Complexity of High Dimensional Sparse Functions

Ming Yuan (Columbia University)

29-Dec-2020, 00:30-01:30 (5 years ago)

Abstract: We investigate optimal algorithms for estimating a general high dimensional smooth and sparse function from the perspective of information based complexity. Our algorithms and analyses reveal several interesting characteristics for these tasks. In particular, our results illustrate the potential value of experiment design for high dimensional problems.

Mathematics

Audience: researchers in the topic


ICCM 2020

Organizers: Shing Tung Yau, Shiu-Yuen Cheng, Sen Hu*, Mu-Tao Wang
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