[Statlist] ETH Young Data Science Researcher Seminar Zurich, Virtual Seminar by Haoyang Liu, University of Chicago, 24 July 2020

[Maurer Letizia]

Dear all

We are glad to announce the following talk in the virtual ETH Young Data Science Researcher Seminar Zurich

"Algorithmic optimality for iterative thresholding algorithms"  
by Haoyang Liu , University of Chicago

Time: Friday, 24 July 2020, 15:00-​16:00
Place: Zoom at https://ethz.zoom.us/j/92367940258

Abstract: One challenge for high-dimensional data is to analyze the behavior of different algorithms facilitating sparsity, since the statistical task is usually formulated into an optimization problems with a non-convex sparsity constraint. In this talk, we will address the question of algorithmic optimality for the class of iterative thresholding algorithms under the framework of restricted optimality.


M. Löffler, A. Taeb, Y. Chen

Seminar website: https://math.ethz.ch/sfs/news-and-events/young-data-science.html