{"44580":{"#nid":"44580","#data":{"type":"event","title":"ISyE Statistics Seminar: Dr. Philippe Rigollet","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003EISyE Statistics Seminar: Stochastic convex optimization using mirror averaging algorithms\u003C\/strong\u003E\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EGUEST LECTURER\u003C\/strong\u003E\u003Cbr \/\u003E\nDr. Philippe Rigollet\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EAFFILIATION\u003C\/strong\u003E\u003Cbr \/\u003E\nSchool of Mathematics, Georgia Tech\n\u003C\/p\u003E\n\u003Cp\u003E\u003Cstrong\u003EABSTRACT\u003C\/strong\u003E\u003Cbr \/\u003E\nSeveral statistical problems where the goal is to minimize an unknown convex risk function, can be formulated in the general framework of stochastic convex optimization. For example, density estimation, regression and convex classification can be treated using the machinery of stochastic optimization. We describe a family of general algorithms called \u0022mirror averaging algorithms\u0022 that yields and estimator (or a classifier) which attains optimal rates of convergence in several interesting cases. These optimal rates are illustrated on several examples and compared to standard estimators or classifiers.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":[{"value":"ISyE Statistics Seminar: Stochastic convex optimization using mirror averaging algorithms.","format":"limited_html"}],"field_summary_sentence":[{"value":"ISyE Statistics Seminar: Dr. Philippe Rigollet"}],"uid":"27216","created_gmt":"2009-10-12 21:22:56","changed_gmt":"2016-10-08 01:48:27","author":"Ruth Gregory","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2007-02-02T10:00:00-05:00","event_time_end":"2007-02-02T11:00:00-05:00","event_time_end_last":"2007-02-02T11:00:00-05:00","gmt_time_start":"2007-02-02 15:00:00","gmt_time_end":"2007-02-02 16:00:00","gmt_time_end_last":"2007-02-02 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[{"id":"6412","name":"Dr. Philippe Rigollet"},{"id":"6275","name":"ISyE Statistics Seminar"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cstrong\u003EYajun Mei\u003C\/strong\u003E\u003Cbr \/\u003EISyE\u003Cbr \/\u003E\u003Ca href=\u0022mailto:yajun.mei@isye.gatech.edu\u0022\u003EContact Yajun Mei\u003C\/a\u003E\u003Cbr \/\u003E\u003Cstrong\u003E404-894-2300\u003C\/strong\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}