Abstract: Many contemporary large-scale applications, from genomics to advertising, involve linking a response of interest to a large set of potential explanatory variables in a nonlinear fashion, such as when the response is binary. Although this modeling problem has been extensively studied, it remains unclear how to effectively select important variables while controlling the fraction of false discoveries, even in high-dimensional logistic regression, not to mention general high-dimensional nonlinear models. To address such a practical problem, we propose a new…

Abstract: We discuss a recent approach to bias reduction in a problem of estimation of smooth functionals of high-dimensional parameters of statistical models. In particular, this approach has been developed in the case of estimation of functionals of covariance operator Σ : Rd d → Rd of the form f(Σ), B based on n i.i.d. observations X1, . . . , Xn sampled from the normal distribution with mean zero and covariance Σ, f : R → R being a…

Abstract: The prototypical high-dimensional statistics problem entails finding a structured signal in noise. Many of these problems exhibit an intriguing phenomenon: the amount of data needed by all known computationally efficient algorithms far exceeds what is needed for inefficient algorithms that search over all possible structures. A line of work initiated by Berthet and Rigollet in 2013 has aimed to explain these gaps by reducing from conjecturally hard problems in computer science. However, the delicate nature of average-case reductions has…

Abstract: In 1973 Erdos asked whether there are n-vertex partial Steiner triple systems with arbitrary high girth and quadratically many triples. (Here girth is defined as the smallest integer g \ge 4 for which some g-element vertex-set contains at least g-2 triples.) We answer this question, by showing existence of approximate Steiner triple systems with arbitrary high girth. More concretely, for any fixed \ell \ge 4 we show that a natural constrained random process typically produces a partial Steiner triple…

Andrea Montanari Professor, Department of Electrical Engineering, Department of Statistics Stanford University This lecture is in conjunction with the LIDS Student Conference. Abstract: Let A be n × n symmetric random matrix with independent and identically distributed Gaussian entries above the diagonal. We consider the problem of maximizing xT Ax over binary vectors with ±1 entries. In the language of statistical physics, this amounts to finding the ground state of the Sherrington-Kirkpatrick model of spin glasses. The asymptotic value of this…

Abstract: We present an algorithm for creating high resolution anatomically plausible images that are consistent with acquired clinical brain MRI scans with large inter-slice spacing. Although large databases of clinical images contain a wealth of information, medical acquisition constraints result in sparse scans that miss much of the anatomy. These characteristics often render computational analysis impractical as standard processing algorithms tend to fail when applied to such images. Our goal is to enable application of existing algorithms that were originally…

Abstract: We consider the Sherrington-Kirkpatrick model of spin glasses with ferromagnetically biased couplings. For a specific choice of the couplings mean, the resulting Gibbs measure is equivalent to the Bayesian posterior for a high-dimensional estimation problem known as "Z2 synchronization". Statistical physics suggests to compute the expectation with respect to this Gibbs measure (the posterior mean in the synchronization problem), by minimizing the so-called Thouless-Anderson-Palmer (TAP) free energy, instead of the mean field (MF) free energy. We prove that this identification…

Abstract: The perceptron is a toy model of a simple neural network that stores a collection of given patterns. Its analysis reduces to a simple problem in high-dimensional geometry, namely, understanding the intersection of the cube (or sphere) with a collection of random half-spaces. Despite the simplicity of this model, its high-dimensional asymptotics are not well understood. I will describe what is known and present recent results. This is a joint work with Jian Ding. Biography: Nike Sun is a…