Statistical inference
and convex optimization

June 12-15, 2022

Autrans, Vercors near Grenoble

Three days of conferences and activities in the Vercors

An event jointly organized by Univ. Grenoble Alpes and Université Catholique de Louvain.

Participants

  • d'Aspremont Alexandre

  • Amini Massih

  • Arbel Michael

  • Dvurechensky Pavel

  • Enikeeva Farida

  • Flammarion Nicolas

  • Gaillard Pierre

  • Goldenshluger Alexander

  • Golubev Yuri

  • Guigues Vincent

  • Hendrikx Hadrien

  • Henrion Didier

  • Kleptsyna Marina

  • Lan George

  • Lê-Huu Khuê

  • Lecue Guillaume

  • Lemarechal Claude

  • Lepski Oleg

  • Mairal Julien

  • Mishchenko Konstantin

  • Nesterov Yuri

  • Perchet Vianney

  • Rigollet Philippe

  • Spokoiny Vladimir

  • Tsybakov Alexandre

  • Vorontsova Evgeniya


  • + a little group from LJK ;)

  • online participants

    • Asarin Eugene

    • Dalalyan Arnak

    • Shapiro Alexander

    • Polyak Boris

    • Nazin Alexander

    • Nazin Sergei

    • Nemirovski Arkadi

    • Harchaoui Zaid

    • Ostrovskii Dmitrii

    • Gasnikov Alexander

    • Dvinskich Darina

    • Pavel Shcherbakov

    • Kilinc-Karzan Fatma

    • Mertikopoulos Panayotis

Scientific & Organizing Commitee

  • Roland Hildebrand

  • Franck Iutzeler

  • Jérôme Malick

  • Arkadi Nemirovski

  • Yurii Nesterov

Sponsors

ERC Advanced Grant ACCOPT

GDR MOA

LJK

Maimosine

MIAI

Practical Informations

Program

Sunday, June 12th

18:00 : Shuttle from Grenoble

20:00 : Dinner

Monday, June 13th

9:00 - 12:00 : Talks
 9:00 - Goldenshluger
9:40 - Tsybakov
10:20 - coffee break
10:40 - Spokoiny
11:20 - Kleptsyna

12:30 : Lunch

16:30 - 18:30 : Talks
 16:30 - Rigollet
17:10 - Golubev
17:50 - Perchet

19:30 : Dinner

Tuesday, June 14th

9:00 - 12:00 : Free for activities

12:30 : Lunch or pic-nic

14:30 - 18:30 : Talks
 14:30 - d'Aspremont
15:10 - Lan
15:50 - coffee break
16:20 - Harchaoui
17:00 - Kilinc-Karzan
17:50 - Ostrovskii

19:30 : Festive Dinner

Wednesday, June 15th

9:30 - 12:00 : Talks
 9:30 - Mishchenko
10:10 - Guigues
10:50 - Mairal

12:00 : Lunch

13:30 : Shuttle back to Grenoble

Titles and abstracts

Alexander Goldenshluger: Nonparametric estimation of functionals of particle displacement distributions from count data

Alexandre Tsybakov: Benign overfitting and adaptive nonparametric regression

Vladimir Spokoiny: Bayesian optimization by Laplace iterations

Marina Kleptsyna: Estimation of the Hurst parameter from continuous noisy data


Philippe Rigollet: Variational inference via Wasserstein gradient flows

Yuri Golubev: Over-parameterized detection of sparse vectors

Vianney Perchet: An algorithmic solution to the Blotto game using multi-marginal couplings


Alexandre d'Aspremont: Approximation Bounds for Sparse Programs

George Lan: Policy mirror descent for reinforcement learning

Zaid Harchaoui: Stochastic optimization under distributional drift

Fatma Kilinc-Karzan: Using exactness guarantees to design faster algorithms for a class of semidefinite programs

Dmitry Ostrovskii: Volumetric-barrier based approach to online portfolio selection


Konstantin Mishchenko: Asynchronous SGD Beats Minibatch SGD Under Arbitrary Delays

Vincent Guigues: Constant Depth Decision Rules for multistage optimization under uncertainty

Julien Mairal: Estimate Sequences for Variance-Reduced Stochastic Composite Optimization


Some of the talks are available at https://drive.google.com/drive/folders/14zvLgqNzdKcBC0GOydfgIghmtbycqOiD?usp=sharing

Some photos





Venue - L'Escandille (Autrans)

Escandille Village Vacances Cap France

931 Route de la sure
38880 Autrans
France

L'Escandille is a conference center in middle a wide park with a direct view on the ski jumping slopes. In addition to easy access to snow activities, the center also provides:

  • a swimming-pool (open from 8h to 19h, except from 17h15 to 17h45)

  • a sauna, fitness center and squash court (open from 10 h to 20h).

Breakfast is served between 6h30 and 9h.

We recommend to take warm clothes to be able to go outside and hike.

How to get there

The conference venue is located at about 45 min by car from the Grenoble train station, and around 90 min from LYS (Lyon Saint Exupéry airport). There is an efficient regular shuttle from Lyon Airport to Grenoble Bus Station. Note that, in Grenoble, the bus station and the train station are located next to each other.

We will organize a dedicated shuttle from Grenoble train/bus station to Escandille on Sunday around 5pm (more information later).

For those of you who will not take the shuttle, there is a regular bus line from Grenoble station to Autrans; the timetable is available here. https://carsisere.auvergnerhonealpes.fr/fr/itineraires/4/JourneyPlanner