Monday, May 7, 2012
4:15 pm
105 Annenberg
Applied Mathematics Colloquium
Statistics and Computation in the Age of Massive Data
Michael Jordan, Pehong Chen Distinguished Professor, EECS & Statistics, UC Berkeley
There are many issues remaining to be addressed, or even formulated,
at the interface of statistics and computation. One way to capture
the current state of affairs is the following: If we view data as a
resource, how can it be that in many practical problems of interest
we find ourselves embarassed by being given too much data? Our
inferential procedures typically use polynomial amounts of time and
space but that doesn't suffice; we need to be able to guarantee that
on a fixed computational budget the statistical risk decreases as the
number of data points grows (without bound). A general theory not
yet being available, in this talk I present three vignettes that
describe various lines of attack on the problem: one involving the
bootstrap, another involving matrix completion algorithms and the
third involving phylogenetic analysis in the regime of large numbers
of taxa. All three vignettes involve divide-and-conquer strategies,
with the third vignette being particularly interesting in this regard
(divide-and-conquer arises from Poisson thinning). [Joint work with
Alexandre Bouchard-Cote, Ariel Kleiner, Lester Mackey, Purna Sarkar
and Ameet Talwalkar.]
Contact Sydney Garstang sydney@caltech.edu at x4555
For more information see http://www.acm.caltech.edu
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