2022 Autumn Reading

Statistical Learning reading group will meet this semester after a long hiatus! We will meet  from 11:30am to 12:30 pm in Cockins Hall Room 212 every other Tuesday starting from September 6th. Students may register for course credit by enrolling in STAT 8750.01. If you are not officially enrolled but want to be added to the reading group email list, please contact Haozhen Yu at yu.2823@osu.edu.

September 13: Seminar – Arnab Auddy

Time and Location: September 13 (Tuesday) 11:30am-12:30pm in CH 212

Speaker: Arnab Auddy (Columbia University)

Title: Why and how to use orthogonally decomposable tensors for statistical learning

Abstract: As we encounter more and more complex data generating mechanisms, it becomes necessary to model higher order interactions among the observed variables. Orthogonally decomposable tensors provide a unified framework for such modeling in a number of interesting statistical problems. While this is a natural extension of matrix SVD to tensors, they automatically provide much better identifiability properties. Moreover, a small perturbation affects each singular vector in isolation, and hence their recovery does not depend on the gap between consecutive singular values. In addition to the attractive statistical properties, the tensor decomposition problem in this case presents us with intriguing computational challenges. To understand these better, we will explore some statistical-computational tradeoffs, and also describe tractable methods that provide rate optimal estimators for the tensor singular vectors.