Operator Splitting Methods in Data Analysis

Location

This workshop took place at SAMSI in Research Triangle Park, NC.

Description

Monotone operator splitting methods, which originated in the late 1970’s in the context of partial differential equations, have started to be highly effective for modeling and solving a wide range of data analysis and processing problems, in particular high-dimensional statistical data analysis.

This SAMSI workshop brought together experts from nonlinear analysis, optimization, data analysis and statistics.
to advance the field of operator splitting methods. Specific topics included:
(i) general forms of equilibria that are captured by monotone inclusions,
(ii) nonconvex/nonmonotone splitting methods,
(iii) scaling up of splitting strategies as the numbers of observations and features grow, and
(iv) robustness of splitting methods under perturbations and modeling errors.
The event had a strong focus on presentations that illuminated technical difficulties and highlighted open problems in the field of study.


Supporting Media

Printable Schedule
Participant List

Wednesday, March 21, 2018
SAMSI in Research Triangle Park, NC.

Description Speaker Slides
Welcome/SAMSI David Banks, SAMSI Director
20-Minute Talk Sessions
Terry Rockafellar, University of Washington
Vianney Perchet, École Normale Supérieure Paris-Saclay, Criteo Research
Massimiliano Pontil, Istituto Italiano di Tecnologia, University College London
20-Minute Talk Sessions
Radu Bot, Universität Wien
Yiyuan She, Florida State University
Silvia Villa, Politecnico di Milano
20-Minute Talk Sessions
Noah Simon, University of Washington
Isao Yamada, Tokyo Institute of Technology
20-Minute Talk Sessions
Kazufumi Ito, North Carolina State University
Charles Dossal, INSA de Toulouse, Institut de Mathématiques de Toulouse
Aleksandr Aravkin, University of Washington
Azam Asl, New York University
Farid Benmouffok, North Carolina State University

Thursday, March 22, 2018
SAMSI in Research Triangle Park, NC.

Description Speaker Slides
20-Minute Talk Sessions
Hamid Krim, North Carolina State University
Irina Gaynanova, Texas A&M University
Saverio Salzo, Istituto Italiano di Tecnologia
20-Minute Talk Session
Jonathan Eckstein, Rutgers University
20-Minute Talk Sessions
Khai Nguyen, North Carolina State University
Gersende Fort, Institut de Mathématiques de Toulouse, Centre National de la Recherche Scientifique
Aditya Mishra, Flatiron Institute
Lorena Bociu, North Carolina State University
 Jacob Bien, University of Southern California
20-Minute Talk Sessions
Lilian Glaudin, Université Pierre et Marie Curie, Laboratoire Jacques-Louis Lions
Minh Nhut Bui, University of British Columbia
Zev Woodstock, North Carolina State University
Discussion

Friday, March 23, 2018
SAMSI in Research Triangle Park, NC.

Description Speaker Slides
20-Minute Talk Sessions
Heinz Bauschke, University of British Columbia
Jean-Christophe Pesquet, CentraleSupélec, Université Paris Saclay
 Marcelo Pereyra, Heriot-Watt University
Discussion
LUNCH/Adjourn