On future synergies for stochastic and learning algorithms

CIRM, September 27th – October 1st 2021

Event Website: https://conferences.cirm-math.fr/2389.html

Organizers: Alain Durmus (CMLA, ENS Paris Saclay), Manon Michel (LMBP, Université Clermont Auvergne), Gareth Roberts (Department of statistics, Warwick University) and Lenka Zdeborova (Institut de Physique Théorique, CEA).

Scientific committee: Arnaud Guillin (LMBP, Université Clermont Auvergne), Rémi Monasson (LPENS, ENS Paris), Éric Moulines (CMAP, École Polytechnique), Judith Rousseau (Statistics department, Oxford University), Benjamin Wandelt (IAP; ILP; Flatiron Institute).

Description

This workshop intends to gather computational statisticians, applied mathematicians and theoretical and computational physicists, working on the development and analysis of stochastic and learning algorithms. All these different fields revolve indeed around a probabilistic modelling, either of physical systems or data points, which are then completely characterised by a probability distribution. In physics, given the number of interacting objects is high enough, the system properties can indeed be casted into a Boltzmann distribution, whose corresponding potential function describes the interactions between the objects. In statistics, Bayesian inference replaces standard point-estimates of the parameters by a full probability distribution, which allows to take into consideration a priori information on the problem, but at the cost of having to deal with high-dimensional integrals. The goal is to strengthen the already known connections but more importantly to create new ones around Monte Carlo methods, Bayesian machine learning, probabilistic modelling, inverse problems, uncertainty quantification and applications to large-scale datasets in physics and statistics.

Our goal is to bring people from the different communities to discuss the practical and theoretical problems they face and their own take on them. For that purpose, the conference will be organized around 4 tutorial lectures, invited talks and contributed talks.

Workshop funded by CIRM, CNRS, LMBP, Chaire Théorie de l’Entreprise and ANR project SuSa, official website here.