Spring 2019: Concentration of measures
This semester we will be working on ‘‘Concentration of measures: The Theoretical Foundation of Machine Learning’’.
Text: ‘‘Concentration inequalities: a nonasymptotic theory of independence’’ by Boucheron, Lugosi and Massart.
Email for the working groups is: siam-wg@lists.andrew.cmu.edu
Schedule (so far)
Name | Date(s) | Topic |
---|---|---|
David Huck Gutman | 01/24 | Introduction |
Adrian Hagerty | 02/07 | Basic inequalities |
David Itkin | 02/14 | Bounding the variance |
Antoine Remond-Tiedrez | 02/21 | Basic information inequalities |
Won Eui Hong | 02/28 | Logarithmic Sobolev inequalities |
Son Van | 03/07, 21 | The entropy method |
Adrian Hagerty | 03/28, 04/04 | Isoperimetric inequalities |
TBD | 04/18 | TBD |
David Itkin | 04/25, 05/02 | The transport method |
Summaries of the key points from each talk can be found in these notes.