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Approximating high dimensional functions

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The Alan Turing Institute

Gate 8 Midland Road

London

NW1 2DB

United Kingdom

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Please note, registering for this event does not guarantee you a space at the workshop. This is an application to be considered for a space. Succesful applicants will be contacted in due course.

Many problems in science and engineering involve an underlying unknown complex process that depends on a large number of parameters. The goal in many applications is to reconstruct, or learn, the unknown process given some direct or indirect observations. Mathematically, such a problem can be reformulated as one of approximating a high dimensional function from limited information available, such as a small number of samples. In general, this problem is known to suffer from the curse of dimensionality – the number of samples required to achieve a certain accuracy in the function reconstruction typically scales exponentially with the number of parameters. Modern approaches bypass this issue by making additional structural assumptions on the function such as: low intrinsic dimensionality, partial separability, sparse representations in a basis etc. This has led to a number of results over the past decade, leading to a rich theory, for many interesting models.

The workshop will focus on the mathematical foundations of this problem, featuring talks by eminent researchers in the fields of multivariate approximation theory, high-dimensional integration, non-parametric regression and related areas.

Confirmed speakers:

Jan Vybiral (Czech Technical University, Czech Republic)

Sergey Dolgov (University of Bath, UK)

Sandra Keiper (Technische Universität Berlin, Germany)

Pierre Alquier (ENSAE, Universite Paris-Saclay, France)

Richard Samworth (University of Cambridge, UK)

Arthur Gretton / Dougal Sutherland (UCL, UK)

Albert Cohen (Université Pierre et Marie Curie, France)

Sebastian Mayer (Universität Bonn, Germany)

Sören Wolfers (KAUST, Saudi Arabia)


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The Alan Turing Institute

Gate 8 Midland Road

London

NW1 2DB

United Kingdom

View Map

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