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SuSTaIn Events Stochastic approximation workshop Participants Location Programme Participation Accommodation Conference dinner Directions


Stochastic approximation: methodology, theory and applications in statistics


Mon 13 Sept
8.30-9.30 Registration... ...and coffee
9.30-10.30 Boris Polyak Uniform sampling by random walks in convex sets
10.30-11.00 Coffee
11.00-11.30 Csaba Szepesvári New algorithms for off-policy reinforcement learning and beyond
11.30-12.00 Nando de Freitas Stochastic approximation in machine learning
12.00-12.30 Teo Sharia Stochastic approximation techniques in statistical parameter estimation
12.30-1.30 Lunch
1.30-2.30 Jayanta Ghosh Stochastic Approximation as Non[parametric Empirical Bayes and Approximate Nonparametric Bayes for Estimating Mixing Distributions
2.30-3.00 Hai-Tao Fang Stochastic Approximation for Analyzing Systems with Noises
3.00-3.30 Coffee
3.30-4.00 Christoforos Anagnostopoulos Temporally adaptive online EM via self-tuning learning rates
4.00-5.00 Eric Moulines Stability-type arguments for convergence of stochastic approximation : a survey
5.30-7 Wine receptionGoldney Orangery
Tue 14 Sept
9.30-10.30 Michel Benaďm Stochastic Approximation, Differential Inclusions, Games
10.30-11.00 Coffee
11.00-11.30 Gersende Fort Stochastic approximation for adaptive Markov Chain Monte Carlo algorithm
11.30-12.00 Harriet Bass Two-Timescale Singularly Perturbed Algorithms with Markovian Noise
12.00-12.30 Eunji Lim Stochastic Approximation over Multidimensional Discrete Sets with Applications to Inventory Systems and Admission Control of Queueing Networks
12.30-1.30 Lunch
1.30-2.30 Gilles Pagčs Can we trust a bandit to execute an order (on the Stock Exchange) ?
2.30-3.00 Matti Vihola Stability and convergence of stochastic approximation with expanding projections
3.00-3.30 Coffee
3.30-4.00 Gregory Roth Stochastic approximations of set-valued dynamical systems: Convergence with positive probability to an attractor
4.00-5.00 Han-Fu Chen Stochastic Approximation for System Identification
7.00-10.00 Workshop dinner Bordeaux Quay
Wed 15 Sept
9.30-10.30 George Yin Stochastic Approximation Involving a Switching Process
10.30-11.00 Coffee
11.00-11.30 Henrik Renlund Nonconvergence to unstable boundary points
11.30-12.30 David Hutchison Stopping stochastic approximation
12.30-1.30 Lunch
1.30-2.30 Georg Pflug Estimation of derivatives with applications in estimating the "Greeks".
2.30-3.00 Coffee
3.00-3.30 Sameer Kamal On stability and sample complexity of stochastic approximation iterates
3.30-4.30 Pierre Tarres Dynamics of vertex-reinforced random walks