Abstract: Markov chain Monte Carlo methods provide consistent approximations of integrals as the number of iterations goes to infinity. However, these estimators are generally biased after any fixed number of iterations, which complicates both parallel computation. In this talk I will explain how to remove this burn-in  bias by using couplings of Markov chains and…

Abstract:  Deep Learning, thanks mostly to Convolutional architectures, has recently transformed computer vision and speech recognition. Their ability to encode geometric stability priors, while offering enough expressive power, is at the core of their success. In such settings, geometric stability is expressed in terms of local deformations, and it is enforced thanks to localized convolutional operators…

Abstract:   The goal of compressed sensing is to estimate a vector from an under-determined system of noisy linear measurements, by making use of prior knowledge in the relevant domain. For most results in the literature, the structure is represented by sparsity in a well-chosen basis. We show how to achieve guarantees similar to standard compressed…

Abstract:  A formidable challenge in designing sequential treatments is to  determine when and in which context it is best to deliver treatments.  Consider treatment for individuals struggling with chronic health conditions.  Operationally designing the sequential treatments involves the construction of decision rules that input current context of an individual and output a recommended treatment.   That is,…