October 7, 2019 @ 4:00 pm - 5:00 pm

Rob Nowak (University of Wisconsin - Madison)

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Title: Theoretical Foundations of Active Machine Learning Abstract: The field of Machine Learning (ML) has advanced considerably in recent years, but mostly in well-defined domains using huge amounts of human-labeled training data. Machines can recognize objects in images and translate text, but they must be trained with more images and text than a person can see in nearly a lifetime.  The computational complexity of training has been offset by recent technological advances, but the cost of training data is measured in…

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Behavior of the Gibbs Sampler in the Imbalanced Case/Bias Correction from Daily Min and Max Temperature Measurements

October 2, 2019 @ 4:00 pm - 5:00 pm

Natesh Pillai (Harvard University)

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IDS.190 Topics in Bayesian Modeling and Computation *Note:  The speaker this week will give two shorter talks within the usual session Title: Behavior of the Gibbs sampler in the imbalanced case Abstract:   Many modern applications collect highly imbalanced categorical data, with some categories relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information, while also quantifying uncertainty. However, posterior computation presents a fundamental barrier to routine use; a single class of algorithms does not work well in all settings and…

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September 2019

Selection and Endogenous Bias in Studies of Health Behaviors

September 30, 2019 @ 4:00 pm - 5:00 pm

Emily Oster (Brown University)

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Abstract: Studies of health behaviors using observational data are prone to bias from selection in behavior choices. How important are these biases? Are they dynamic - that is, are they influenced by the recommendations we make? Are there formal assumptions under which we can use information we have about selection on observed variables to learn about the possible bias from unobserved selection? About the Speaker: Emily Oster is a professor of economics. Prior to coming to Brown she was an…

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Frontiers of Efficient Neural-Network Learnability

September 27, 2019 @ 11:00 am - 12:00 pm

Adam Klivans (University of Texas at Austin)

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Abstract: What are the most expressive classes of neural networks that can be learned, provably, in polynomial-time in a distribution-free setting? In this talk we give the first efficient algorithm for learning neural networks with two nonlinear layers using tools for solving isotonic regression, a nonconvex (but tractable) optimization problem. If we further assume the distribution is symmetric, we obtain the first efficient algorithm for recovering the parameters of a one-layer convolutional network. These results implicitly make use of a…

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Power of Experimental Design and Active Learning

September 23, 2019 @ 2:00 pm - 3:00 pm

Aarti Singh (Carnegie Mellon University)

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Classical supervised machine learning algorithms focus on the setting where the algorithm has access to a fixed labeled dataset obtained prior to any analysis. In most applications, however, we have control over the data collection process such as which image labels to obtain, which drug-gene interactions to record, which network routes to probe, which movies to rate, etc. Furthermore, most applications face budget limitations on the amount of labels that can be collected. Experimental design and active learning are two…

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Some New Insights On Transfer Learning

September 20, 2019 @ 11:00 am - 12:00 pm

Samory Kpotufe (Columbia University)

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Abstract: The problem of transfer and domain adaptation is ubiquitous in machine learning and concerns situations where predictive technologies, trained on a given source dataset, have to be transferred to a new target domain that is somewhat related. For example, transferring voice recognition trained on American English accents to apply to Scottish accents, with minimal retraining. A first challenge is to understand how to properly model the ‘distance’ between source and target domains, viewed as probability distributions over a feature…

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Probabilistic Modeling meets Deep Learning using TensorFlow Probability

September 18, 2019 @ 4:00 pm - 5:00 pm

Brian Patton (Google AI)

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IDS.190 - Topics in Bayesian Modeling and Computation Speaker: Brian Patton (Google AI) Abstract: TensorFlow Probability provides a toolkit to enable researchers and practitioners to integrate uncertainty with gradient-based deep learning on modern accelerators. In this talk we'll walk through some practical problems addressed using TFP; discuss the high-level interfaces, goals, and principles of the library; and touch on some recent innovations in describing probabilistic graphical models. Time-permitting, we may touch on a couple areas of research interest for the…

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Automated Data Summarization for Scalability in Bayesian Inference

September 11, 2019 @ 4:00 pm - 5:00 pm

Tamara Broderick (MIT)

