The Statistical and Applied Mathematical Sciences Institute (SAMSI) has just run a Workshop on the Interface of Statistics and Optimization. Among the speakers were four authors of articles in The Princeton Companion to Applied Mathematics (PCAM).
In an earlier post I provided links to videos of PCAM authors giving talks related to the topics of their PCAM articles. To add to those, here are the four PCAM author talks from the SAMSI workshop.
I have also included the talk by Margaret Wright, because it provides insight into a number of important topics covered in PCAM in a very lucid way.
- John Burns, Parameter Identification for Dynamical Systems with Structured Uncertainty (author of PCAM article Optimal Sensor Location in the Control of Energy-Efficient Buildings)
- Jack Dongarra, The Road to Exascale and Legacy Software for Dense Linear Algebra (author of PCAM article High-Performance Computing)
- Yonina Eldar, Phase Retrieval and Analog to Digital Compression (author of PCAM article Compressed Sensing)
- Stephen Wright, Randomness in Coordinate Descent (author of PCAM article Continuous Optimization (Nonlinear and Linear Programming)
- Margaret Wright, Old, New, Borrowed, and Blue in the Marriage of Statistics and Optimization
Nick Higham 