PACM/Applied Mathematics Colloquium

The PACM Colloquium hosts seminars in the field of applied mathematics. Domains of interest include computational fluid dynamics and material science, dynamical systems, numerical analysis and fast algorithms, stochastic problems and stochastic analysis, graph theory and applications, mathematical biology, financial mathematics and mathematical approaches to signal analysis, image processing and information theory.http://www.pacm.princeton.edu/seminars
Organizer(s): 

For more information about this seminar, contact Amit Singer

Please click on colloquium title for complete abstract.

October 23, 2017
4:00pm - 5:00pm
Mean estimation: median-of-means tournaments

One of the most basic problems in statistics is how to estimate the expected value of a distribution, based on a sample of independent random draws. When the goal is to minimize the length of a confidence interval, the usual empirical mean has a sub-optimal performance, especially for heavy-tailed distributions. In this talk we discuss some estimators that achieve a sub-Gaussian performance under general conditions. The multivariate scenario turns out to be more challenging. We present an estimator with near-optimal performance. We also discuss how these ideas extend to regression function...

Location
Fine Hall 214
Speaker: Gábor Lugosi,
ICREA & Pompeu Fabra University, Spain
November 6, 2017
4:00pm - 5:00pm
TBA - Cesare Tronci
Location
Fine Hall 214
Speaker: Cesare Tronci,
University of Surrey, Guilford, UK
November 20, 2017
4:00pm - 5:00pm
TBA - Cyrill Muratov
Location
Fine Hall 214
Speaker: Cyrill Muratov,
NJ Institute of Technology
November 27, 2017
4:00pm - 5:00pm
Self-similar structure of caustics and shock formation
Location
Fine Hall 214
Speaker: Jens Eggers,
Bristol University