Homotopy methods for convex optimization

Andreas Klingler (Innsbruck).

Centre for Mathematical Sciences MR11, CMS.

Wednesday 07 February 2024, 14:30-15:30

Mordell Lectures

Bayesian inference in infinite dimensions

Aad van der Vaart (Delft).

MR2, CMS.

Thursday 04 May 2023, 17:00-18:00

Fundamental limits of generative AI

Helmut Bölcskei - ETH Zurich.

Centre for Mathematical Sciences MR12, CMS.

Friday 28 April 2023, 14:00-15:00

Statistics

The Kalman-Bucy filter revisited: Mean-field equations & duality

Joint Statistics and CCIMI Seminar (note unusual time)

Sebastian Reich (University of Potsdam).

MR12, Centre for Mathematical Sciences.

Friday 10 February 2023, 16:00-17:00

Deep reinforced active learning

Emma Slade - GSK.

Centre for Mathematical Sciences, MR4.

Wednesday 30 November 2022, 14:00-15:00

Statistics

Long Story Short: Omitted Variable Bias in Causal Machine Learning

Statistics and CCIMI seminar, followed by a drinks reception

Victor Chernozhukov (MIT).

MR5, Centre for Mathematical Sciences.

Friday 07 October 2022, 16:00-17:00

The implicit boundary integral method

Richard Tsai (UT Austin).

Centre for Mathematical Sciences, MR5.

Wednesday 15 June 2022, 14:00-15:00

Inverse consistency and global convergence of ResNets

Francois-Xavier Vialard (Université Gustave Eiffel).

Virtual.

Wednesday 01 June 2022, 14:00-15:00

Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo

Lionel Riou-Durand (University of Warwick).

Centre for Mathematical Sciences, MR14.

Wednesday 11 May 2022, 14:00-15:00

Generative Modeling by Estimating Gradients of the Data Distribution

Stefano Ermon (Stanford University).

Virtual (Zoom details under abstract).

Wednesday 27 April 2022, 16:00-17:00

Model free Deep Hedging

Josef Teichmann (ETH Zurich).

Virtual (Zoom details under abstract).

Wednesday 09 March 2022, 14:00-15:00

Variational Bayes for high-dimensional linear regression with sparse priors

Kolyan Ray (Imperial College London).

MR3, Centre for Mathematical Sciences.

Wednesday 23 February 2022, 14:00-15:00

On the Sample Complexity of Learning with Geometric Stability

Alberto Bietti (NYU).

Virtual (Zoom details under abstract).

Wednesday 09 February 2022, 14:00-15:00

Deep and reliable – Uncertainty quantification using Empirical Bayesian deep neural networks.

Stefan Franssen (TU Delft).

Virtual (Zoom details under abstract).

Wednesday 26 January 2022, 14:00-15:00

Deep Denoising for Scientific Discovery

Carlos Fernandez-Granda (NYU).

Virtual (Zoom details under abstract).

Wednesday 01 December 2021, 14:00-15:00

A medley of geometry, optimal transport, and machine learning

Varun Jog (Cambridge).

Virtual (Zoom details under abstract).

Wednesday 10 November 2021, 14:00-15:00

Coordinate Descent on the Orthogonal Group for Recurrent Neural Network Training

Estelle Massart (Oxford).

Virtual (Zoom details under abstract).

Wednesday 03 November 2021, 14:00-15:00

Three-point bounds for sphere packing

David de Laat (Delft).

Virtual (Zoom details under abstract).

Wednesday 20 October 2021, 14:00-15:00

Finding stationary points on the bounded-rank variety: a geometric hurdle and a smooth workaround

Nicolas Boumal (EPFL).

Online (Join Zoom Meeting https://us02web.zoom.us/j/81608191565?pwd=RDR2Uk1pU1Y3bHdZV3Q0SFlWdVYzdz09).

Wednesday 05 May 2021, 14:00-15:00

Practical Challenges in Portfolio Construction

James Ng (GAM Systematic).

Online (email ccimi@maths.cam.ac.uk for the link).

Wednesday 28 October 2020, 15:00-16:00

Iteratively Reweighted FGMRES and FLSQR for sparse reconstruction

Silvia Gazzola.

Virtual Zoom meeting.

Wednesday 15 July 2020, 14:00-15:00

A nonparametric problem for stochastic PDEs

Randolf Altmeyer.

Virtual Zoom meeting.

Wednesday 17 June 2020, 14:00-15:00

The Cycle of Statistical Research

Qingyuan Zhao (Statistical Laboratory).

MR14, Centre for Mathematical Sciences.

