STATS 608A: Optimization Methods in Statistics
Fall 2015
Related Courses at Other Institutions
Name: Ambuj Tewari
Office: 454 West Hall
Office Hours: By appointment
Email: tewaria@umich.edu
Name: Yun-Jhong Wu
Office Hours and Location: Mondays 7:30-8:30pm and Wednesdays 7:30-8:30pm in SLC (1720 Chemistry)
Email: yjwu@umich.edu
The final grade in the course will be determined by your scores in 3 homeworks and one final exam using the weights given below.
Note: Schedule is subject to change. Links below will work if you have UM credentials.
Lecture number | Day | Topics | Remarks |
1 | Oct 26 | ||
2 | Oct 28 | ||
3 | Nov 2 | ||
4 | Nov 4 | HW 1 out | |
5 | Nov 9 | ||
6 | Nov 11 | HW 1 due HW 2 out | |
7 | Nov 16 | Project proposals due | |
8 | Nov 18 | ||
9 | Nov 23 | HW 2 due | |
Nov 25, 30 | THANKSGIVING BREAK | HW 3 out, Nov 25 | |
10 | Dec 2 | HW 3 due, Dec 5 | |
11 | Dec 7 | Guest lecture: Online Convex Optimization | Guest lecturer: Sougata Chaudhuri |
12 | Dec 9 | Guest lecture: Graphical Lasso | Guest lecturer: Kam Wong |
13 | Dec 14 | ||
Dec 18 | Project Reports Due |
Team members | Topic |
Robyn Ferg and Brook Luers | Inverse covariance matrix estimation |
Jack Goetz (with Bopeng Li) | Clustering networks with node features |
Pin-Yu Chen and Chun-Chen Tu | Feature selection for program execution optimization |
Yura Kim and Wenyi Wu | Matrix decompositions using large-scale SDPs |
Christopher Lee and Nick Seewald | Selection of optimal covariate values in experimental design |
Joseph Bybee and Byoungwook Jang | Recurrent neural networks for text analysis |
Joseph Dickens and Roger Fan | Deterministic annealing EM algorithm for mixture models |
Xin Li and Ruofei “Brad” Zhao | Comparisons between traditional gradient methods and AdaGrad/AdaDelta |
Julie Ghekas and Aritra Guha | Improvement of matching in observational studies using min-cost flow |
Ziwei Cao and Timothy Lycurgus | Comparisons between online learning algorithms for regression |