Quentin Berthet

Name:	Quentin Berthet
Affiliation:	University of Cambridge
E-mail:	(only provided to users who are logged into talks.cam)
Last login:	Wed May 22 07:33:39 +0000 2019

Public lists managed by Quentin Berthet

Talks given by Quentin Berthet

Obviously this only lists talks that are listed through talks.cam. Furthermore, this facility only works if the speaker's e-mail was specified in a talk. Most talks have not done this.

Talks organised by Quentin Berthet

This list is based on what was entered into the 'organiser' field in a talk. It may not mean that Quentin Berthet actually organised the talk, they may have been responsible only for entering the talk into the talks.cam system.

• Sketchy decisions: Low-rank convex matrix optimization with optimal storage
• What is the dimension of a stochastic process?
• Title to be confirmed
• Title to be confirmed
• On momentum methods and acceleration in stochastic optimization
• Bayesian estimation of the mean response in a missing data model
• Multiple change point estimation based on moving sum statistics
• Orbit recovery from invariants
• On the gap between local recovery guarantees in structured compressed sensing and oracle estimates
• Title to be confirmed
• Approximations of the Restless Bandit Problem
• Bayesian nonparametric estimation of the intensities in multivariate Hawkes processes
• From linear programming to statistics: Fast algorithms for sampling based on interior point methods
• Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
• Learning from MOM's principles
• Accelerated Consensus via Min-Sum Splitting
• Online nonparametric regression with adversarial data
• Analysis of regularized inversion of data corrupted by white Gaussian noise
• CCIMI Seminar: Kernel-based Methods for Bandit Convex Optimization
• Decoding from Pooled Data: Information-Theoretic bounds and a Message-Passing Algorithm
• Variable clustering: optimal bounds and a convex approach
• Computationally Efficient Nonparametric Testing
• Robust ranking, constrained ranking and rank aggregation via eigenvector and semidefinite programming synchronization
• Constrained low-rank matrix estimation
• Statistical challenges posed by the analyses of the human microbiome
• The Bouncy Particle Sampler
• Title to be confirmed
• Discrete structures and prediction in Bayesian Nonparametrics
• High frequency statistics of semimartingales
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
• Sleeping Beauty’s Credences
• High-Dimensional Bayesian Geostatistics
• Gaussian vectors, half-spaces, and convexity
• Measuring sample quality with diffusions
• Principal Nested Shape Space Analysis of Molecular Dynamics Data
• Constrained and Localized Nonparametric Estimation and Optimization
• Normal Approximation and Concentration for Functions of Sample Covariance Operators
• Minimax adaptive estimation in nonparametric Hidden Markov Models
• Community Detection on the Weighted Stochastic Block Model
• Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
• Chaining and convexity
• A Bayesian nonparametric approach to testing for dependence between random variables
• Distance Shrinkage and Euclidean Embedding via Regularized Kernel Estimation
• Tail index estimation, concentration, adaptation...
• Random warping functions for function/curve registration
• Computational Challenges in Sleeping Combinatorial Experts
• The information complexity of sequential resource allocation
• Title to be confirmed
• Information bounds for inverse problems with application to deconvolution and Lévy models
• Title to be confirmed
• Statistically optimal robust estimation of the precision matrix by convex programming
• Distribution-Free Detection of Structured Anomalies: Permutation and Rank-Based Scans
• Statistical algorithms and planted satisfiability problems
• Title to be confirmed
• The data-driven (s,S) policy: why you can have confidence in censored demand data
• Nonlinear shrinkage of Eigenvalues in Integrated Covolatility Matrix for Portfolio Allocation in High Frequency Data
• Boosting in the presence of outliers: adaptive classification with non-convex loss functions
• Graph-Guided Banding for Covariance Estimation
• Sparse graphs using exchangeable random measures
• Exact simulation of the Wright-Fisher diffusion
• Fast low-rank estimation by projected gradient descent: Statistical and algorithmic guarantees
• Title to be confirmed
• Shape modelling using contours and fields, with applications to image segmentation
• Efficient and Parsimonious Agnostic Active Learning
• Highly-Smooth Zero-th Order Online Optimization
• Nonparametric estimation of s-concave and log-concave densities: an alternative to maximum likelihood
• Nonstandard complete class theorems