Probability Seminar: Sébastien Bubeck
Speakers
Details
I will present three new results: (i) the Cramer transform of the uniform measure on a convex body is a universal self-concordant barrier; (ii) projected Langevin Monte Carlo (i.e. discretized reflected Brownian motion with drift) allows to sample from a log-concave measure in polynomial time; and (iii) Thompson sampling combined with a multi-scale exploration solves the Bayesian convex bandit problem. The unifying theme in these results is the interplay between concepts from convex geometry, probability theory, learning and information theory.
Additional Information
Location: ESB 2012
Sébastien Bubeck, Microsoft
Sébastien Bubeck, Microsoft
This is a Past Event
Event Type
Scientific, Seminar
Date
March 30, 2016
Time
-
Location