[Statlist] Next talk: Tuesday, November 26, 2013 with Volkan Cevher, EPFL, Lausanne, HG G 19.2

[Rey-Lutz Cecilia]

E-mail from the  Statlist at stat.ch  mailing list
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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - T. Hothorn - H.R. Kuensch - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk

Tuesday, November 26, 2013, 16.15h  ETH Zurich HG G 19.2

with Volkan Cevher, EPFL, Lausanne
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Title:
Composite self-concordant minimization

Abstract:
We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function endowed with a computable proximal operator. We theoretically establish the convergence of our framework without relying on the usual Lipschitz gradient assumption on the smooth part. An important highlight of our work is a new set of analytic step-size selection and correction procedures based on the structure of the problem. We describe concrete algorithmic instances of our framework for several interesting large-scale applications, such as graph learning, Poisson regression with total variation regularization, and heteroscedastic LASSO.

Here is a link to the document that contains technical parts of the presentation: http://arxiv.org/abs/1308.2867.

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This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar
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