Wednesday 19 February 2020, 15:00-16:00

Computer-aided worst-case analyses and design of first-order methods for convex optimization

Adrien Taylor (INRIA Paris).

MR11 Centre for Mathematical Sciences.

Wednesday 12 February 2020, 14:00-15:00

Statistics

Approximate Cross Validation for Large Data and High Dimensions

Tamara Broderick, Massachusetts Institute of Technology.

MR12.

Friday 17 January 2020, 14:00-15:00

Collaborative Analytics and Education in Data Science

Martin Spott (HTW Berlin).

MR14, Centre for Mathematical Sciences.

Wednesday 04 December 2019, 14:00-15:00

Machine learning and theorem proving

Henryk Michalewski.

CMS, MR14.

Wednesday 20 November 2019, 14:00-15:00

CCIMI Colloquium - The Statistical Finite Element Method

Professor Mark Girolami, University of Cambridge.

MR3, Centre for Mathematical Sciences.

Wednesday 13 November 2019, 17:00-19:00

Applied and Computational Analysis

An Introduction to Randomized Algorithms for Matrix Computations

This is a joint ACA–CCIMI seminar

Ilse Ipsen (NCSU).

MR 14.

Monday 03 June 2019, 16:00-17:00

Title to be confirmed - CCIMI Colloquium

Professor Mark Girolami, University of Cambridge.

Venue to be confirmed.

Wednesday 29 May 2019, 00:00-00:00

CCIMI Video Contest

CCIMI Members.

MR2, Centre for Mathematical Sciences, Wilberforce Road, Cambridge.

Tuesday 28 May 2019, 14:30-17:30

Diffusion bridge simulation in geometric statistics

Frank van der Meulen, Delft University of Technology.

CMS, MR14.

Wednesday 22 May 2019, 14:00-15:00

Stochastic variants of classical optimization methods, with complexity guarantees

Professor Coralia Cartis.

CMS, MR14.

Wednesday 01 May 2019, 14:00-15:00

A variational approach to nonlinear and interacting diffusions

Professor Pierre Del Moral.

CMS, MR11.

Tuesday 12 March 2019, 14:00-15:00

Advances in machine learning for molecules

José Miguel Hernández-Lobato, Department of Engineering (University of Cambridge).

CMS, MR14.

Wednesday 20 February 2019, 14:30-15:30

Pure Mathematics in Crisis

Professor Kevin Buzzard.

CMS, MR3.

Wednesday 30 January 2019, 14:00-15:00

Statistics

Geometric MCMC for infinite-dimensional Bayesian Inverse Problems

Alexandros Beskos, University College London .

MR12.

Friday 25 January 2019, 16:00-17:00

Gen-Oja: A Simple and Efficient Algorithm for Streaming Generalized Eigenvector Computation

Dr Nicolas Flammarion.

CMS, MR11.

Monday 26 November 2018, 14:00-15:00

Adaptive and robust nonparametric Bayesian contraction rates for discretely observed compound Poisson processes

Dr Alberto J. Coca.

CMS, MR14.

Wednesday 07 November 2018, 14:00-15:00

Estimation of Low-Rank Matrices via Approximate Message Passing

Dr Ramji Venkataramanan.

CMS, MR15.

Wednesday 31 October 2018, 14:00-15:00

CCIMI Short course: First-order methods for large scale optimisation problems

First-order methods for large scale optimisation problems - Additional large-scale algorithms

Stephen Becker, University of Colorado.

MR3 Centre for Mathematical Sciences.

Friday 15 June 2018, 14:00-16:00

CCIMI Short course: First-order methods for large scale optimisation problems

First-order methods for large scale optimisation problems - Modern first-order methods for structured convex problems

Stephen Becker, University of Colorado.

MR12, Centre for Mathematical Sciences.

Monday 11 June 2018, 14:00-16:00

CCIMI Short course: First-order methods for large scale optimisation problems

First-order methods for large scale optimisation problems - Convex optimization problems and optimality

Stephen Becker, University of Colorado.

MR21, Centre for Mathematical Sciences.

Friday 08 June 2018, 14:00-16:00

CCIMI Short course: First-order methods for large scale optimisation problems

First-order methods for large scale optimisation problems - Convex analysis

Stephen Becker, University of Colorado.

MR12, Centre for Mathematical Sciences.

Monday 04 June 2018, 14:00-16:00

CL-CompBio

Structured deep models: Deep learning on graphs and beyond

Thomas Kipf, University of Amsterdam.

Lecture Theatre 2, Cambridge University Computer Laboratory, J J Thompson Avenue, Madingley Road, Cambridge.