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IDS.190 - Topics in Bayesian Modeling and Computation Abstract: Many algorithms take prohibitively long to run on modern, large datasets. But even in complex data sets, many data points may be at least partially redundant for some task of interest. So one might instead construct and use a weighted subset of the data (called a "coreset") that is much smaller than the original dataset. Typically running algorithms on a much smaller data set will take much less computing time, but…

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GANs, Optimal Transport, and Implicit Density Estimation

September 6, 2019 @ 11:00 am - 12:00 pm

Tengyuan Liang (University of Chicago)

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Abstract: We first study the rate of convergence for learning distributions with the adversarial framework and Generative Adversarial Networks (GANs), which subsumes Wasserstein, Sobolev, and MMD GANs as special cases. We study a wide range of parametric and nonparametric target distributions, under a collection of objective evaluation metrics. On the nonparametric end, we investigate the minimax optimal rates and fundamental difficulty of the implicit density estimation under the adversarial framework. On the parametric end, we establish a theory for general…

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May 2019

Conference on Synthetic Controls and Related Methods

May 20, 2019 - May 21, 2019

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Organizers are Alberto Abadie (MIT), Victor Chernozhukov (MIT), and Guido Imbens (Stanford University). The program is posted here. Participation by invitation only.

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Counting and sampling at low temperatures

May 10, 2019 @ 8:00 am - 5:00 pm

Will Perkins (University of Illinois at Chicago)

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Abstract: We consider the problem of efficient sampling from the hard-core and Potts models from statistical physics. On certain families of graphs, phase transitions in the underlying physics model are linked to changes in the performance of some sampling algorithms, including Markov chains. We develop new sampling and counting algorithms that exploit the phase transition phenomenon and work efficiently on lattices (and bipartite expander graphs) at sufficiently low temperatures in the phase coexistence regime. Our algorithms are based on Pirogov-Sinai…

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Design and Analysis of Two-Stage Randomized Experiments

May 7, 2019 @ 4:00 pm - 5:00 pm

Kosuke Imai (Harvard University)

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Abstract: In many social science experiments, subjects often interact with each other and as a result, one unit's treatment can influence the outcome of another unit. Over the last decade, a significant progress has been made towards causal inference in the presence of such interference between units. In this talk, we will discuss two-stage randomized experiments, which enable the identification of the average spillover effects as well as that of the average direct effect of one's own treatment. In particular,…

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Stochastics and Statistics Seminar Series

May 3, 2019 @ 11:00 am - 12:00 pm

Tracy Ke (Harvard University)

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April 2019

Robust Estimation: Optimal Rates, Computation and Adaptation

April 26, 2019 @ 11:00 am - 12:00 pm

Chao Gao (University of Chicago)

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Abstract: Chao Gao will discuss the problem of statistical estimation with contaminated data. In the first part of the talk, I will discuss depth-based approaches that achieve minimax rates in various problems. In general, the minimax rate of a given problem with contamination consists of two terms: the statistical complexity without contamination, and the contamination effect in the form of modulus of continuity. In the second part of the talk, I will discuss computational challenges of these depth-based estimators. An…

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Stochastics and Statistics Seminar Series

April 19, 2019 @ 11:00 am - 12:00 pm

Dylan Foster (MIT)

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Logistic regression is a fundamental task in machine learning and statistics. For the simple case of linear models, Hazan et al. (2014) showed that any logistic regression algorithm that estimates model weights from samples must exhibit exponential dependence on the weight magnitude. As an alternative, we explore a counterintuitive technique called improper learning, whereby one estimates a linear model by fitting a non-linear model. Past success stories for improper learning have focused on cases where it can improve computational complexity.…

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Exponential line-crossing inequalities

April 12, 2019 @ 11:00 am - 12:00 pm

Aaditya Ramdas (Carnegie Mellon University)

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Abstract: This talk will present a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities in this way. We will illustrate this point by presenting a single assumption and a single theorem that together strengthen many tail bounds for martingales, including classical inequalities (1960-80) by Bernstein, Bennett, Hoeffding, and Freedman; contemporary inequalities (1980-2000) by Shorack and Wellner,…

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A Particulate Solution: Data Science in the Fight to Stop Air Pollution and Climate Change | IDSS Distinguished Speaker Seminar

