USC Probability and Statistics Seminar Courses

Geometric Constructions for Sparse Integer Signal Recovery

Explore geometric constructions for sparse integer signal recovery, focusing on matrix design for robust vector reconstruction in compressed sensing applications.

• YouTube
• 47 minutes
• On-Demand
• Free Video

Private Stochastic Optimization with Large Worst-Case Lipschitz Parameter

Explore differentially private stochastic optimization techniques for loss functions with large worst-case Lipschitz parameters, addressing outliers and heavy-tailed data for improved excess risk bounds.

• YouTube
• 58 minutes
• On-Demand
• Free Video

Online k-means Clustering on Arbitrary Data Streams - Lecture

Explore online k-means clustering for arbitrary data streams, focusing on a novel algorithm with polynomial space and time complexity and provable guarantees without input assumptions.

• YouTube
• 37 minutes
• On-Demand
• Free Video

Spectral Stability Under Real Random Absolutely Continuous Perturbations

Explore spectral stability in random matrix perturbations, focusing on eigenvector condition numbers and minimum eigenvalue gaps. Gain insights into numerical linear algebra algorithms.

• YouTube
• 47 minutes
• On-Demand
• Free Video

Clustering a Mixture of Gaussians with Unknown Covariance - Lecture

Explore clustering with Gaussian mixtures, focusing on maximum likelihood estimation, Max-Cut solutions, and efficient algorithms. Investigate statistical-computational gaps and challenges in high-dimensional settings.

• YouTube
• 46 minutes
• On-Demand
• Free Video

Generalized Kyle-Back Insider Trading Model with Dynamic Information

Explore a generalized Kyle-Back insider trading model with dynamic information, focusing on Markovization, stochastic boundary value problems, and forward-backward SDEs.

• YouTube
• 42 minutes
• On-Demand
• Free Video

Probabilistic Parking Functions - Exploring Randomness in Combinatorics

Explore probabilistic parking functions, their properties, and connections to combinatorics. Examine statistical transitions and discuss future research directions.

• YouTube
• 48 minutes
• On-Demand
• Free Video

Delocalization of Planar Integer-Valued Height Functions and O(2)-Invariant Spin Models

Explore delocalization of planar integer-valued height functions and its relation to O(2)-invariant spin models, offering insights into the Berezinksii-Kosterlitz-Thouless phase transition.

• YouTube
• 57 minutes
• On-Demand
• Free Video

Two Types of Integrability in Liouville Quantum Gravity - Lecture

Explore integrability in Liouville quantum gravity, examining conformal field theory and random planar maps, and learn how cutting and gluing techniques yield exact results.

• YouTube
• 47 minutes
• On-Demand
• Free Video

Lozenge Tilings via the Dynamic Loop Equation

Explore discrete Markov chains with particle interactions, focusing on lozenge tilings and their asymptotic behavior using holomorphic observables.

• YouTube
• 37 minutes
• On-Demand
• Free Video

Set Valued Hamilton-Jacobi-Bellman Equations - Applications and Theory

Explore set valued PDEs and their applications in stochastic optimization, risk measures, and game theory. Learn about dynamic programming principles and set valued HJB equations.

• YouTube
• 54 minutes
• On-Demand
• Free Video

Set-Valued Martingales and Backward Stochastic Differential Equations - Lecture

Explore set-valued backward stochastic differential equations and martingale representation, connecting dynamic risk measures to advanced probability theory concepts.

• YouTube
• 1 hour 3 minutes
• On-Demand
• Free Video

A Statistical Journey through Trustworthy AI

Explore statistical perspectives on privacy, robustness, and fairness in AI, focusing on machine un-learning, adversarial robustness, and fair Bayes-optimal classifiers.

• YouTube
• 46 minutes
• On-Demand
• Free Video

Adaptive Robustness and Sub-Gaussian Deviations in Sparse Linear Regression - Probability and Statistics Seminar

Explore robust estimation in sparse linear models with corrupted observations and heavy-tailed noise. Learn adaptive procedures for optimal signal estimation and sub-Gaussian deviations.

• YouTube
• 49 minutes
• On-Demand
• Free Video

Anticoncentration in Ramsey Graphs and Proof of the Erdös-McKay Conjecture - Lecture

Explore Ramsey graphs and the proof of the Erdös-McKay Conjecture, focusing on edge-statistics and anticoncentration in these unique graph structures.

• YouTube
• 56 minutes
• On-Demand
• Free Video