# Upcoming Events

## 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.

**Title:**

**Abstract:**

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

## Lecture: Brittany Baker

**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.

**Title:**Identifying and achieving career goals

**Abstract:**So you’re doing the grad school thing. What next? Do you stay in academia or take a different path? How do you identify what you’d be good at and what you want to do? Once you identify elements of your ideal career, how do you figure out what to do next? I will discuss my career path, the constants, challenges, and adjustments I’ve made along the way. I will also describe my current job as a Data Science in the Auto Claims department for The Hartford Insurance Group and highlight some skills that have helped me achieve my goals.

## 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.

## Lecture: Margaret Holen

**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.

**Title:**Math & Money: Career Paths in Financial Services

**Abstract:**We face financial choices every day. From buying a morning coffee, to an online shopping errand in the afternoon, we are asked “Cash, Credit or Debit?” and “Pay Now or Later?” We occasionally face bigger decisions, like whether to take out a car loan, or to open a retirement account, or to take out a life insurance policy.

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: 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.

**The Geometry of Molecular Conformations in Cryo-EM**

## 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.

**Title:**Taming Nonconvexity in Tensor Completion: Fast Convergence and Uncertainty Quantification

**Abstract:**Recent years have witnessed a flurry of activity in solving statistical estimation and learning problems via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization algorithms due to their susceptibility to spurious local minima, simple first-order optimization methods have been remarkably successful in practice. The theoretical footings, however, had been largely lacking until recently.

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: Brittan Farmer

**Friday, Feb. 24, 2023, 1:25 p.m.** through **Friday, Feb. 24, 2023, 2:25 p.m.**

Walter Library 402

Industrial Problems Seminar

Brittan Farmer (The Boeing Company)

## Lecture: Dominique Perrault-Joncas

**Friday, March 3, 2023, 1:25 p.m.** through **Friday, March 3, 2023, 2:25 p.m.**

Walter Library 402 or Zoom

Industrial Problems Seminar

Dominique Perrault-Joncas (Amazon)

## Lecture: Matt Jacobs

**Tuesday, March 21, 2023, 1:25 p.m.** through **Tuesday, March 21, 2023, 2:25 p.m.**

Walter Library 402

Data Science Seminar

Matt Jacobs (Purdue University)

## Lecture: Adil Ali

**Tuesday, March 28, 2023, 1:25 p.m.** through **Tuesday, March 28, 2023, 2:25 p.m.**

Walter Library 402

Industrial Problems Seminar

Adil Ali (CH Robinson)