Statistics Colloquium: STA 290
Thursday, January 16th at 4:10pm, MSB 1147 (Colloquium Room)
Refreshments at 3:30pm in MSB 4110 (4th floor lounge)
Speaker: Quentin Berthet Princeton University
Title: "Statistical and Computational Tradeoffs in High Dimensional Learning"
Abstract: With the recent data revolution, statisticians are considering larger datasets, more sophisticated models, more complex problems. As a consequence, the algorithmic aspect of statistical methods can no longer be neglected in a world where computational power is the bottleneck, not the lack of observations. In this context, we will establish fundamental limits in the statistical performance of computationally efficient procedures, for the problem of sparse principal component analysis. We will show how it is achieved through average-case reduction to the planted clique problem, and introduce further areas of research in this promising field.