April 2, 2019 @ 4:00 pm - 5:00 pm

Francesca Dominici (Harvard University)

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Abstract: What if I told you I had evidence of a serious threat to American national security – a terrorist attack in which a jumbo jet will be hijacked and crashed every 12 days. Thousands will continue to die unless we act now. This is the question before us today – but the threat doesn’t come from terrorists. The threat comes from climate change and air pollution. We have developed an artificial neural network model that uses on-the-ground air-monitoring data…

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March 2019

Optimization of random polynomials on the sphere in the full-RSB regime

March 22, 2019 @ 11:00 am - 12:00 pm

Eliran Subag (New York University)

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Abstract: The talk will focus on optimization on the high-dimensional sphere when the objective function is a linear combination of homogeneous polynomials with standard Gaussian coefficients. Such random processes are called spherical spin glasses in physics, and have been extensively studied since the 80s. I will describe certain geometric properties of spherical spin glasses unique to the full-RSB case, and explain how they can be used to design a polynomial time algorithm that finds points within small multiplicative error from…

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Subvector Inference in Partially Identified Models with Many Moment Inequalities

March 15, 2019 @ 11:00 am - 12:00 pm

Alex Belloni (Duke University)

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Abstract: In this work we consider bootstrap-based inference methods for functions of the parameter vector in the presence of many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. In particular this covers the case of subvector inference, such as the inference on a single component associated with a treatment/policy variable of interest. We consider a min-max of (centered and non-centered) Studentized statistics and study the properties of the…

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Univariate total variation denoising, trend filtering and multivariate Hardy-Krause variation denoising

March 8, 2019 @ 11:00 am - 12:00 pm

Aditya Guntuboyina (UC Berkley)

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Abstract: Total variation denoising (TVD) is a popular technique for nonparametric function estimation. I will first present a theoretical optimality result for univariate TVD for estimating piecewise constant functions. I will then present related results for various extensions of univariate TVD including adaptive risk bounds for higher-order TVD (also known as trend filtering) as well as a multivariate extension via the Hardy-Krause Variation which avoids the curse of dimensionality to some extent. I will also mention connections to shape restricted…

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Univariate total variation denoising, trend filtering and multivariate Hardy-Krause variation denoising

March 8, 2019 @ 11:00 am - 12:00 pm

Aditya Guntuboyina (UC Berkley)

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Abstract: Total variation denoising (TVD) is a popular technique for nonparametric function estimation. I will first present a theoretical optimality result for univariate TVD for estimating piecewise constant functions. I will then present related results for various extensions of univariate TVD including adaptive risk bounds for higher-order TVD (also known as trend filtering) as well as a multivariate extension via the Hardy-Krause Variation which avoids the curse of dimensionality to some extent. I will also mention connections to shape restricted…

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Why Aren’t Network Statistics Accompanied By Uncertainty Statements?

March 1, 2019 @ 11:00 am - 12:00 pm

Eric Kolaczyk (Boston University)

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Abstract: Over 500K scientific articles have been published since 1999 with the word “network” in the title. And the vast majority of these report network summary statistics of one type or another. However, these numbers are rarely accompanied by any quantification of uncertainty. Yet any error inherent in the measurements underlying the construction of the network, or in the network construction procedure itself, necessarily must propagate to any summary statistics reported. Perhaps surprisingly, there is little in the way of…

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February 2019

Capacity lower bound for the Ising perceptron

February 22, 2019 @ 11:00 am - 12:00 pm

Nike Sun (MIT)

E18-304

Abstract: The perceptron is a toy model of a simple neural network that stores a collection of given patterns. Its analysis reduces to a simple problem in high-dimensional geometry, namely, understanding the intersection of the cube (or sphere) with a collection of random half-spaces. Despite the simplicity of this model, its high-dimensional asymptotics are not well understood. I will describe what is known and present recent results. This is joint work with Jian Ding. Biography: Nike Sun is a faculty…

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TAP free energy, spin glasses, and variational inference

February 15, 2019 @ 11:00 am - 12:00 pm

Zhou Fan (Yale University)

