UBC/ PIMS Mathematical Sciences Young Faculty Award Colloquium: Elina Robeva

  • Date: 04/21/2021
  • Time: 15:00
Lecturer(s):
Elina Robeva, UBC
Location: 

Online

Topic: 

Log-concave graphical models

Description: 

The problem of density estimation aims to find an unknown density p on R^d given i.i.d. samples from it. In this work we study how to solve this problem assuming that p is log-concave and obeys certain dependence structure — that of an undirected graphical model. This is an instance of “nonparametric density estimation”, a challenging problem in theoretical statistics. We show that the maximum likelihood estimator (MLE) for p exists and is unique with probability 1. Furthermore, we precisely describe the support of the MLE, and we find a finite dimensional convex optimization problem that computes the MLE in the case of chordal graphs. We conclude with a discussion of the statistical complexity of this problem.

 

 

Speaker Biography 

Dr. Robeva is an Assistant Professor with the Department of Mathematics at the University of British Columbia. From 2016 – 2019, Dr. Robeva was a Statistics Instructor and an NSF Postdoctoral Fellow in the Department of Mathematics and the Institute for Data, Systems, and Society, at the Massachusetts Institute of Technology. Dr. Robeva completed her PhD in 2016 from UC Berkeley, and won the Bernard Friedman Memorial Prize in Applied Mathematics, for her thesis.

 

About the Prize

The UBC- PIMS Mathematical Sciences Young Faculty Award prize was created by two founding donors, Anton Kuipers and Darrell Duffie, to recognize UBC researchers for their leading edge work in mathematics or its applications in the sciences. Dr Elina Robeva is the 2020 winner and will give her colloquium on Thursday April 21, 2021.More details on the prize can be found here

Other Information: 

Time: Thursday, April 21, 2021 3:00pm Pacific Daylight Time.

Registration: Please register for this event through the link here.