IHP just organized a series of talks within what they call the nexus trimester whuch had a focus on Inference Problems -the whole playlist is here-. Here are a few presentations related to the theme of Nuit Blanche.
Dynamics of Randomized Row-Action Methods for High-Dimensional Estimation, Yue Lu
Abstract: In this talk, I will present an exact analysis of the dynamics of randomized iterative methods for solving inference problems. I will show that, in the large systems limit, the dynamics of these algorithms converges to trajectories governed by a set of deterministic and coupled ODEs or PDEs. Analyzing these deterministic ODEs and PDEs allows one to establish performance guarantees of the associated randomized iterative algorithms.
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