E18-304

Abstract: We consider the Sherrington-Kirkpatrick model of spin glasses with ferromagnetically biased couplings. For a specific choice of the couplings mean, the resulting Gibbs measure is equivalent to the Bayesian posterior for a high-dimensional estimation problem known as "Z2 synchronization". Statistical physics suggests to compute the expectation with respect to this Gibbs measure (the posterior mean in the synchronization problem), by minimizing the so-called Thouless-Anderson-Palmer (TAP) free energy, instead of the mean field (MF) free energy. We prove that this identification…

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Medical Image Imputation

February 8, 2019 @ 11:00 am - 12:00 pm

Polina Golland (MIT CSAIL)

E18-304

Abstract: We present an algorithm for creating high resolution anatomically plausible images that are consistent with acquired clinical brain MRI scans with large inter-slice spacing. Although large databases of clinical images contain a wealth of information, medical acquisition constraints result in sparse scans that miss much of the anatomy. These characteristics often render computational analysis impractical as standard processing algorithms tend to fail when applied to such images. Our goal is to enable application of existing algorithms that were originally…

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Optimization of the Sherrington-Kirkpatrick Hamiltonian

February 1, 2019 @ 11:00 am - 12:00 pm

Andrea Montanari (Stanford University )

E18-304

Andrea Montanari Professor, Department of Electrical Engineering, Department of Statistics Stanford University This lecture is in conjunction with the LIDS Student Conference. Abstract: Let A be n × n symmetric random matrix with independent and identically distributed Gaussian entries above the diagonal. We consider the problem of maximizing xT Ax over binary vectors with ±1 entries. In the language of statistical physics, this amounts to finding the ground state of the Sherrington-Kirkpatrick model of spin glasses. The asymptotic value of this…

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December 2018

Large girth approximate Steiner triple systems

December 14, 2018 @ 11:00 am - 12:00 pm

Lutz Warnke (Georgia Institute of Technology)

E18-304

Abstract: In 1973 Erdos asked whether there are n-vertex partial Steiner triple systems with arbitrary high girth and quadratically many triples. (Here girth is defined as the smallest integer g \ge 4 for which some g-element vertex-set contains at least g-2 triples.) We answer this question, by showing existence of approximate Steiner triple systems with arbitrary high girth. More concretely, for any fixed \ell \ge 4 we show that a natural constrained random process typically produces a partial Steiner triple…

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Reducibility and Computational Lower Bounds for Some High-dimensional Statistics Problems

December 7, 2018 @ 11:00 am - 12:00 pm

Guy Bresler (MIT)

E18-304

Abstract: The prototypical high-dimensional statistics problem entails finding a structured signal in noise. Many of these problems exhibit an intriguing phenomenon: the amount of data needed by all known computationally efficient algorithms far exceeds what is needed for inefficient algorithms that search over all possible structures. A line of work initiated by Berthet and Rigollet in 2013 has aimed to explain these gaps by reducing from conjecturally hard problems in computer science. However, the delicate nature of average-case reductions has…

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November 2018

Bias Reduction and Asymptotic Efficiency in Estimation of Smooth Functionals of High-Dimensional Covariance

November 30, 2018 @ 11:00 am - 12:00 pm

Vladimir Koltchinskii (Georgia Institute of Technology)

E18-304

Abstract: We discuss a recent approach to bias reduction in a problem of estimation of smooth functionals of high-dimensional parameters of statistical models. In particular, this approach has been developed in the case of estimation of functionals of covariance operator Σ : Rd → Rd of the form f(Σ), B based on n i.i.d. observations X1, . . . , Xn sampled from the normal distribution with mean zero and covariance Σ, f : R → R being a sufficiently…

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IDSS Science Speed Dating Event

November 29, 2018 @ 12:00 pm - 1:30 pm

E18-304

Join IDSS faculty, postdocs, and graduate students for the first IDSS Science Speed Dating Event on Thursday, November 29. The purpose of this event is to help the participants to expand their network, find new research partners, and strengthen the IDSS community. The event includes lunch. To register for the IDSS Science Speed Dating Event, please sign up here. Please contact Doro Unger-Lee at dor@mit.edu with any questions you may have about this event.

