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March 2019

Subvector Inference in Partially Identified Models with Many Moment Inequalities

Alex Belloni (Duke University)

March 15 @ 11:00 am - 12:00 pm
E18-304

Abstract: In this work we consider bootstrap-based inference methods for functions of the parameter vector in the presence of many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. In particular this covers the case of subvector inference, such as the inference on a single component associated with a treatment/policy variable of interest. We consider a min-max of (centered and non-centered) Studentized statistics and study the properties of the…

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Optimization of random polynomials on the sphere in the full-RSB regime

Eliran Subag (New York University)

March 22 @ 11:00 am - 12:00 pm
E18-304

Abstract: The talk will focus on optimization on the high-dimensional sphere when the objective function is a linear combination of homogeneous polynomials with standard Gaussian coefficients. Such random processes are called spherical spin glasses in physics, and have been extensively studied since the 80s. I will describe certain geometric properties of spherical spin glasses unique to the full-RSB case, and explain how they can be used to design a polynomial time algorithm that finds points within small multiplicative error from…

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April 2019

SDSCon 2019 – Statistics and Data Science Conference

April 5
MIT Media Lab Multi-Purpose Room: E14-674

SDSCon 2019 is the third annual celebration of the statistics and data science community at MIT and beyond, organized by MIT’s Statistics and Data Science Center (SDSC).

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Exponential line-crossing inequalities

Aaditya Ramdas (Carnegie Mellon University)

April 12 @ 11:00 am - 12:00 pm
E18-304

Abstract: This talk will present a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities in this way. We will illustrate this point by presenting a single assumption and a single theorem that together strengthen many tail bounds for martingales, including classical inequalities (1960-80) by Bernstein, Bennett, Hoeffding, and Freedman; contemporary inequalities (1980-2000) by Shorack and Wellner,…

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Logistic Regression: The Importance of Being Improper

Dylan Foster (MIT Institute for Foundations of Data Science)

April 19 @ 11:00 am - 12:00 pm
E18-304

Abstract: Logistic regression is a fundamental task in machine learning and statistics. For the simple case of linear models, Hazan et al. (2014) showed that any logistic regression algorithm that estimates model weights from samples must exhibit exponential dependence on the weight magnitude. As an alternative, we explore a counterintuitive technique called improper learning, whereby one estimates a linear model by fitting a non-linear model. Past success stories for improper learning have focused on cases where it can improve computational…

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Robust Estimation: Optimal Rates, Computation and Adaptation

Chao Gao (University of Chicago)

April 26 @ 11:00 am - 12:00 pm
E18-304

Abstract: Chao Gao will discuss the problem of statistical estimation with contaminated data. In the first part of the talk, I will discuss depth-based approaches that achieve minimax rates in various problems. In general, the minimax rate of a given problem with contamination consists of two terms: the statistical complexity without contamination, and the contamination effect in the form of modulus of continuity. In the second part of the talk, I will discuss computational challenges of these depth-based estimators. An…

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May 2019

Stochastics and Statistics Seminar: Optimal Adaptivity of Signed-Polygon Statistics for Network Testing (Tracy Ke, Harvard University)

Tracy Ke (Harvard University)

May 3 @ 11:00 am - 12:00 pm
E18-304

Given a symmetric social network, we are interested in testing whether it has only one community or multiple communities. The desired tests should (a) accommodate severe degree heterogeneity, (b) accommodate mixed-memberships, (c) have a tractable null distribution, and (d) adapt automatically to different levels of sparsity, and achieve the optimal detection boundary. How to find such a test is a challenging problem. We propose the Signed Polygon as a class of new tests. Fix m ≥ 3. For each m-gon…

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Counting and sampling at low temperatures

Will Perkins (University of Illinois at Chicago)

May 10 @ 11:00 am - 12:00 pm
E18-304

Abstract: We consider the problem of efficient sampling from the hard-core and Potts models from statistical physics. On certain families of graphs, phase transitions in the underlying physics model are linked to changes in the performance of some sampling algorithms, including Markov chains. We develop new sampling and counting algorithms that exploit the phase transition phenomenon and work efficiently on lattices (and bipartite expander graphs) at sufficiently low temperatures in the phase coexistence regime. Our algorithms are based on Pirogov-Sinai…

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Data Science and Big Data Analytics: Making Data-Driven Decisions

May 13

Developed by 11 MIT faculty members at IDSS, this seven-week course is specially designed for data scientists, business analysts, engineers and technical managers looking to learn strategies to harness data. Offered by MIT xPRO. Course begins May 13, 2019.

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Learning for Dynamics and Control (L4DC)

May 30 - May 31
32-123

Over the next decade, the biggest generator of data is expected to be devices which sense and control the physical world. This explosion of real-time data that is emerging from the physical world requires a rapprochement of areas such as machine learning, control theory, and optimization. While control theory has been firmly rooted in tradition of model-based design, the availability and scale of data (both temporal and spatial) will require rethinking of the foundations of our discipline. From a machine…

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