This week's Statistics Seminar speaker will be Philippe Rigollet from Princeton University.
Talk Title: The Statistical Price to Pay fro Computational Efficiency in Sparse PCA
In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can detect and we propose a computationally efficient method based on semidefinite programming. We also prove that the statistical performance of this test cannot be strictly improved by any computationally efficient method. Our results can be viewed as complexity theoretic lower bounds conditionally on the assumptions that some instances of the planted clique problem cannot be solved in polynomial time.
Refreshments will be served after the seminar in 1181 Comstock Hall.