On the Computational and Statistical Interface and "Big Data"
Michael I. Jordan, University of California, Berkeley
Wednesday, October 16th, 4:30pm
Friend Center, 006

The rapid growth in the size and scope of datasets in science and technology has created a need for novel foundational perspectives on data analysis that blend the statistical and computational sciences. That classical perspectives from these fields are not adequate to address emerging problems in "Big Data" is apparent from their sharply divergent nature at an elementary level---in computer science, the growth of the number of data points is a source of "complexity" that must be tamed via algorithms or hardware, whereas in statistics, the growth of the number of data points is a source of "simplicity" in that inferences are generally stronger and asymptotic results can be invoked. Indeed, if data are a data analyst's principal resource, why should more data be burdensome in some sense? Shouldn't it be possible to exploit the increasing inferential strength of data at scale to keep computational complexity at bay? I present three research vignettes that pursue this theme, the first involving the deployment of resampling methods such as the bootstrap on parallel and distributed computing platforms, the second involving large-scale matrix completion, and the third introducing a methodology of "algorithmic weakening," whereby hierarchies of convex relaxations are used to control statistical risk as data accrue.

Joint work with Venkat Chandrasekaran, Ariel Kleiner, Lester Mackey, Purna Sarkar, and Ameet Talwalkar.

Michael I. Jordan is the Pehong Chen Distinguished Professor in the Department of Electrical Engineering and Computer Science and the Department of Statistics at the University of California, Berkeley. His research interests bridge the computational, statistical, cognitive and biological sciences, and have focused in recent years on Bayesian nonparametric analysis, probabilistic graphical models, spectral methods, kernel machines and applications to problems in statistical genetics, signal processing, natural language processing and distributed computing systems. Prof. Jordan is a member of the National Academy of Sciences, a member of the National Academy of Engineering and a member of the American Academy of Arts and Sciences. He is a Fellow of the American Association for the Advancement of Science. He has been named a Neyman Lecturer and a Medallion Lecturer by the Institute of Mathematical Statistics, and has received the ACM/AAAI Allen Newell Award. He is a Fellow of the AAAI, ACM, ASA, CSS, IMS, IEEE and SIAM.