Alexandre d'Aspremont - Talks

Recent Talks

  • Regularized Nonlinear Acceleration

    • Alan Turing Institute, May 2017. (slides in pdf and video)

    • BIRS workshop, Oaxaca, October 2016.

  • Optimal Affine Invariant Smooth Minimization Algorithms

    • Institut des hautes études scientifiques, June 2016. (slides in pdf)

    • Nexus of Information and Computation Theories, Institut Henri Poincaré, March 2016.

    • Workshop on Algorithms and Dynamics for Games and Optimization, Santiago Chile, January 2016.

  • Spectral Ranking using Seriation.

    • Séminaire de mathématiques appliquées, collège de France, June 2015.

    • STATLEARN, Grenoble, April 2015.

    • Fields Institute workshop, February 2015.

    • Semidefinite Optimization, Approximation and Applications, Simons Institute, Berkeley, Sept. 2014. (slides in pdf)

  • Convex Relaxations for Permutation Problems.

    • Oxford robotics seminar, March 2014 (slides in pdf)

    • Department of Mathematical Engineering seminar, UCL, Louvain-la-Neuve, February 2014.

    • Colloque CNRS MASTODONS, January 2014.

    • Lunteren Conference on the Mathematics of Operations Research, January 2014.

    • Succinct Data Representations and Applications, Simons Institute, Berkeley, Sept. 2013. (slides in pdf)

  • An Optimal Affine Invariant Smooth Minimization Algorithm.

    • Lunteren Conference on the Mathematics of Operations Research, January 2014.

    • International Workshop on Statistical Learning, Moscow, June 2013. (slides in pdf)

  • Optimisation et apprentissage.

    • Colloquium Jacques Morgenstern, INRIA Sophia-Antipolis, Avril 2014 (slides in pdf)

    • Collège de France, November 2012. (slides in pdf, video as a mp4 stream or as a mp4 download)

  • Phase Recovery, MaxCut and Complex Semidefinite Programming.

    • SLAC Photon Science Seminar, Stanford, March 2014 (slides in pdf)

    • GdR ISIS, Telecom, Paris, May 2013. (slides in pdf)

    • Conférence PGMO, Ecole Polytechnique & ENSTA, September 2012.

  • Approximation Bounds for Sparse Principal Component Analysis.

    • Workshop on Big data: theoretical and practical challenges, IHP, Paris, May 2013.

    • Oberwolfach, February 2013. (slides in pdf)

    • International Symposium on Mathematical Programming (ISMP), Berlin, August 2012.

    • Séminaire du Centre de Mathématiques Appliquées, École Polytechnique, June 2012. (slides in pdf)

  • Tutorial: Algorithms for Large-Scale Semidefinite Programming.

    • HPOPT, Delft, June 2012. (slides in pdf)

  • A Stochastic Smoothing Algorithm for Semidefinite Programming.

    • Workshop on Large Scale Optimization: State of the Art and Future Challenges, Edinburgh, May 2012.

    • Journée OPTIMEO, Ecole Polytechnique, March 2012.

    • Journées MODE, Dijon, March 2012. (slides in pdf)

    • CORE seminar, U.C. Louvain, March 2012.

    • Francqui chair workshop, U. Liège, February 2012.

  • Exploring Patterns of Dependence in Financial Data.

    • Séminaire Mathématiques de la Décision, Toulouse School of Economics, November 2011. (slides in pdf)

    • Séminaire du Laboratoire de Probabilités et Modèles Aléatoires, Université de Paris VI, October 2011.

    • Séminaire du Centre de Mathématiques Appliquées, École Polytechnique, October 2011.

  • Tutorial: SDP, GFA, ETC.

    • SMILE seminar, Paris, January 2012. (slides part I, part II)

    • IMA Workshop on High Dimensional Phenomena, September 2011.

  • Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics.

    • SIAM Optimization Conference, Darmstadt, May 2011.

    • IPAM workshop on Numerical Methods for Continuous Optimization, October 2010 (slides in pdf).

    • The Learning Workshop, Snowbird, April 2010.

  • Subsampling, Spectral Methods and Semidefinite Programming.

    • MMDS 2010, Stanford, June 2010 (slides in pdf).

    • MIT Operations Research seminar, February 2010 (slides in pdf).

    • CAOA, Les Houches, January 2010.

    • ORIE colloquium, Cornell University, October 2009.

  • Tractable performance bounds for compressed sensing.

    • Neyman Seminar, U.C. Berkeley, November 2009 (slides in pdf).

    • Courant Institute, New York, November 2009.

    • ISMP, Chicago, August 2009.

  • Tractable Upper Bounds on the Restricted Isometry Constant.

    • INFORMS annual meeting, Washington D.C., Oct. 2008.

    • SIAM annual meeting, San Diego, July 2008 (slides in pdf).

    • Foundations of Computational Mathematics, Hong Kong, June 2008.

