Fall 2017

A Few Connections Between Optimization and Probability

Wednesday, Nov. 29, 2017 11:00 am11:30 am

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In this talk, we will describe a few connections between deterministic inequalities that have an "optimization flavor" and probabilistic inequalities for martingales or i.i.d. processes. We will discuss the Burkholder special functions and their role in attaining optimal Rademacher-based regret bounds in online learning.