Past Events
Meta-Analysis of Randomized Experiments: Applications to Heavy-Tailed Response Data
Friday, March 3, 2023, 1:25 p.m. through Friday, March 3, 2023, 2:25 p.m.
Industrial Problems Seminar
Dominique Perrault-Joncas (Amazon)
Abstract
A central obstacle in the objective assessment of treatment effect (TE) estimators in randomized control trials (RCTs) is the lack of ground truth (or validation set) to test their performance. In this paper, we propose a novel cross-validation-like methodology to address this challenge. The key insight of our procedure is that the noisy (but unbiased) difference-of-means estimate can be used as a ground truth “label" on a portion of the RCT, to test the performance of an estimator trained on the other portion. We combine this insight with an aggregation scheme, which borrows statistical strength across a large collection of RCTs, to present an end-to-end methodology for judging an estimator’s ability to recover the underlying treatment effect as well as produce an optimal treatment "roll out" policy. We evaluate our methodology across 699 RCTs implemented in the Amazon supply chain. In this heavy-tailed setting, our methodology suggests that procedures that aggressively downweight or truncate large values, while introducing bias, lower the variance enough to ensure that the treatment effect is more accurately estimated.
Lecture: Yuxin Chen
Tuesday, Feb. 21, 2023, 1:25 p.m. through Tuesday, Feb. 21, 2023, 2:25 p.m.
Walter Library 402
Data Science Seminar
Yuxin Chen (University of Pennsylvania)
Registration is required to access the Zoom webinar.
This talk explores the effectiveness of nonconvex optimization for noisy tensor completion --- the problem of reconstructing a low-CP-rank tensor from highly incomplete and randomly corrupted observations of its entries. While randomly initialized gradient descent suffers from a high-volatility issue in the sample-starved regime, we propose a two-stage nonconvex algorithm that is guaranteed to succeed, enabling linear convergence, minimal sample complexity and minimax statistical accuracy all at once. In addition, we characterize the distribution of this nonconvex estimator down to fine scales, which in turn allows one to construct entrywise confidence intervals for both the unseen tensor entries and the unknown tensor factors. Our findings reflect the important role of statistical models in enabling efficient and guaranteed nonconvex statistical learning.
Lecture: Roy Lederman
Tuesday, Feb. 14, 2023, 1:25 p.m. through Tuesday, Feb. 14, 2023, 2:25 p.m.
Zoom only
Data Science Seminar
Roy Lederman (Yale University)
Registration is required to access the Zoom webinar.
Math & Money: Career Paths in Financial Services
Friday, Feb. 10, 2023, 1:25 p.m. through Friday, Feb. 10, 2023, 2:25 p.m.
Zoom only
Industrial Problems Seminar
Margaret Holen (Princeton University)
Registration is required to access the Zoom webinar.
Abstract
The finance industry offers mathematicians a rich array of career opportunities. Many of those include working with new technologies, complex data sets, and novel algorithms. Whether or not you enter the industry, we all play roles as consumers and as citizens influencing regulations.
This talk will share an overview of the finance sector, core mathematical ideas important in it, and my career path through it. My goal is to inspire you make the most of your backgrounds to shape your financial futures and the future of this industry.
Lecture: Tamir Bendory
Tuesday, Feb. 7, 2023, 1:25 p.m. through Tuesday, Feb. 7, 2023, 2:25 p.m.
Zoom only
Data Science Seminar
Tamir Bendory (Tel Aviv University)
Registration is required to access the Zoom webinar.
Title: Multi-reference alignment: Representation theory perspective, sparsity, and projection-based algorithms
Abstract: Multi-reference alignment (MRA) is the problem of recovering a signal from its multiple noisy copies, each acted upon by a random group element. MRA is mainly motivated by single-particle cryo-electron microscopy (cryo-EM): a leading technology to reconstruct biological molecular structures. In this talk, I will analyze the second moment of the MRA and cryo-EM models. First, I will show that in both models the second moment determines the signal up to a set of unitary matrices, whose dimension is governed by the decomposition of the space of signals into irreducible representations of the group. Second, I will present sparsity conditions under which a signal can be recovered from the second moment, implying that the sample complexity is proportional to the square of the variance of the noise. If time permits, I will introduce a new computational framework for cryo-EM that combines a sparse representation of the molecule with projection-based techniques used for phase retrieval in X-ray crystallography.
Identifying and achieving career goals
Friday, Feb. 3, 2023, 1:25 p.m. through Friday, Feb. 3, 2023, 2:25 p.m.
Walter Library 402
Industrial Problems Seminar
Brittany Baker (The Hartford)
Registration is required to access the Zoom webinar.
Abstract
Lecture: Nadav Dym
Tuesday, Jan. 31, 2023, 1:25 p.m. through Tuesday, Jan. 31, 2023, 2:25 p.m.
Zoom
Data Science Seminar
Nadav Dym (Technion-Israel Institute of Technology)
Registration is required to access the Zoom webinar.
A common theoretical requirement of an equivariant architecture is that it will be universal- meaning that it can approximate any continuous equivariant function. This question typically boils down to another theoretical question: assume that we have a group G acting on a set V, can we find a mapping f:V→R^m such that f is G invariant, and on the other hand f separates and two points in V which are not related by a G-symmetry? Such a mapping is essentially an injective embedding of the quotient space V/G into R^m, which can then be used to prove universality. We will review results showing that under very general assumptions such a mapping f exists, and the embedding dimension m can be taken to be 2dim(V)+1. We will show that in some cases (e.g., graphs) computing such an f can be very expensive, and will discuss our methodology for efficient computation of such f in other cases (e.g., sets). This methodology is a generalization of the algebraic geometry argument used for the well known proof of phase retrieval injectivity.
Based on work with Steven J. Gortler
An Overview of Open Problems in Autonomous Systems
Friday, Jan. 27, 2023, 1:25 p.m. through Friday, Jan. 27, 2023, 2:25 p.m.
Zoom
Industrial Problems Seminar
Natalia Alexandrov (NASA Langley Research Center)
Registration is required to access the Zoom webinar.
Abstract
Although humans will continue as active system participants, increasing system complexity will demand growing degree of machine autonomy. We can make good use of the developments in autonomous cars. However, the airspace environment is much less forgiving and presents special problems. It’s safety critical, time critical, and depends on certification. Question is: when can we trust an autonomous system in such environments? In this talk, I will give examples of open problems in the design and operation of autonomous systems and suggest where mathematical attention would be in order.
Lecture: March Boedihardjo
Tuesday, Jan. 24, 2023, 1:25 p.m. through Tuesday, Jan. 24, 2023, 2:25 p.m.
Zoom only
Data Science Seminar
March Boedihardjo (ETH Zürich)
Registration is required to access the Zoom webinar.
Lecture: Luke Jacobsen and Jeff Lande
Friday, Jan. 20, 2023, 1:25 p.m. through Friday, Jan. 20, 2023, 2:25 p.m.
Walter Library 402 and Zoom (registration required)
Industrial Problems Seminar
Luke Jacobsen (Medtronic), Jeff Lande (Medtronic)
Abstract: We will give an overview of quantitative careers in the medical device industry, focusing on the role of the biostatistician in the Cardiac Rhythm Management (CRM) space. We will describe some CRM products and provide examples of work within clinical studies to demonstrate the safety and efficacy of these products including the use of alternative data sources to help address relevant clinical questions.