  • A Direct Formulation for Sparse PCA Using Semidefinite Programming

    • SIAM Optimization conference, Boston, May 2008 (slides in pdf, DSPCA source code).

    • CORE seminar, U.C.L., Louvain-la-Neuve, Dec. 2004.

    • NIPS 2004, Vancouver, Dec. 2004 (slides in pdf.

    • INFORMS annual meeting, Denver, Oct. 2004 (slides in pdf).

  • Subsampling Algorithms for Semidefinite Programming.

    • INFORMS annual meeting, Washington D.C., Oct. 2008.

    • SIAM Optimization conference, Boston, May 2008 (slides in pdf).

  • Identifying Small Mean Reverting Portfolios.

    • INFORMS annual meeting, Seattle, November 2007 (slides in pdf).

    • Third Cambridge-Princeton conference, Princeton, September 2007.

  • Full Regularization Path for Sparse Principal Component Analysis.

    • INFORMS annual meeting, Seattle, November 2007.

    • MPS International Conference on Continuous Optimization, Hamilton, August 2007 (slides in pdf).

    • International Congress on Industrial and Applied Mathematics, Zurich, July 2007.

    • International Conference on Machine Learning, Corvallis, June 2007.

  • Semidefinite Optimization with Applications in Sparse Multivariate Statistics.

    • BIRS Workshop on Mathematical Programming in Data Mining and Machine Learning, Banff, January 2007 (slides in pdf).

  • Sparse Covariance Selection via Robust Maximum Likelihood Estimation.

    • INFORMS annual meeting, Washington D.C., Oct. 2008.

    • SIAM annual meeting, Boston, July 2006 (slides in pdf).

    • Workshop on Machine Learning and Optimization, Institute for Statistical Mathematics, Tokyo, August 2006.

    • International Conference on Machine Learning, Pittsburgh, June 2006.

    • Workshop on Large-Scale Robust Optimization, Sandia Labs, Santa Fe, September 2005 (slides in pdf)

Older Talks

  • Smooth Optimization for Sparse Semidefinite Programs.

    • BIRS Workshop on Optimization and Engineering Applications, Banff, November 2006.

    • SIAM annual meeting, Boston, July 2006 (slides in pdf).

  • Reallocation Time and Resources Occupancy Rate in ATFM.

    • IEEE RIVF conference, Ho Chi Minh City, February 2006.

  • A Direct test for the Positivity of Arrow-Debreu Prices.

    • 4th World Congress of the Bachelier Finance Society, Tokyo, August 2006.

    • INFORMS annual meeting, San Francisco, November 2005 (slides in pdf).

    • Third Oxford-Princeton Conference on Financial Mathematics, November 2005 (slides in pdf).

    • ORFE Stochastic Analysis Seminar, Princeton University, September 2005 (slides in pdf).

    • INFORMS Applied Probability Conference, Ottawa, July 2005 (slides in pdf).

  • Sparse PCA with Applications in Finance

    • INFORMS annual meeting, San Francisco, November 2005 (slides in pdf).

    • SIAM annual meeting, New Orleans, July 2005 (slides in pdf).

    • Mathematical Finance Symposium, Purdue University, April 2005 (slides in pdf).

  • Maximum Margin Matrix Factorization using Smooth Semidefinite Optimization.

    • INFORMS annual meeting, San Francisco, November 2005 (slides in pdf).

  • Pricing Basket Options with an Eye on Swaptions

    • ORFE Stochastic Analysis Seminar, Sep. 2004 (slides in pdf).

  • A Moment Approach to the Static Arbitrage Problem on Baskets.

    • IMA Workshop on Risk Management and Model Specifications Issues in Finance, University of Minnesota, April 2004. (slides in pdf).

  • Libor Market Model Calibration and Risk-Management.

    • Petit déjeuner de la finance, Paris, Jan. 2004. (slides in pdf).

  • Static Arbitrage Bounds on Basket Option Prices.

    • INFORMS 2003, Atlanta, October 2003. (slides in pdf).

  • Symmetric Cone Programming with Applications to Finance.

    • Mathematical Finance satellite, A.M.A.M., Nice, February 2003. (slides in pdf).

  • Risk Management Methods for the Market Model of Interest Rates Using Semidefinite Programming.

    • Summer School on Modern Convex Optimization, CORE, U.C.L., Louvain, August 2002. (slides in pdf).

  • Risk Management Methods for the Libor Market Model Using Semidefinite Programming.

    • A.F.F.I. conference, Strasbourg, June 2002. (slides in pdf).

  • Calibration of BGM Models by Semidefinite Programming.

    • Journée sur la calibration, Frontières en Finance, Paris May 2002. (slides in pdf).

  • Calibration et gestion des risques dans les modèles de taux par la programmation semidéfinie.

    • Groupe de travail du GdR F.I.Q.A.M., École Polytechnique, Février 2002. (slides in pdf).