[Amath-seminars] Boeing Seminar October 6

[Samuel Van Fleet]

Dear all,

Our first Boeing Seminar will be this Thursday, October 6th at 4PM in Smith
205 featuring Professor Lexing Ying [web.stanford.edu]
<https://urldefense.com/v3/__https://web.stanford.edu/*lexing/__;fg!!K-Hz7m0Vt54!jOKSceN2c0Y36pFKrVAyGqQGfvmKzGre7wSkGxWJ1EK1Fpv5mosj-GztrLGnoPHu29SSqr5wZIVMzQ$>
of
Stanford University. The title of his abstract can be found below and in
the poster attachment.

*Title: *Correcting Convexity Bias

*Abstract: *We consider the problem of estimating a function
or functional of an unknown input when only noisy observations of the input
are available. When the function is convex (or concave) near the unknown
input, the naive estimator often incurs a significant bias. We propose new
estimators based on bootstrap to reduce this convexity bias. Theoretical
analysis are conducted to show that the proposed methods can strictly
reduce the expected estimate error under mild conditions. They can serve as
off-the-shelf tools for a wide range of problems, including optimization
problems with random objective functions or constraints, functionals of
probability distributions such as the entropy and the Wasserstein distance,
and matrix functions such as inversion.

Thank you,
Sam Van Fleet

-- 
Sam Van Fleet (he/him/his)
Acting Instructor of Applied Mathematics
Department of Applied Mathematics
University of Washington
Seattle WA 98195
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