Workshop on the Interface of Statistics and Optimization (WISO)

 Capacity has been reached.

This workshop will be 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:

Schedule and Supporting Media

Printable Schedule

Speaker Titles/Abstracts

Workshop Poster Titles

WISO Workshop Map

Wednesday, February, 8 2017

Penn Pavilion, Duke University Campus, Durham, NC

Time Description Speaker Slides Videos
8:30-9:00 Registration
9:00-9:30 Welcome & Introduction Richard Smith, SAMSI Director; Ilse Ipsen, SAMSI Assoc. Director  PDF
9:30-10:30 On Statistical Inferences via Convex Optimization Arkadi Nemirovski, Georgia Institute of Technology  PDF  mp4
10:30-11:00 BREAK
11:00-12:00 Old, New, Borrowed, and Blue in the Marriage of Statistics and Optimization Margaret Wright, Courant Institute of Mathematics  PDF  mp4
12:00-1:30 LUNCH
1:30-2:30 Phase Retrieval and Analog to Digital Compression Yonina Eldar, Technion-Israel Institute of Technology – ISR  PDF  mp4
2:30-3:00 BREAK
3:00-4:00 Parameter Identification for Dynamical Systems with Structured Uncertainty John Burns, Virginia Tech  PDF  mp4
4:00-5:00 Poster Set-up
5:00-7:00 Poster Session and Reception
7:00 Shuttle to Hotel

Thursday, February 9, 2017

Penn Pavilion, Duke University Campus, Durham, NC

Time Description Speaker Slides Videos
8:30-9:00 Registration
9:00-10:00 The Road to Exascale and Legacy Software for Dense Linear Algebra Jack Dongarra, University of Tennessee  PDF  mp4
10:00-10:30 BREAK
10:30-11:30 Tensors and their Eigenvectors Bernd Sturmfels, University of California – Berkeley  PDF  mp4
11:30-1:00 LUNCH
1:00-2:00 Statistics Meets Optimization: Fast Randomized Algorithms for Large Data Sets Martin Wainwright, University of California – Berkeley   PDF  mp4
2:00-2:30 BREAK
2:30-3:30 Sparse Learning and Distributed PCA with Control of Statistical Errors and Computing Resources Jianqing Fan, Princeton University  PDF  mp4
3:30-4:00 BREAK
4:00-5:00 On Gradient-Based Optimization: Accelerated, Distributed, Asynchronous and Stochastic Michael Jordan, University of California – Berkeley  PDF  mp4
5:00 Shuttle to Hotel

Friday, February 10, 2017

Penn Pavilion, Duke University Campus, Durham, NC

Time Description Speaker Slides Videos
8:30-9:00 Registration
9:00-10:00 Randomness in Coordinate Descent Stephen Wright, University of Wisconsin-Madison  PDF  mp4
10:00-10:30 BREAK
10:30-11:30 Model Discrimination and Parameter Estimation for Complex Reactive Systems Larry Biegler, Carnegie Mellon University   PDF  mp4
11:30-12:00 BREAK
12:00-1:00 Statistical Inference of Empirical Estimates of Stochastic Programs Alexander Shapiro, Georgia Institute of Technology   PDF  mp4
1:00 Box Lunch & Adjourn

Questions: email opt@samsi.info