Friday 25 May 2018, 14:00-15:00

Relevance Forcing: More Interpretable Neural Networks through Prior Knowledge

Christian Etmann (University of Bremen).

MR3 Centre for Mathematical Sciences.

Wednesday 09 May 2018, 15:30-16:30

Spectral rigidity of the round Earth

Joonas Ilmavirta, University of Jyväskylä.

MR14 Centre for Mathematical Sciences.

Wednesday 09 May 2018, 14:00-15:00

Reconciling Bayesian Regularization And Total Variation Regularization - CCIMI colloquium

Free event, but registration required: https://ccimi-colloquium-andrew-stuart.eventbrite.co.uk

Andrew Stuart, Caltech.

MR2 Centre for Mathematical Sciences.

Tuesday 08 May 2018, 17:00-19:00

Landauer's Principle in Repeated Interaction Systems

Part of the Mathematics of Quantum Information workshop

Yan Pautrat, Paris-Sud University.

MR2 Centre for Mathematical Sciences.

Friday 04 May 2018, 15:30-16:30

Undecidability in Quantum Physics: Hilbert’s Second and Sixth Problems Meet

Part of the Mathematics of Quantum Information workshop

David Pérez García, Complutense University of Madrid.

MR2 Centre for Mathematical Sciences.

Friday 04 May 2018, 14:00-15:00

Quantum conditional mutual information

Part of the Mathematics of Quantum Information workshop

Omar Fawzi, ENS de Lyon.

MR2 Centre for Mathematical Sciences.

Friday 04 May 2018, 12:00-13:00

Multipartite SLOCC and LOCC transformations

Part of the Mathematics of Quantum Information workshop

Barbara Kraus, University of Innsbruck.

MR2 Centre for Mathematical Sciences.

Friday 04 May 2018, 11:00-12:00

CCIMI short course: Quantum Computing - Theory and Practice

Quantum Computing - Theory and Practice: Quantum algorithms, quantum noise and quantum operations

Lior Horesh, IBM.

CMS, MR3.

Thursday 03 May 2018, 14:00-16:30

CCIMI short course: Quantum Computing - Theory and Practice

Quantum Computing - Theory and Practice: The Qubit and Quantum computation

Lior Horesh, IBM.

CMS, MR4.

Wednesday 02 May 2018, 14:00-16:30

CCIMI short course: Quantum Computing - Theory and Practice

Quantum Computing - Theory and Practice: Introduction and overview

Lior Horesh, IBM.

CMS, MR3.

Tuesday 01 May 2018, 14:00-16:30

Applied and Computational Analysis

Improving Generative Adversarial Networks using Game Theory and Statistics

Joint CCIMI-ACA seminar

Constantinos Daskalakis (MIT).

MR14, Centre for Mathematical Sciences.

Thursday 29 March 2018, 15:00-16:00

Partial Differential Equations seminar

Auction Design via Optimal Transportation

Constantinos Daskalakis (MIT).

CMS, MR13.

Monday 26 March 2018, 16:30-17:30

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Stochastic gradient & Random coordinate descent methods - Part 3

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Thursday 15 March 2018, 16:00-16:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Stochastic gradient & Random coordinate descent methods - Part 2

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Thursday 15 March 2018, 15:00-15:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Stochastic gradient & Random coordinate descent methods - Part 1

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Thursday 15 March 2018, 14:00-14:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Constrained convex minimization - Part 3

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Wednesday 14 March 2018, 16:00-16:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Constrained convex minimization - Part 2

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Wednesday 14 March 2018, 15:00-15:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Constrained convex minimization - Part 1

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Wednesday 14 March 2018, 14:00-14:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Variable metric methods

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Tuesday 13 March 2018, 16:00-16:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Unconstrained smooth minimization

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Tuesday 13 March 2018, 15:00-15:45

CCIMI Short Course: Mathematics of Data - From Theory to Computation

Introduction to convex optimization and iterative methods

Volkan Cevher (Laboratory For Information And Inference Systems, LIONS).

MR9 Centre for Mathematical Sciences.

Tuesday 13 March 2018, 14:00-14:45

Theory for local optima of nonconvex high-dimensional M-estimators

Po-Ling Loh, University of Wisconsin - Madison.

MR5 Centre for Mathematical Sciences.

Wednesday 21 February 2018, 14:00-15:00

Bregman distances in frequentist inverse problems

Tapio Helin, University of Helsinki.

MR3 Centre for Mathematical Sciences.

Wednesday 31 January 2018, 14:00-15:00

Bayesian Probabilistic Numerical Methods

Chris Oates - Newcastle Universtity.

