Sparsity, Feature Selection and the Shapley Folkman Theorem
ORIE Colloquium, Cornell University, April 2021 video.
One World Optimization Seminar, June 2020 video.
Restarting Frank Wolfe
ICCOPT 2019, Berlin, August 2019 (slides in pdf).
Sharpness, Restart and Compressed Sensing Performance
SAMPTA 2019, Bordeaux, July 2019.
ISMP 2018, Bordeaux, July 2018.
Isaac Newton Institute, Cambridge, January 2018. (slides in pdf and video)
An approximate Shapley-Folkman Theorem
Isaac Newton Institute, Cambridge, June 2018. (slides in pdf)
Sharpness, Restart & Acceleration
Foundations of Computational Mathematics (FOCM), Barcelona, July 2017. (slides in pdf)
Regularized Nonlinear Acceleration
US and Mexico Workshop on Optimization and its Applications, Jan 2018.
Simons Institute, November 2017. (slides in pdf)
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.
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.
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.
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)
Smooth Optimization for Sparse Semidefinite Programs.
BIRS Workshop on Optimization and Engineering Applications, Banff, November 2006.
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
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.
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).