This workshop was held at the Penn Pavilion (Level 2), Duke University, Durham, NC
Description:
The integration and cross-fertilization between statistics and optimization is urgent and productive. Traditionally, optimization has merely been used as a tool to compute numerical solutions for statistical problems, while optimization theory and algorithms have rarely supported statistical techniques. This compartmental approach is proving to be non-optimal. More and more statistical tools are being developed by borrowing strengths from optimization, while optimization is looking to statistics for new insights, speed and robustness.
This workshop will bring together researchers who are pioneers in the synergy of statistics and optimization. It will serve SAMSI’s mission to forge a synthesis of the statistical sciences and the applied mathematical sciences with disciplinary science to confront the very hardest and most important data- and model-driven scientific challenges. The workshop will also address contemporary issues with potentially significant impact in industrial applications.
Schedule and Speakers:
Confirmed Speakers currently include:
- Larry Biegler (Carnegie Mellon University)
- John Burns (Virginia Tech)
- Jack Dongarra (Tennessee)
- Yonina Eldar (Technion-Israel Institute of Technology – ISR)
- Jianqing Fan (Princeton)
- Michael Jordan (University of California-Berkeley)
- Arkadi Nemirovski (Georgia Tech)
- Alex Shapiro (Georgia Tech)
- Bernd Sturmfels (University of California-Berkeley and Max Planck Institute-Leipzig)
- Martin Wainwright (University of California-Berkeley)
- Margaret Wright (Courant Institute-New York)
- Stephen Wright (University of Wisconsin-Madison)
Schedule and Supporting Media
Wednesday, February, 8 2017
Penn Pavilion, Duke University Campus, Durham, NC
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| Welcome & Introduction | Richard Smith, SAMSI Director; Ilse Ipsen, SAMSI Assoc. Director | ||
| On Statistical Inferences via Convex Optimization | Arkadi Nemirovski, Georgia Institute of Technology | video | |
| Old, New, Borrowed, and Blue in the Marriage of Statistics and Optimization | Margaret Wright, Courant Institute of Mathematics | video | |
| Phase Retrieval and Analog to Digital Compression | Yonina Eldar, Technion-Israel Institute of Technology – ISR | video | |
| Parameter Identification for Dynamical Systems with Structured Uncertainty | John Burns, Virginia Tech | video |
Thursday, February 9, 2017
Penn Pavilion, Duke University Campus, Durham, NC
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| The Road to Exascale and Legacy Software for Dense Linear Algebra | Jack Dongarra, University of Tennessee | video | |
| Tensors and their Eigenvectors | Bernd Sturmfels, University of California – Berkeley | video | |
| Statistics Meets Optimization: Fast Randomized Algorithms for Large Data Sets | Martin Wainwright, University of California – Berkeley | video | |
| Sparse Learning and Distributed PCA with Control of Statistical Errors and Computing Resources | Jianqing Fan, Princeton University | video | |
| On Gradient-Based Optimization: Accelerated, Distributed, Asynchronous and Stochastic | Michael Jordan, University of California – Berkeley | video |
Friday, February 10, 2017
Penn Pavilion, Duke University Campus, Durham, NC
| Description | Speaker | Slides | Videos |
|---|---|---|---|
| Randomness in Coordinate Descent | Stephen Wright, University of Wisconsin-Madison | video | |
| Model Discrimination and Parameter Estimation for Complex Reactive Systems | Larry Biegler, Carnegie Mellon University | video | |
| Statistical Inference of Empirical Estimates of Stochastic Programs | Alexander Shapiro, Georgia Institute of Technology | video |
Questions: email [email protected]