{"644320":{"#nid":"644320","#data":{"type":"event","title":"CSE Seminar with Caltech University Ph.D. student Florian Schaefer","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003EName:\u003C\/strong\u003E\u0026nbsp;Florian Schaefer\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EDate:\u0026nbsp;\u003C\/strong\u003ETuesday, February 23, 2021 at 11:00 am\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003ELink\u003C\/strong\u003E:\u0026nbsp;\u003Ca href=\u0022https:\/\/nam12.safelinks.protection.outlook.com\/?url=https%3A%2F%2Fbluejeans.com%2F6622130444\u0026amp;data=04%7C01%7Ckristen.perez%40cc.gatech.edu%7C1a9e0eeea8254654494b08d8d1de2e0a%7C482198bbae7b4b258b7a6d7f32faa083%7C0%7C0%7C637490099466444092%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000\u0026amp;sdata=yT7wDAAc2DIrluNpH%2FJZ%2FRqgUtffOGHbN%2FZYqLqWuoQ%3D\u0026amp;reserved=0\u0022\u003Ehttps:\/\/bluejeans.com\/6622130444\u003C\/a\u003E\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003ETitle:\u003C\/strong\u003E\u0026nbsp;Competitive optimization, statistical inference, and fast solvers\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EAbstract:\u003C\/strong\u003E\u0026nbsp;In this talk, we will use perspectives from game theory and statistical inference to design simple, novel, and efficient algorithms for classical problems in computational science.\u0026nbsp;\u003C\/p\u003E\r\n\r\n\u003Cp\u003EIn the first part of the talk, we propose competitive gradient descent (CGD) as a natural generalization of gradient descent to saddle point problems and general zero-sum games. Whereas gradient descent minimizes a local linear approximation at each step, CGD uses the Nash equilibrium of a local bilinear approximation. Explicitly accounting for agent interaction significantly improves the convergence properties, as demonstrated in applications to GANs, reinforcement learning, and computational geometry.\u003C\/p\u003E\r\n\r\n\u003Cp\u003EIn the second part of the talk, we show that the conditional near-independence properties of smooth Gaussian processes imply the near-sparsity of Cholesky factors of dense kernel matrices. We use this insight to derive simple, fast solvers with state-of-the-art complexity vs. accuracy guarantees for general elliptic differential- and integral equations. Our methods come with rigorous error estimates, are easy to parallelize, and show good performance in practice.\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u0026nbsp;\u0026nbsp;I am a PhD-candidate in applied and computational mathematics at Caltech, advised by Houman Owhadi. Before coming to Caltech, I obtained my Bachelor\u0026rsquo;s\u0026ndash; and Master\u0026rsquo;s degrees in mathematics at the University of Bonn. My research combines ideas from game theory, statistical inference, and applied mathematics to solve problems in computational science and engineering.\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"CSE Seminar with Caltech University Ph.D. student Florian Schaefer"}],"uid":"34540","created_gmt":"2021-02-16 20:58:09","changed_gmt":"2021-02-16 20:58:36","author":"Kristen Perez","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2021-02-23T11:00:00-05:00","event_time_end":"2021-02-23T12:00:00-05:00","event_time_end_last":"2021-02-23T12:00:00-05:00","gmt_time_start":"2021-02-23 16:00:00","gmt_time_end":"2021-02-23 17:00:00","gmt_time_end_last":"2021-02-23 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"47223","name":"College of Computing"},{"id":"50877","name":"School of Computational Science and Engineering"}],"categories":[],"keywords":[],"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":"\u003Cp\u003EKristen Perez\u003C\/p\u003E\r\n\r\n\u003Cp\u003ECommunications Officer\u003C\/p\u003E\r\n\r\n\u003Cp\u003Ekristen.perez@cc.gatech.edu\u003C\/p\u003E\r\n","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}