Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 28th March 2024
Place : 3001

Antoine MAILLARD (ETH Zurich) – From the theory of disordered systems to the mathematics of data science

Abstract:

I will introduce a connection between statistical learning or high-dimensional inference, and models of statistical mechanics in which a large number of elementary units interact with each other in a disordered manner. This relationship is the basis of a vast mathematical program leveraging tools and insights from the physics of disordered systems to improve our understanding of high-dimensional probabilistic models, with applications e.g. in machine learning and constraint satisfaction problems. I will then detail concrete examples of this program by presenting recent advances concerning the phase retrieval problem, as well as a challenging open problem of high-dimensional probability and statistics known as the ellipsoid fitting conjecture.

Organizers:
Jaouad MOURTADA (CREST), Anna KORBA (CREST), Karim LOUNICI (CMAP)

Sponsors:
CREST-CMAP