SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/?tribe-bar-date=2019-09-01
Venerdi 26 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
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Speaker: *Gonzalo Mena *(University of Oxford)
Title: *On the unreasonable effectiveness of Sinkhorn algorithm for learning permutations and entropic optimal transport*
Abstract: Sinkhorn's algorithm realizes the solution of entropy-regularized linear programs on certain matrix polytopes. In the past years, the interest in this algorithm has grown considerably because of its usefulness as a tool for the modeling of permutations, and because of its fundamental role in the solution of an entropic optimal transport problem, also called the Schrödinger bridge. In this talk, I will give an overview of my work in relation to these two areas. First, regarding entropic optimal transport, I will argue that this tool is valuable for deriving sensible statistical procedures. Indeed, we show that it enjoys a substantially better sample complexity compared to optimal transport, which suffers from the curse of dimensionality. Also, in the more applied setup of model-based clustering we show that it can be used as an alternative to the log-likelihood, since it has fewer bad local optima. Based on this observation, we develop a new algorithm, Sinkhorn-EM, in which we only modify the E-step to solve an Entropic Optimal Transport problem. Our algorithm is shown to attain better practical performance. Second, regarding permutations, I will describe some successful applications in Deep Learning, and in neuroscience, for the inference of neural identities in C.elegans worms. Links https://arxiv.org/abs/1802.08665 https://arxiv.org/abs/1905.11882 https://arxiv.org/abs/2006.16548 ------------------------------------------------
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Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/84926221121?pwd=eDdycEV3M2VVVU1FSEszM000eDlIdz09 Meeting ID: 849 2622 1121 Passcode: 899297
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi https://sites.google.com/a/carloalberto.org/pdeblasi/