Random Matrices: Geometry, Random Matrices and Statistical Inference - January 16-19, 2007

Workshop Information

January 16, 2007 - January 19, 2007

Geometry, Random matrices, and Statistical Inference was a workshop within the SAMSI program on High Dimensional Inference and Random Matrices. It was held January 16-19, 2007 at the NISS Building in Research Triangle Park, NC.

The four day workshop began the semester long focus on Geometry and Random Matrices. Both algorithms and the fundamental mathematical objects computed by the algorithms were stressed. This workshop was followed by a semester long working group on "Geometry, Random Matrices, and Statistical Inference."

The format of the workshop was two talks in the morning and one in the afternoon. All talks were one hour and there was considerable time for discussions.

The list of confirmed participants included: Sanjoy Dasgupta (University of California, San Diego), Vladimir Koltchinskii (Georgia Institute of Technology), Yoon Lee (Ohio State University), Guy Lebanon (Purdue University), Liza Levina (University of Michigan), Mauro Maggioni (Duke University), Yuriy Mileyko (Duke University), Partha Niyogi (University of Chicago), Tao Shi (Ohio State University), Jonathan Taylor (Stanford University)

Workshop Committee: Misha Belkin (The Ohio State University, Chair), Feng Liang (University of Illinois at Urbana-Champaign), Sayan Mukherjee (Local Scientific Coordinator), James Damon (SAMSI, Directorate Liaison).

Schedule

Speaker abstracts

Tuesday, January 16, 2007 at SAMSI, Room 104
Geometry and Sparsity

8:45 Carolina Livery will depart the Radisson for SAMSI
If you miss the Carolina Livery shuttle, please see the hotel representatives at the front desk to have the Radisson shuttle bring you.
9:00-9:30 Registration and Continental Breakfast
9:30-10:30 Sparsity in High Dimensional Learning Problems
Vladimir Koltchinskii, Georgia Institute of Technology
10:30-11:00 Break
11:00-12:00 Grouped and Hierarchical Selection through Composite Absolute Penalties (CAPs)
Guilherme Rocha, University of California - Berkeley
12:00-1:00 Lunch
1:00-2:00 On Kernels, Energy and Metrics
Steven Damelin, Georgia Southern University
2:00 Discussion
Discussion Chair: Misha Belkin, Ohio State University
3:00 Carolina Livery will depart SAMSI for the Radisson

Wednesday, January 17, 2007 at SAMSI, Room 104
Geometry and Topology

8:45 Carolina Livery will depart the Radisson for SAMSI
9:00-9:30 Registration and Breakfast
9:30-10:30 Random Fields of Multivariate Test Statistics
Jonathan Taylor, Stanford University
10:30-11:00 Break
11:00-12:00 The 3D Random Computed Tomography Structuring of Proteins and the Specral Non-Linear ICA Algorithm
Amit Singer, Yale University
12:00-1:00 Lunch
1:00-2:00 Computing Homology of High-Dimensional Point Clouds
Yuriy Mileyko, Duke University
2:00-3:00 A Probabalistic View and Fundamental Limitations of Spectral Clustering
Boaz Nadler, Weizmann Inst. of Science
3:00 Carolina Livery will depart SAMSI for the Radisson

Thursday, January 18, 2007 at SAMSI, Room 104
Machine Learning

8:45 Carolina Livery will depart the Radisson for SAMSI
9:00-9:30 Registration and Continental Breakfast
9:30-10:30 A Geometric Perspective on Learning
Partha Niyogi, University of Chicago
10:30-11:00 Break
11:00-12:00 Random Geometry and Statistical Translation in Text Analysis
Guy Lebanon, Purdue University
12:00-1:00 Lunch
1:00-2:00 Projection Pursuit, Gaussian Scale Mixtures, and the EM Algorithm
Sanjoy Dasgupta, University of California - San Diego
2:00 Discussion
Discussion Chair: TBD
3:00 Carolina Livery will depart SAMSI for the Radisson

Friday, January 19, 2007 at SAMSI, Room 104
Random Matrices and Covariances

8:45 Carolina Livery will depart the Radisson for SAMSI
9:00-9:30 Registration and Continental Breakfast
9:30-10:30 Regularized Estimation of Large Covariance Matrices
Liza Levina, University of Michigan
10:30-11:00 Break
11:00-12:00 Distributions for Random Positive Definite Matrices
Armin Schwartzman, Harvard School of Public Health
12:00-1:00 Lunch
1:00-2:00 Multi-resolution Covariance Modelling in Spatial Random Effect Model
Tao Shi, Ohio State University
2:00 Final Discussion
Discussion Chair: Sayan Mukherjee, Duke University
3:00 Carolina Livery will depart SAMSI for the Airport