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YES IX: “Scalable Statistics: on Accuracy and Computational Complexity”

Mar 7, 2018 - Mar 9, 2018

The role of scalable inference methods is becoming more and more central in statistics and machine learning, due to an explosive increase in size and complexity of datasets. In such large-scale and complex scenarios that is, in a practical sense, a diminishing relevance of classic statistical methods that despite being endowed with sound statistical performance guarantees are not able to deal with the computational and memory constraints imposed by the existing hardware.

There are several avenues to deal with this problem. In some cases it is possible to relax the optimization problems that arise from the statistical procedure so that they become computationally appealing while still retaining good (sometimes nearly optimal) statistical performance. Another approach, which is fueled by the advent of cloud-computing, is to distribute the computation (and possibly data) among different machines. In its most simple form a dataset is split into smaller datasets that are processed in parallel on local servers – the results of those computations are then aggregated on a central machine. There are still no general principles that can be used to guide practitioners in splitting the data or later aggregating the results, and this is currently an active research area in the interface of statistics and computer science. Understanding the tradeoff between statistical accuracy and computational feasibility (in both distributed and non-distributed settings) is of paramount importance to address these issues.

This workshop aims to introduce this broad field of research to young researchers, including Ph.D. students, postdocs and junior early stage researchers, with a balanced focus on both theory and practice.

The workshop will take place at Eurandom, and will consist of tutorial courses given by three world experts in the field. There will be also contributed talks, as well as plenty of time for discussion.

Organizers

Rui Castro, TU Eindhoven
Paulo Serra, TU Eindhoven
Botond Szabó, Leiden University

Tutorial Speakers

Jianqing Fan, Princeton University

David Dunson, Duke University

Quentin Berthet, Cambridge University

Abstracts

Abstracts can be sent to the following e-mail address:
yes9workshop@gmail.com
Deadline for submission is January 31, 2018
Shortly after the deadline the authors will be notified if their abstracts got selected for contributed talk or poster presentation”.

Registration

There is no registration fee, but registration is compulsory for organizational purposes.
Please follow this link to register online.

Practical Information

Link to Information Page

 

Details

Start:
Mar 7, 2018
End:
Mar 9, 2018
Event Categories:
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Venue

Eurandom
Metaforum
Eindhoven, Netherlands
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Website:
https://www.tue.nl/en/university/departments/mathematics-and-computer-science/