MR5 Centre for Mathematical Sciences.

Wednesday 29 November 2017, 14:00-15:00

Short Course: Higher order regularisation in imaging

Applications and extensions. Short Course: Higher order regularisation in imaging - Lecture 3

Martin Holler, University of Graz.

MR4, Centre for Mathematical Sciences.

Thursday 23 November 2017, 14:00-16:00

Short Course: Higher order regularisation in imaging

Total Generalised Variation regularisaton for linear inverse problems. Short Course: Higher order regularisation in imaging - Lecture 2

Martin Holler, University of Graz.

MR11, Centre for Mathematical Sciences.

Tuesday 21 November 2017, 14:00-16:00

Short Course: Higher order regularisation in imaging

Functions of bounded variation and derivative-based regularisation. Short Course: Higher order regularisation in imaging - Lecture 1

Martin Holler, University of Graz.

MR4.

Thursday 16 November 2017, 14:00-16:00

CCIMI Student Video Contest

CCIMI students.

MR3 Centre for Mathematical Sciences.

Wednesday 15 November 2017, 16:00-18:00

Randomised dimensionality reduction for persistent homology

Martin Lotz - University of Manchester.

MR5 Centre for Mathematical Sciences.

Wednesday 01 November 2017, 14:00-15:00

Statistics

CCIMI Seminar: Kernel-based Methods for Bandit Convex Optimization

Sébastien Bubeck (Microsoft Research Redmond).

MR12.

Wednesday 04 October 2017, 16:00-17:00

Cambridge Analysts' Knowledge Exchange

Physical Perspectives on Modern Computation

Samuel Power (University of Cambridge).

MR14, Centre for Mathematical Sciences.

Wednesday 14 June 2017, 16:00-17:00

Seemingly Unrelated Regression models for mixed-type data with an application to "fine-mapping" in genetics

Joint CMIH-CCIMI seminar. Note unusual time.

Leonardo Bottolo (MRC Biostatistics Unit & ATI fellow).

MR12 Centre for Mathematical Sciences.

Wednesday 14 June 2017, 13:30-14:30

On the long time stability of travelling wave for the discrete nonlinear Schroedinger equations

Erwan Faou (Inria).

MR14 Centre for Mathematical Sciences.

Wednesday 07 June 2017, 14:00-15:00

CMIH Hub seminar series

Microstructure imaging with MRI, data-driven disease progression modelling, and other topics at UCL-CMIC

Joint CMIH-CCIMI seminar.

Danny Alexander, UCL.

MR13 Centre for Mathematical Sciences.

Friday 02 June 2017, 16:00-17:00

Applied and Computational Analysis

Stabilizing unstable flows by coarse mesh observables and actuators - a pavement to data assimilation

Edriss Titi (Weizmann Institite & Texas A&M University).

MR 14, CMS.

Thursday 01 June 2017, 15:00-16:00

Exceptional orthogonal polynomials

Note late change of room!

David Gomez-Ullate (ICMAT and Universidad Complutense de Madrid).

MR11 CMS.

Wednesday 31 May 2017, 14:00-15:00

CCIMI special lecture: Mathematics Enters the Picture

BOOKING REQUIRED - https://www.eventbrite.co.uk/e/mathematics-enters-the-picture-tickets-34031599430

Massimo Fornasier (TUM - Technische Universität München).

MR3 Centre for Mathematical Sciences.

Friday 26 May 2017, 17:00-18:00

Learning and Sparse Control of Multiagent Systems

Massimo Fornasier (TUM - Technische Universität München).

MR4, Centre for Mathematical Sciences.

Friday 26 May 2017, 14:00-15:00

Energy methods for the geodesic X-ray transform

Mikko Salo (University of Jyväskylä).

MR9 Centre for Mathematical Sciences.

Thursday 18 May 2017, 15:00-16:00

A macroscopic limit for an ecology model.

Gaël Raoul (Ecole polytechnique).

MR4, Centre for Mathematical Sciences.

Wednesday 17 May 2017, 14:00-15:00

Cavendish Physical Society

Tipping Points & Crises From statistical physics to social sciences

Professor Jean-Philippe BOUCHAUD, Ecole Polytechnic and Capital Fund Management plc.

Pippard Lecture Theatre, Cavendish Laboratory.

Wednesday 03 May 2017, 16:00-17:00

Cambridge Image Analysis Seminars

Local Convergence of the Heavy-ball Method and iPiano for Non-convex Optimization

Joint CIA-CCIMI seminar

Peter Ochs (Albert-Ludwigs-University Freiburg).

