Next month, Michael Jordan will give an advanced course at CRESTENSAE, Paris, on Recent Advances at the Interface of Computation and Statistics. The course will take place on April 4 (14:00, ENSAE, Room #11), 11 (14:00, ENSAE, Room #11), 15 (11:00, ENSAE, Room #11) and 18 (14:00, ENSAE, Room #11). It is open to everyone and attendance is free. The only constraint is a compulsory registration with Nadine Guedj (email: guedj[AT]ensae.fr) for security issues. I strongly advise all graduate students who can take advantage of this fantastic opportunity to grasp it! Here is the abstract to the course:
“I will discuss several recent developments in areas where statistical science meets computational science, with particular concern for bringing statistical inference into contact with distributed computing architectures and with recursive data structures :

How does one obtain confidence intervals in massive data sets? The bootstrap principle suggests resampling data to obtain fluctuations in the values of estimators, and thereby confidence intervals, but this is infeasible computationally with massive data. Subsampling the data yields fluctuations on the wrong scale, which have to be corrected to provide calibrated statistical inferences. I present a new procedure, the “bag of little bootstraps,” which circumvents this problem, inheriting the favorable theoretical properties of the bootstrap but also having a much more favorable computational profile.

The problem of matrix completion has been the focus of much recent work, both theoretical and practical. To take advantage of distributed computing architectures in this setting, it is natural to consider divideandconquer algorithms for matrix completion. I show that these work well in practice, but also note that new theoretical problems arise when attempting to characterize the statistical performance of these algorithms. Here the theoretical support is provided by concentration theorems for random matrices, and I present a new approach to matrix concentration based on Stein’s method.

Bayesian nonparametrics involves replacing the “prior distributions” of classical Bayesian analysis with “prior stochastic processes.” Of particular value are the class of “combinatorial stochastic processes,” which make it possible to express uncertainty (and perform inference) over combinatorial objects that are familiar as data structures in computer science.”
References are available on Michael’s homepage.