Efficient and Near-Optimal Online Portfolio Selection
04/2023: Georgia Tech, School of ISyE
03/2023: Toulouse School of Economics
02/2023: Georgia Tech, School of Mathematics
01/2023: Optimization and Statistical Learning (OSL 2023), Les Houches
10/2022: Georgia Tech, Stochastics Seminar
04/2022: University of Southern California, Mathematical Finance Colloquium
[slides]
[video]
Nonconvex-Nonconcave Min-Max Optimization with a Small Maximization Domain
05/2023: SIAM Conference on Optimization (OP23), Seattle
03/2022: INFORMS Optimization Society Conference (IOS 2022), Greenville
11/2021: University of Washington, IFDS seminar
10/2021: Johns Hopkins University, AMS seminar
[slides]
[video]
Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties
12/2022: Meeting in Mathematical Statistics (MMS 2022), Luminy
02/2022: Cambridge University, Statistical Seminar
12/2021: Southern California Probability Symposium (SCPS 2021), Los Angeles
06/2021: Higher School of Economics, Moscow
03/2021: Universitat Pompeu Fabra, Barcelona
02/2021: University of Southern California, Los Angeles
02/2021: EPFL, Lausanne
01/2021: Weierstrass Institute, Berlin
[slides]
[video]
An Overview of Minimax Optimization
09/2022: Georgia Tech, ISyE 8813: First-Order Methods in Optimization for Machine Learning (invited lecture)
[slides]
Recent Advances in Nonconvex-[Non]Сoncave Min-Max Optimization
02/2022: Johns Hopkins University, AMS seminar
[slides]
On Fast Rates in Empirical Risk Minimization Beyond Least-Squares
05/2021: Ecole Polytechnique, Paris
09/2019: University of Southern California, Los Angeles
[slides]
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions
04/2021: Ecole Polytechnique, Paris
06/2019: COLT 2019, Phoenix
[slides]
[video]
On Algorithmic Efficiency and Statistical Optimality in Empirical Risk Minimization
04/2019: Toyota Technological Institute, Chicago
[slides]
Finite-Sample Analysis of M-Estimators Using Self-Concordance
09/2018: CWI-INRIA Workshop, Paris
[slides]
Efficient First-order Algorithms for Adaptive Signal Denoising
07/2018: ICML 2018, Stockholm
[slides]
[video]
Adaptive Signal Recovery by Convex Optimization
04/2018: CWI, Amsterdam
02/2018: SIERRA seminar, Inria Paris
[slides]
Adaptive Signal Denoising by Convex Optimization
11/2017: University of Grenoble Alpes
[slides]
Structure-Blind Signal Recovery
07/2017: Axel Munk’s group seminar, Uni Göttingen
05/2017: Cédric Févotte’s group seminar, IRIT Toulouse
05/2017: Mengdi Wang’s group seminar, Princeton
02/2017: Sham Kakade’s group seminar, UW Seattle
12/2016: NIPS 2016, Barcelona
[slides]
[poster]
Adaptive Recovery of Signals by Convex Optimization
08/2015: COLT 2015, Paris (spotlight)
11/2016: PGMO Days 2016, Paris
04/2015: StatLearn 2015, Grenoble
[slides]
[poster]
Concentration Inequality for the Exponential Weighting Method (in Russian)
11/2013: 56th Annual MIPT Conference, Moscow
[slides]