Approximation of high-dimensional probability distributions

Ivan Oseledets (SKOLTECH Moscow)

Apr 04. 2022, 11:10 — 12:00

High-dimensional probability distributions play important role in many applications: they encode connections between different variables, and learning such distributions allows to solve different tasks. There are many methods to do so, and in this talk I will overview some of our recent algorithmic and theoretical results:

1. Tensor-train density estimation from sample (Novikov, Panov, Oseledets, UAI 2021): we show, how we can reliably estimate the tensor-train model from the samples and how it can be used.

2. Functional space analysis of local GAN training (Khrulkov, Babenko, Oseledets, ICML 2021): we show, how the convergence of the GAN (generative adversarial network) training method can be analyzed through the Poincare constant.

 

 

Further Information
Venue:
ESI Boltzmann Lecture Hall
Recordings:
Recording
Associated Event:
Adaptivity, High Dimensionality and Randomness (Workshop)
Organizer(s):
Carsten Carstensen (HU Berlin)
Albert Cohen (Sorbonne U, Paris)
Michael Feischl (TU Vienna)
Christoph Schwab (ETH Z├╝rich)