Bangalore workshop [ಬೆಂಗಳೂರು ಕಾರ್ಯಾಗಾರ]

iiscFirst day at the Indo-French Centre for Applied Mathematics and the get-together (or speed-dating!) workshop. The campus of the Indian Institute of Science of Bangalore where we all stay is very pleasant with plenty of greenery in the middle of a very busy city. Plus, being at about 1000m means the temperature remains tolerable for me, to the point of letting me run in the morning.Plus, staying in a guest house in the campus also means genuine and enjoyable south Indian food.

The workshop is a mix of statisticians and of mathematicians of neurosciences, from both India and France, and we are few enough to have a lot of opportunities for discussion and potential joint projects. I gave the first talk this morning (hence a fairly short run!) on ABC model choice with random forests and, given the mixed audience, may have launched too quickly into the technicalities of the forests. Even though I think I kept the statisticians on-board for most of the talk. While the mathematical biology talks mostly went over my head (esp. when I could not resist dozing!), I enjoyed the presentation of Francis Bach of a fast stochastic gradient algorithm, where the stochastic average is only updated one term at a time, for apparently much faster convergence results. This is related with a joint work with Éric Moulines that both Éric and Francis presented in the past month. And makes me wonder at the intuition behind the major speed-up. Shrinkage to the mean maybe?

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