Michael sent me the following last week:
Hi Igor,
Hope all is well with you.
I wanted to let you know about a summer school the "Mathematics of Data" that Anna Gilbert, John Duchi, and I are running at the Park City Mathematics Institute next summer, June 30 to July 20.
Attached is a pdf of the program announcement, and here is a link with more information:
I imagine that this would be of interest to many of your followers, so would it be possible for you to advertise this program?
Thanks
Thanks
Michael ! As far as I can tell out of the few programs, two are organized by Michael, Anna and John, there are:
The Mathematics of Data
The Graduate Summer School bridges the gap between a general graduate
education in mathematics and the specific preparation necessary to do
research on problems of current interest. In general, these students
will have completed their first year, and in some cases, may already be
working on a thesis. While a majority of the participants will be
graduate students, some postdoctoral scholars and researchers may also
be interested in attending.
The main activity of the Graduate Summer School will be a set of
intensive short lectures offered by leaders in the field, designed to
introduce students to exciting, current research in mathematics. These
lectures will not duplicate standard courses available elsewhere. Each
course will consist of lectures with problem sessions. Course assistants
will be available for each lecture series. The participants of the
Graduate Summer School meet three times each day for lectures, with one
or two problem sessions scheduled each day as well.
In order to derive insight from data, one needs to perform
computations, and one needs to perform statistical inference. Both of
these tasks raise important and fundamental mathematical questions,
especially when one considers realistic sparsity and noise properties,
realistic size scales, realistic temporal properties, etc. These
questions are often considered outside traditional mathematics
departments, and they present challenges to the theoretical foundations
of related methodological areas such as computer science and
statistics. This requires revisiting traditional and novel areas of
applied mathematics to determine which subset of those areas can be used
to help establish the theoretical foundations of modern large-scale
data analysis. Topics will include Randomized Linear Algebra,
Topological Data Analysis, Theoretical Computer Science, Theoretical
Statistics, Functional Analysis, Scientific computing, and
Optimization. The goal of the program is to present these ideas in
perspective, covering the necessary background and leading up to the
recent progress and open problems.
Student preparation: We seek motivated students interested in the
mathematical, e.g., algorithmic and statistical, aspects of modern
large-scale data analysis, including theoretically-inclined students
from computer science, statistics, applied mathematics, and related
areas. Though familiarity with some of the topics listed above would be
helpful, the formal prerequisites are limited to the content of
standard introductory courses in linear algebra, probability, and
optimization.
The 26th Annual PCMI Summer Session will be held June 30 – July 20, 2016.
Click HERE to apply to the Graduate Summer School program.
2016 Organizers
John Duchi, Stanford University; Anna Gilbert, University of Michigan; and Michael Mahoney, University of California, Berkeley
2016 Graduate Summer School Lecturers
Petros Drineas, Rensselaer Polytechnic Institute
RandNLA: Randomization in Numerical Linear Algebra
The introduction of randomization in the design and analysis of
algorithms for matrix computations (such as matrix multiplication,
least-squares regression, the Singular Value Decomposition (SVD), etc.)
over the past 15 years provided a new paradigm and a complementary
perspective to traditional numerical linear algebra approaches. These
novel approaches were motivated by technological developments in many
areas of scientific research that permit the automatic generation of
large data sets, which are often modeled as matrices.
We will outline how such approaches can be used to approximately
solve problems ranging from matrix multiplication and the Singular Value
Decomposition (SVD) of matrices to the Column Subset Selection Problem
and the CX decomposition. Application of the proposed algorithms to data
analysis tasks (with a particular focus in population genetics) will
also be discussed
Cynthia Dwork, Microsoft Research
Course description coming soon!
Robert Ghrist, University of Pennsylvania
Topological Data Analysis
This course will cover the background, techniques, and applications
of Topological Data Analysis. Beginning with an introduction to the
classical tools of algebraic topology, we will progress through
applications to point clouds, persistence, networks, and more, with
far-ranging applications. No background in topology will be assumed.
Piotr Indyk, Massachusetts Institute of Technology
Recent Developments in the Sparse Fourier Transform
The discrete Fourier transform (DFT) is a fundamental component of
numerous computational techniques in signal processing and scientific
computing. The most popular means of computing the DFT is the fast
Fourier transform (FFT). However, with the emergence of big data, the
“fast” in FFT is often no longer fast enough. In addition, in many
applications it is hard to acquire a sufficient amount of data to
compute the desired Fourier transform in the first place.
The Sparse Fourier Transform (SFT) is based on the insight that many
real-world signals are sparse –i.e., most of the frequencies have
negligible contribution to the overall signal. SFT exploits this insight
by computing a compressed Fourier transform in time proportional to the data sparsity, not the data size. Furthermore, it uses only a subset of the signal.
The goal of this talk is to survey recent developments in this area
and explain the basic techniques with examples and applications. Further
resources are available at: http://groups.csail.mit.edu/netmit/sFFT/.
Mauro Maggioni, Duke University
Course description coming soon!
Gunnar Martinsson, University of Colorado
Course description coming soon!
Kunal Talwar, Microsoft Research
Course description coming soon!
Roman Vershynin, University of Michigan
Course description coming soon!
Stephen J. Wright, University of Wisconsin
Course description coming soon!
Join the CompressiveSensing subreddit or the Google+ Community or the Facebook page and post there !
Liked this entry ? subscribe to Nuit Blanche's feed, there's more where that came from. You can also subscribe to Nuit Blanche by Email, explore the Big Picture in Compressive Sensing or the Matrix Factorization Jungle and join the conversations on compressive sensing, advanced matrix factorization and calibration issues on Linkedin.