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Ford Building (E18)
50 Ames Street, Cambridge, MA United States

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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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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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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

Stochastics and Statistics Seminar

April 13 @ 11:00 am - 12:00 pm

Subrabatha Sen (Microsoft )

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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Stochastics and Statistics Seminar

April 27 @ 11:00 am - 12:00 pm

Genevera Allen (Rice)

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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May 2018

Stochastics and Statistics Seminar

May 4 @ 11:00 am - 12:00 pm

Ohad Shamir (Weizman)

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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Stochastics and Statistics Seminar

May 11 @ 11:00 am - 12:00 pm

Adel Javanmard (USC)

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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