Spectral Methods and Nonconvex Optimization: A Modern Statistical Perspective
Modern statistical analysis often requires integration of statistical thinking and algorithmic thinking. In many problems, statistically sound estimation procedures (e.g., the MLE) may be difficult to compute, at least in the naive form. This challenge calls for a new look into simple statistical methods such as the spectral methods (including PCA), as well as an examination of optimization algorithms from the statistical lens.
In this talk, I will sample two typical...
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