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Model-X knockoffs for controlled variable selection in high dimensional nonlinear regression

November 16, 2018 @ 11:00 am - 12:00 pm

Lucas Janson (Harvard University )

E18-304

Abstract: Many contemporary large-scale applications, from genomics to advertising, involve linking a response of interest to a large set of potential explanatory variables in a nonlinear fashion, such as when the response is binary. Although this modeling problem has been extensively studied, it remains unclear how to effectively select important variables while controlling the fraction of false discoveries, even in high-dimensional logistic regression, not to mention general high-dimensional nonlinear models. To address such a practical problem, we propose a new…

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The Regression Discontinuity Design: Methods and Applications

November 5, 2018 @ 4:00 pm - 5:00 pm

Rocio Titiunik (University of Michigan)

E18-304

Abstract: The Regression Discontinuity (RD) design is one of the most widely used non-experimental strategies for the study of treatment effects in the social, behavioral, biomedical, and statistical sciences. In this design, units are assigned a score and a treatment is offered if the value of that score exceeds a known threshold---and withheld otherwise. In this talk, I will discuss the assumptions under which the RD design can be used to learn about treatment effects, and how to make valid…

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Joint estimation of parameters in Ising Model

November 2, 2018 @ 11:00 am - 12:00 pm

Sumit Mukherjee (Columbia University)

E18-304

Abstract: Inference in the framework of Ising models has received significant attention in Statistics and Machine Learning in recent years. In this talk we study joint estimation of the inverse temperature parameter β, and the magnetization parameter B, given one realization from the Ising model, under the assumption that the underlying graph of the Ising model is completely specified. We show that if the graph is either irregular or sparse, then both the parameters can be estimated at rate n−1/2…

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September 2018

Jingbo Liu

September 28, 2018 @ 11:00 am - 12:00 pm

MIT

E18-304

Abstract Concentration of measure refers to a collection of tools and results from analysis and probability theory that have been used in many areas of pure and applied mathematics. Arguably, the first data science application of measure concentration (under the name ‘‘blowing-up lemma’’) is the proof of strong converses in multiuser information theory by Ahlswede, G'acs and K"orner in 1976. Since then, measure concentration has found applications in many other information theoretic problems, most notably the converse (impossibility) results in…

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August 2018

Resource-efficient ML in 2 KB RAM for the Internet of Things

August 21, 2018 @ 2:00 pm - 3:00 pm

Prateek Jain (Microsoft Research)

E18-304

Abstract: We propose an alternative paradigm for the Internet of Things (IoT) where machine learning algorithms run locally on severely resource-constrained edge and endpoint devices without necessarily needing cloud connectivity. This enables many scenarios beyond the pale of the traditional paradigm including low-latency brain implants, precision agriculture on disconnected farms, privacy-preserving smart spectacles, etc. Towards this end, we develop novel tree and kNN based algorithm, called Bonsai and ProtoNN, for efficient prediction on IoT devices — such as those based…

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May 2018

Fitting a putative manifold to noisy data

May 25, 2018 @ 11:00 am - 12:00 pm

Hariharan Narayanan (Tata Institute of Fundamental Research, Mumbai)

E18-304

Abstract: We give a solution to the following question from manifold learning. Suppose data belonging to a high dimensional Euclidean space is drawn independently, identically distributed from a measure supported on a low dimensional twice differentiable embedded compact manifold M, and is corrupted by a small amount of i.i.d gaussian noise. How can we produce a manifold $M_o$ whose Hausdorff distance to M is small and whose reach (normal injectivity radius) is not much smaller than the reach of M?…

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April 2018

Optimality of Spectral Methods for Ranking, Community Detections and Beyond

April 6, 2018 @ 11:00 am - 12:00 pm

Jianqing Fan (Princeton University)

E18-304

Abstract: Spectral methods have been widely used for a large class of challenging problems, ranging from top-K ranking via pairwise comparisons, community detection, factor analysis, among others. Analyses of these spectral methods require super-norm perturbation analysis of top eigenvectors. This allows us to UNIFORMLY approximate elements in eigenvectors by linear functions of the observed random matrix that can be analyzed further. We first establish such an infinity-norm pertubation bound for top eigenvectors and apply the idea to several challenging problems…

