Geometric Methods in Optimization and Sampling Boot Camp

Program

Geometric Methods in Optimization and Sampling

Location

All events take place in the Calvin Lab auditorium.

Date

Monday, Aug. 30 – Friday, Sept. 3, 2021

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8 – 8:05 a.m.

Day 1: Optimization

9 – 9:20 a.m.

Coffee & Check In

9:20 – 9:30 a.m.

Opening Remarks

9:30 – 10:30 a.m.

Optimization Crash Course

Ashia Wilson (MIT)

10:30 – 11 a.m.

Break

11 a.m. – 12 p.m.

Optimization Crash Course

Ashia Wilson (MIT)

12 – 2 p.m.

Lunch

2 – 3 p.m.

Optimization on Manifolds

Nicolas Boumal (EPFL)

3 – 3:30 p.m.

Break

3:30 – 4:30 p.m.

Geodesic Convexity and Optimization

Suvrit Sra (MIT)

4:30 – 5:30 p.m.

Reception

8 – 8:05 a.m.

Day 2: Sampling

9 – 9:30 a.m.

Coffee & Check In

9:30 – 10:30 a.m.

Sampling Crash Course

Andreas Eberle (University of Bonn)

10:30 – 11 a.m.

Break

11 a.m. – 12 p.m.

Sampling Crash Course

Andreas Eberle (University of Bonn)

12 – 2 p.m.

Lunch

2 – 3 p.m.

Sampling Using Diffusion Processes, from Langevin to Schrödinger

Maxim Raginsky (University of Illinois at Urbana-Champaign)

3 – 3:30 p.m.

Break

3:30 – 4:30 p.m.

An Introduction to Hamiltonian Monte Carlo Method for Sampling

Nisheeth Vishnoi (Yale)

8 – 8:05 a.m.

Day 3: Optimal Transport

9 – 9:30 a.m.

Coffee & Check In

9:30 – 10:30 a.m.

Crash Course on Optimal Transport

Mikaela Iacobelli (ETH Zurich)

10:30 – 11 a.m.

Break

11 a.m. – 12 p.m.

Crash Course on Optimal Transport

Mikaela Iacobelli (ETH Zurich)

12 – 2 p.m.

Lunch

2 – 3 p.m.

Computational Optimal Transport

Marco Cuturi (Google Brain)

3 – 3:30 p.m.

Break

3:30 – 4:30 p.m.

Gradient Flows and Optimal Transport in Discrete and Quantum Systems

Jan Maas (IST Austria)

8 – 8:05 a.m.

Day 4: PDEs

9 – 9:30 a.m.

Coffee & Check In

9:30 – 10:30 a.m.

Optimal Transport and PDE: Gradient Flows in the Wasserstein Metric

Katy Craig (UC Santa Barbara)

10:30 – 11 a.m.

Break

11 a.m. – 12 p.m.

Optimal Transport and PDE: Gradient Flows in the Wasserstein Metric

Katy Craig (UC Santa Barbara)

12 – 2 p.m.

Lunch

2 – 3 p.m.

Consensus-Based Interacting Particle Systems and Mean-field PDEs for Optimization and Sampling

José Antonio Carrillo (Oxford)

3 – 3:30 p.m.

Break

3:30 – 4:30 p.m.

PDE on Graphs and Their Continuum Limits

Dejan Slepčev (Carnegie Mellon University)

8 – 8:05 a.m.

Day 5: Algebraic Methods

9 – 9:30 a.m.

Coffee & Check In

9:30 – 10:30 a.m.

(Hidden) Symmetries of Computational Problems

Avi Wigderson (IAS School of Mathematics),
Michael Walter (University of Amsterdam & QuSoft)

10:30 – 11 a.m.

Break

11 a.m. – 12 p.m.

(Hidden) Symmetries of Computational Problems

Avi Wigderson (IAS School of Mathematics),
Michael Walter (University of Amsterdam & QuSoft)

12 – 2 p.m.

Lunch

2 – 3 p.m.

Optimization and Sampling Under Symmetry: Part 1 -- Examples

Nisheeth Vishnoi (Yale)

3 – 4 p.m.

Optimization and Sampling Under Symmetry: Part 2 -- Lie Theory

Jonathan Leake (TU Berlin)