MR 14, Centre for Mathematical Sciences.

Wednesday 05 April 2017, 15:00-16:00

STORM: Stochastic Trust Region Framework with Random Models

Katya Scheinberg, Lehigh University.

MR3 Centre for Mathematical Sciences.

Wednesday 15 March 2017, 14:00-15:00

Cambridge Centre for Analysis talks

Modelling commodity prices using novel data sources

Industrial Seminar

Chris Longworth, Cantab.

MR14.

Tuesday 14 March 2017, 16:00-17:00

Practical Bayesian modelling: Populism, polls, and petitions.

Tom Gillam (Cantab Capital Partners).

MR15 Centre for Mathematical Sciences.

Wednesday 08 March 2017, 14:00-15:00

Cambridge Centre for Analysis talks

Below zero - negative interest rates as a challenge for the financial sector

Industrial Seminar

Helge Grütjen, D-Fine Ltd.

MR14.

Tuesday 07 March 2017, 16:00-17:00

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

Tobias Sutter, ETH Zurich.

MR14 Centre for Mathematical Sciences.

Wednesday 01 March 2017, 14:00-15:00

Cambridge Centre for Analysis talks

An industrial researcher’s learning experience

Industrial Seminar

Evren Yarman, Schlumberger.

MR14.

Tuesday 28 February 2017, 16:00-17:00

Advancing Medicine through Data Science, Machine Learning and Artificial Intelligence

Mihaela van der Schaar, University of Oxford and Alan Turing Institute.

MR15 Centre for Mathematical Sciences.

Wednesday 22 February 2017, 14:00-15:00

Applications of numerical algebraic geometry

Heather Harrington Oxford.

MR5 Centre for Mathematical Sciences.

Friday 10 February 2017, 15:00-16:00

Flux and context-dependent graphs for metabolic networks

Mariano Beguerisse, Oxford.

MR5 Centre for Mathematical Sciences.

Friday 10 February 2017, 14:00-15:00

Cambridge Centre for Analysis talks

Decision-making and artificial general intelligence using deep neural networks

Industrial Seminar

Audrunas Gruslys, Google Deep Mind.

MR14.

Tuesday 07 February 2017, 16:00-17:00

Estimation in the Ising blockmodel

Quentin Berthet.

MR15 Centre for Mathematical Sciences.

Wednesday 25 January 2017, 14:00-15:00

A new perspective from Information Theory on genetic sequences

Omri Tal, Max Planck Institute for Mathematics in the Sciences.

MR14 Centre for Mathematical Sciences.

Friday 13 January 2017, 14:00-15:00

Quantum Dots and Dislocations: Dynamics of Materials Defects

Irene Fonseca, Carnegie Mellon University.

MR11 Centre for Mathematical Sciences.

Thursday 01 December 2016, 15:00-16:00

Inferring rapidly-varying big data time series--from deconvolution to a new form of time series model

Sofia Olhede, UCL.

MR5 Centre for Mathematical Sciences.

Wednesday 30 November 2016, 14:00-15:00

Phaseless super-resolution using masks

James Saunderson, Monash University.

MR5 Centre for Mathematical Sciences.

Monday 28 November 2016, 14:00-15:00

Effective inversion of the attenuated X-ray transform associated with a connection.

Gabriel Paternain - DPMMS.

MR9 Centre for Mathematical Sciences.

Wednesday 16 November 2016, 14:00-15:00

Free Boundaries and Price Formation in Economic Markets

Peter Markowich.

MR15 Centre for Mathematical Sciences.

Monday 14 November 2016, 14:00-15:00

CUED Control Group Seminars

Semidefinite approximations of matrix logarithm

Hamza Fawzi, University of Cambridge.

Cambridge University Engineering Department, JDB Seminar Room.

Thursday 03 November 2016, 14:00-15:00

Cambridge Image Analysis Seminars

Optical Flow on Evolving Sphere-Like Surfaces

This is a joint CIA-CCIMI seminar

Lukas Lang (University of Vienna).

MR 14, Centre for Mathematical Sciences.

Tuesday 01 November 2016, 15:00-16:00

Applied and Computational Analysis

Sparse recovery by l0 penalty

This is a joint ACA-CCIMI seminar

Bangti Jin (UCL).

MR 14, CMS.

Thursday 27 October 2016, 15:00-16:00

Cambridge Centre for Analysis talks

The positive Jacobian constraint in elasticity theory and orientation-preserving Young measures

Dr Filip Rindler, University of Warwick.

MR2.

Tuesday 13 October 2015, 14:00-18:00