SDS Seminar Series – Saptarshi Roy, University of Texas at Austin
Sep
20
2024
Sep
20
2024
Description
The Fall 2024 SDS Seminar Series continues on September 20th from 2:00 p.m. to 3:00 p.m. with Dr. Saptarshi Roy (Postdoctoral Fellow, Department of Statistics and Data Sciences, University of Texas at Austin). This event is in-person in CBA 4.348.
Title: On the Computational Complexity of Private High-dimensional Model Selection
Abstract: We consider the problem of model selection in a high-dimensional sparse linear regression model under privacy constraints. We propose a differentially private best subset selection method with strong utility properties by adopting the well-known exponential mechanism for selecting the best model. We propose an efficient Metropolis-Hastings algorithm and establish that it enjoys polynomial mixing time to its stationary distribution. Furthermore, we also establish approximate differential privacy for the estimates of the mixed Metropolis-Hastings chain. Finally, we perform some illustrative experiments that show the strong utility of our algorithm.
Location
CBA 4.348
Share
Other Events in This Series
Oct
11
2024
SDS Seminar Series – Mingyuan Zhou, University of Texas at Austin
Building Faster, Better, and Safer Deep Generative Models via Score Identity Distillation
2:00 pm – 3:00 pm • In Person
Speaker(s): Mingyuan Zhou
Oct
18
2024
SDS Seminar Series – Sherry Zhang, University of Texas at Austin
Pivoting between Space and Time: Spatio-Temporal Analysis with Cubble
2:00 pm – 3:00 pm • In Person
Speaker(s): Sherry Zhang
Oct
25
2024
SDS Seminar Series – Matt Koslovsky, Colorado State University
Sparse Dirichlet-Multinomial Models
2:00 pm – 3:00 pm • In Person
Speaker(s): Matt Koslovsky
Nov
1
2024
SDS Seminar Series – Aaditya Ramdas, Carnegie Mellon University
A Game-Theoretic Theory of Statistical Evidence
2:00 pm – 3:00 pm • In Person
Speaker(s): Aaditya Ramdas
Nov
8
2024
SDS Seminar Series – Myungsoo Yoo, University of Texas at Austin
Dynamic Spatio-Temporal Model Integrating Physics for Fire Front Propagation
2:00 pm – 3:00 pm • In Person
Speaker(s): Myungsoo Yoo
Nov
15
2024
SDS Seminar Series – Rafael Irizarry, Harvard University
Twenty-Five Years of Data Science: Music, Genomics, and Public Health Surveillance
2:00 pm – 3:00 pm • In Person
Speaker(s): Rafael Irizarry
Mar
7
2025
SDS Seminar Series - Arun Kuchibhotla, Carnegie Mellon University
Adaptive Inference Techniques for Some Irregular Problems
2:00 pm – 3:00 pm • In Person
Speaker(s): Arun Kuchibhotla
Mar
28
2025
SDS Seminar Series – Po-Ling Loh, University of Cambridge
TBA
2:00 pm – 3:00 pm • In Person
Speaker(s): Po-Ling Loh
Apr
18
2025
SDS Seminar Series – Richard Samworth, University of Cambridge
TBA
2:00 pm – 3:00 pm • In Person
Speaker(s): Richard Samworth
