Weekly Bulletin

The FIM provides a Newsletter called FIM Weekly Bulletin, which is a selection of the mathematics seminars and lectures taking place at ETH Zurich and at the University of Zurich. It is sent by e-mail every Tuesday during the semester, or can be accessed here on this website at any time.

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FIM Weekly Bulletin

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Monday, 23 June
— no events scheduled —
Tuesday, 24 June
Time Speaker Title Location
16:15 - 17:30 Prof. Dr. Alex Wein
UC Davis
Abstract
An order-3 tensor is an n-by-n-by-n array of real numbers. We consider the task of decomposing a given tensor as the sum of rank-1 tensors, using the minimal number of terms. This task has various applications in statistics and data science, such as learning the latent parameters of certain statistical models from the empirical third moment tensor. Under the standard assumption that the tensor components are "generic," a classical method called simultaneous diagonalization or "Jennrich's algorithm" can decompose tensors of rank up to r <= n in polynomial time. A recent result of Koiran (2024) improves this to r <= 4n/3, and we improve this further to r <= 2n. The algorithm is based on a non-trivial procedure for "flattening" tensors to matrices. We also give a matching impossibility result, showing that no flattening of the style we consider can surpass 2n. This may suggest a fundamental barrier for fast algorithms.
DACO Seminar
Overcomplete Tensor Decomposition via Koszul-Young Flattenings
HG G 19.1
Wednesday, 25 June
Time Speaker Title Location
09:25 - 09:45 Emmanuel Candès
Stanford University
Abstract
High-dimensional statistics, applications, and distributional shifts.
The mosaic permutation test: An exact and nonparametric goodness-of-fit test for factor
HG F 3
09:50 - 10:10 Axel Munk
Georg-August-Universität Göttingen
Abstract
High-dimensional statistics, applications, and distributional shifts.
Statistical optimal transport- theory powering applications
HG F 3
10:15 - 10:35
Abstract
High-dimensional statistics, applications, and distributional shifts.
tbd
HG F 3
11:05 - 11:25 Richard J. Samworth
University of Cambridge
Abstract
High-dimensional statistics, applications, and distributional shifts.
Deep learning with missing data
HG F 3
11:30 - 11:50 Mathias Drton
Technische Universität München
Abstract
High-dimensional statistics, applications, and distributional shifts.
Causal Modeling with Stationary Processes
HG F 3
11:55 - 12:15 Ming Yuan
Columbia University
Abstract
High-dimensional statistics, applications, and distributional shifts.
A cumulant approach to linear regression
HG F 3
12:20 - 12:40 Po-Ling Loh
University of Cambridge
Abstract
High-dimensional statistics, applications, and distributional shifts.
On the Benefits of Accelerated Optimization in Robust and Private Estimation
HG F 3
14:00 - 14:20 Tony Cai
University of Pennsylvania
Abstract
High-dimensional statistics, applications, and distributional shifts.
Title T.B.A.
HG F 3
14:25 - 14:45 Peter J. Bickel
University of California, Berkeley
Abstract
High-dimensional statistics, applications, and distributional shifts.
An old conjecture of David Blackwell
HG F 3
14:50 - 15:10 Klaus-Robert Müller
Technische Universität Berlin
Abstract
High-dimensional statistics, applications, and distributional shifts.
Title T.B.A.
HG F 3
15:40 - 16:00 Cun-Hui Zhang
Rutgers University
Abstract
High-dimensional statistics, applications, and distributional shifts.
Precise regret and adaptive inference in multi-armed bandits
HG F 3
16:05 - 16:25 Zijian Guo
Rutgers University
Abstract
High-dimensional statistics, applications, and distributional shifts.
Multi-Source Learning with Minimax Optimization: From Adversarial Robustness to Causal Invariance
HG F 3
16:30 - 16:50 Annie Qu
University of California, Irvine
Abstract
High-dimensional statistics, applications, and distributional shifts.
Representation Retrieval Learning for Heterogeneous Data Integration
HG F 3
Thursday, 26 June
Time Speaker Title Location
09:00 - 09:20 Bin Yu
University of California, Berkeley
Abstract
High-dimensional statistics, applications, and distributional shifts.
Implicit Regularization: GD in Boosting and Learning Rates in DL
HG F 3
09:25 - 09:45 Rainer von Sachs
Université catholique de Louvain
Abstract
High-dimensional statistics, applications, and distributional shifts.
Time-varying degree-corrected stochastic block models
HG F 3
09:50 - 10:10 Bernhard Schölkopf
Max-Planck-Institut für Intelligente Systeme
Abstract
High-dimensional statistics, applications, and distributional shifts.
Title T.B.A.
HG F 3
10:15 - 10:35
Abstract
High-dimensional statistics, applications, and distributional shifts.
tbd
HG F 3
11:05 - 11:25 David Blei
Columbia University
Abstract
High-dimensional statistics, applications, and distributional shifts.
A Bayesian Approach to Invariant Causal Prediction
HG F 3
11:30 - 11:50 Dominik Rothenhäusler
Stanford University
Abstract
High-dimensional statistics, applications, and distributional shifts.
Data quality or data quantity? Prioritizing data collection under distribution shifts
HG F 3
11:55 - 12:15 Regina Y. Liu
Rutgers University
Abstract
High-dimensional statistics, applications, and distributional shifts.
Fusion Learning: Combining Inferences from Diverse Data Sources
HG F 3
Friday, 27 June
Time Speaker Title Location
09:00 - 09:20 Harrison Huibin Zhou
Yale University
Abstract
High-dimensional statistics, applications, and distributional shifts.
From Score Estimation to Sampling
HG F 3
09:25 - 09:45 Jelle Goeman
Leiden University Medical Center
Abstract
High-dimensional statistics, applications, and distributional shifts.
Title T.B.A.
HG F 3
09:50 - 10:10 Rajen Shah
University of Cambridge
Abstract
High-dimensional statistics, applications, and distributional shifts.
Average partial effect estimation using double machine learning
HG F 3
10:15 - 10:35 Liza Levina
University of Michigan
Abstract
High-dimensional statistics, applications, and distributional shifts.
Towards Interpretable and Trustworthy Network-Assisted Prediction
HG F 3
11:05 - 11:25 Jianqing Fan
Princeton University
Abstract
High-dimensional statistics, applications, and distributional shifts.
When can weak latent factors be statistically inferred?
HG F 3
11:30 - 11:50 Martin Wainwright
Massachusetts Institute of Technology
Abstract
High-dimensional statistics, applications, and distributional shifts.
Inference for black-box prediction
HG F 3
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