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May 2017

Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe

May 19, 2017 @ 11:00 am

Vianney Perchet (ENS Paris-Saclay)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Invariance and Causality

May 12, 2017 @ 11:00 am

Jonas Peters (University of Copenhagen)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Some related phase transitions in phylogenetics and social network analysis 

May 5, 2017 @ 11:00 am

Sebastien Roch (University of Wisconsin-Madison)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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April 2017

The Landscape of Some Statistical Problems

April 19, 2017 @ 4:00 pm

Andrew Montanari (Stanford University)

E18-304

The LIDS Seminar Series features distinguished speakers in the information and decision sciences who provide an overview of a research area, as well as exciting recent progress in that area. Intended for a broad audience, seminar topics span the areas of communications, computation, control, learning, networks, probability and statistics, optimization, and signal processing. 

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Active learning with seed examples and search queries

April 14, 2017 @ 11:00 am

Daniel Hsu (Columbia University)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Sample-optimal inference, computational thresholds, and the methods of moments 

April 7, 2017 @ 11:00 am

David Steurer (Cornell University)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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March 2017

Jagers-Nerman stable age distribution theory, change point detection and power of two choices in evolving networks

March 24, 2017 @ 11:00 am

Shankar Bhamidi (UNC)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Robust Statistics, Revisited 

March 10, 2017 @ 11:00 am

Ankur Moitra (MIT)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Computing partition functions by interpolation

March 3, 2017 @ 11:00 am

Alexander Barvinok (University of Michigan)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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February 2017

Estimating the number of connected components of large graphs based on subgraph sampling

February 24, 2017 @ 11:00 am

Yihong Wu (Yale University)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Dynamic Learning in Strategic Pricing Games 

February 21, 2017 @ 4:00 pm

John Birge (University of Chicago)

E18-304

The LIDS Seminar Series features distinguished speakers in the information and decision sciences who provide an overview of a research area, as well as exciting recent progress in that area. Intended for a broad audience, seminar topics span the areas of communications, computation, control, learning, networks, probability and statistics, optimization, and signal processing. 

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Causal Discovery in Systems with Feedback Cycles

February 17, 2017 @ 11:00 am

Frederick Eberhardt (CalTech)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Slope meets Lasso in sparse linear regression

February 10, 2017 @ 11:00 am

Pierre Bellec (Rutgers University)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Non-classical Berry-Esseen inequality and accuracy of the weighted bootstrap

February 3, 2017 @ 11:00 am

Mayya Zhilova (Georgia Tech)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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November 2016

Stochastics and Statistics Seminar Series

November 4, 2016 @ 11:00 am

Po-Ling Loh (University of Pennsylvania)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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October 2016

Matrix estimation by Universal Singular Value Thresholding

October 28, 2016 @ 11:00 am

Sourav Chatterjee (Stanford University)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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On The Asymptotic Performance of fq-regularized LeastSquares

October 21, 2016 @ 11:00 am

Arian Maleki (Columbia University)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Eigenvectors of Orthogonally Decomposable Functions and Applications

October 14, 2016 @ 11:00 am

Mikhail Belkin (UT Austin)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Invertibility and Condition Number of Sparse Random Matrices

October 7, 2016 @ 11:00 am

Mark Rudelson (University of Michigan)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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September 2016

Theory to gain insight and inform practice: re-run of IMS Rietz Lecture, 2016

September 30, 2016 @ 11:00 am

Bin Yu (University of California, Berkeley)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Less is more: optimal learning by subsampling and regularization

September 16, 2016 @ 11:00 am

Lorenzo Rosasco (University of Genoa)

E18-304

The Stochastics and Statistics Seminar is a weekly meeting organized by the Statistics and Data Science Center (SDSC). It consists of a series of one-hour presentations by worldwide leaders making cutting edge contributions to methodological and theoretical advances in data science. These fields include probability, statistics, optimization, and applied mathematics. The seminar also regularly features experts in applications domains such as biology or engineering. This intellectual diversity has contributed to the organic assembly of a dynamic and diverse audience articulated…

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Duration and deadline differentiated electricity demand: a model of flexible demand Speaker

September 15, 2016 @ 11:00 am

Pravin Varaiya (Berkeley)

E18-304

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