Statistical Machine Learning Reading Group

Carnegie Mellon University

Room: Baker 232M (unless otherwise specified)

Time: Thursdays 12:15pm to 1:15pm

The text we use for Stein's method is:
Stein's Method and The Bootstrap in Low and High Dimensions: A Tutorial by Larry Wasserman


May 8 Discussion; topics for next semester
Room: BH 232Q
Apr 24 Presenter: Cosma Shalizi
Paper: Collective Stability in Structured Prediction: Generalization from One Example (link)
Authors: Ben London, Bert Huang, Benjamin Taskar, and Lise Getoor
Apr 17 Differential privacy
Presenter: Yu-Xiang Wang
  • K. Chaudhuri, C. Monteleoni, and A.D. Sarwate. "Differentially private empirical risk minimization." JMLR (2011). PDF
  • D. Kifer, A. Smith, and A. Thakurta. "Private convex empirical risk minimization and high-dimensional regression." JMLR (2012). PDF
Apr 10 Presenter: Nicolás García Trillos
Paper: Continuum limit of total variation on point clouds (link)
Authors: Nicolás García Trillos, Dejan Slepčev
Apr 3 High-dimensional covariance estimation
Presenter: Aaditya Ramdas
Mar 27 Density functional estimation
Presenter: Barnabas Poczos
Relevant reading:
  • A class of Rényi information estimators for multidimensional densities.
    Leonenko, N. N., Pronzato, L. and Savani, V. 2008.
    Annals of Statistics 36(5), pp. 2153-2182. (10.1214/07-AOS539)
  • On the Estimation of alpha-divergences.
    Poczos, B. and Schneider, J.
    International Conference on AI and Statistics (AISTATS), JMLR Workshop and Conference Proceedings, Vol. 15, pp.609--617, 2011.
  • Probability Theory and Combinatorial Optimization by J. Michael Steele (link)
  • Subadditive Euclidean Functionals and Nonlinear Growth in Geometric Probability.
    Michael Steele, 1981.
    Annals of Prob, (link)
Mar 20 Presenter: Jing Lei
Paper: On robust regression with high-dimensional predictors (link)
Authors: Noureddine El Karoui, Derek Bean, Peter Bickel, Chingway Lim, and Bin Yu
Mar 6 Presenter and author: Ryan Tibshirani
Paper: Degrees of Freedom and Model Search (link)
Feb 27 Presenter: Alessandro Rinaldo
Paper: Stein's method for concentration inequalities (link)
Author: Sourav Chatterjee
Relevant reading: Chatterjee's PhD thesis contains more details and examples
Feb 20 Presenter: Akshay Krishnamurthy
Paper: A CLT and tight lower bounds for estimating entropy (link)
Authors: Gregory Valiant and Paul Valiant
Feb 13 Stein's method; Part II (Section 12 onwards)
Presenter: Larry Wasserman
Feb 6 Stein's method; Section 7
Presenter: Martin Azizyan
Jan 30 Stein's method; Sections 4, 5, 6, 8
Presenter: Larry Wasserman
Jan 23 Stein's method; Sections 1-3
Presenter: Larry Wasserman
Jan 16 Persistent homology
Presenter: Fabrizio Lecci
Papers: see project webpage
Relevant reading: see Persistent Homology: An Introduction and a New Text Representation for Natural Language Processing by Jerry Zhu for a short technical introduction to persistent homology

Previous semesters: Fall '10
Spring '11
Summer '11
Fall '11
Spring '12
Fall '12
Spring '13
Fall '13

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