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Wednesday, May 25, 2022
1:00 PM - 2:00 PM
CNLS conference room (03-1690-102)

Seminar

Integrating Observation Errors in Optimal Recovery

Simon Foucart
Dept. of Mathematics, Texas A&M University

For a function observed through point evaluations, is there an optimal way to recover it or merely to estimate a dependent quantity? I will give an affirmative answer to this data-focused question, especially under the assumption that the function belongs to a model set defined by approximation capabilities. In fact, I will uncover computationally implementable linear recovery maps that are optimal in the worst-case setting. I will present some recent and ongoing works extending the theory in several directions, with particular emphasis put on observations that are inexact---adversarially or randomly.

Host: Nick Hengartner