International Workshop on the Perspectives on High Dimensional Data Analysis III
Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimal solution computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution using the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely produces the same estimator in the next iteration. We show that the LASSO is a good initial estimator, which produces the oracle estimator using the one-step LLA algorithm for folded concave penalization methods. This is demonstrated by using three classical sparse estimation problems, namely, the sparse linear regression, the sparse logistic regression and the sparse precision matrix estimation, and illustrates the power of combining the LASSO and SCAD to solve sparse inartistical estimation problem. (joint work with Lingzhou Xue and Hui Zou)
In 1757, Euler presented to the Berlin Academy of Sciences the basic equations of fluid mechanics. As pointed out by V.I. Arnold in 1966, the Euler equations for incompressible fluids have a very simple geometric interpretation that combines the concept of geodesics and the concept of volume preserving maps. The later concept is very simple and nothing but a continuous version of the discrete and more elementary concept of permutation. Conversely, the Euler equations have a natural discrete counterpart in terms of permutation and combinatorial optimization, which establishes a direct link with the mathematical theory of "optimal transport". This theory, that goes back to Monge 1781 and has been renewed by Kantorovich since 1942, is nowadays a flourishing field with many applications, in natural sciences, economics, differential geometry and analysis.
This tutorial will introduce you to the theory and practice of ggplot2. I'll introduce you to the rich theory that underlies ggplot2, and then we'll get our hands dirty making graphics to help understand data. I'll also point you towards resources where you can learn more, and highlight some of the other packages that work hand in hand with ggplot2 to make data analysis easy.
You will have the opportunity to practice what you learn, so please bring along your laptop, with the latest version of R installed. Make sure that your version of ggplot2 is up-to-date by running install.packages("ggplot2").
To get the most out of the course, I'd recommend that you're already comfortable with R: you know how to get your data into R, you've done some graphics (base or lattice) in the past, and you've written an R function.
This five week summer camp is for students currently attending grades 9 to 12. The main purpose of this camp is to help students with their academics and for them to get work experience at the university. Students take 90 minutes of math and English every day and three days a week they will be working with a faculty member in the area of their choice. Students will get $100 a week for 7.5 hours of work experience. The summer camp takes place at UBC, and students will take classes at PIMS and the Long House. Last year we had students working with the nuclear accelerator, and working at labs in the physics and chemistry departments, among other opportunities.
For more information on the program see Emerging Aboriginal Scholars Program.
Symplectic topology can be thought as the mathematical versant of String theory: they were born independently at the same time, the second one as a fantastic enterprise to unify large-scale and low-scale physics, and the first one to solve classical dynamical problems on periodic orbits of physical problems, the famous Arnold conjectures. In the 80's, Gromov's revolutionary work opened a new perspective by presenting symplectic topology as an almost Kähler geometry (a concept that he defined), and constructing the corresponding theory which is entirely covariant (whereas algebraic geometry is entirely contravariant). A few years later, Floer and Hofer established the bridge between the two interpretations of Symplectic topology, the one as a dynamical theory and the one as a Kähler theory. This bridge was confirmed for the first time by Lalonde-McDuff who related explicitly the first theory to the second by showing that Gromov's Non-Squeezing Theorem is equivalent to Hofer's energy-capacity inequality.
Nowadays, Symplectic Topology is a very vibrant subject, and there is perhaps no other subject that produces new and deep moduli spaces at such a pace ! More recent results will also be presented.
Computing with Culture From fractals in African architecture to algorithms in First Nations beadwork, simulations of indigenous designs reveal complex concepts and practices that can be mapped onto analogous principles in math, science and computing. Applications for this work include outreach to K-12 students as well as contributions to sustainable development.
Dr Ron Eglash is an American cyberneticist, university professor, and author widely known for his work in the field of ethnomathematics, which aims to study the diverse relationships between math and culture.
Avi Wigderson is a widely recognized authority in theoretical computer science. His main research area is computational complexity theory. This field studies the power and limits of efficient computation and is motivated by such fundamental scientific problems as: Does P=NP? Can every efficient process be efficiently reversed? Can randomness enhance efficient computation? Can quantum mechanics enhance efficient computation? He has received, among other awards, both the Nevanlinna Prize and the Gödel Prize.
What protects your computer password when you log on, or your credit card number when you shop on-line, from hackers listening on the communication lines? Can two people who never met create a secret language in the presence of others, which no one but them can understand? Is it possible for a group of people to play a (card-less) game of Poker on the telephone, without anyone being able to cheat? Can you convince others that you can solve a tough math (or SudoKu) puzzle, without giving them the slightest hint of your solution?These questions (and their remarkable answers) are in the realm of modern cryptography. In this talk I plan to survey some of the mathematical and computational ideas, definitions and assumptions which underlie privacy and security of the Internet and electronic commerce. We shall see how these lead to solutions of the questions above and many others. I will also explain the fragility of the current foundations of modern cryptography, and the need for stronger ones.No special background will be assumed.
Abstract: We all Google. You may even have found this talk by Googling. What you may not know is that behind the Google's and other search engines is beautiful and elegant mathematics. In this talk, I will try to explain the workings of page ranking and search engines using only rusty calculus.
Bio: Dr. Margot Gerritsen is the Director of the Institute for Computational and Mathematical Engineering at Stanford University. She is also the chair of the SIAM Activity group in Geoscience, the co-director and founder of the Stanford Center of Excellence for Computational Algorithms in Digital Stewardship, and the director of Stanford Yacht Research. She has been appointed to several prestigious positions, including Magne Espedal Professorship at Bergen University, Aldo Leopold Fellow, Faculty Research Fellow at the Clayman Institute and she is also a Stanford Fellow. She is the editor of the Journal of Small Craft Technology and an associate editor of Transport in Porous Media. We are delighted to have Dr. Gerritsen participate in the Mathematics of Planet Earth series.