MINDS Symposium on the Foundations of Data Science

/ May 12, 2020/

February 20, 2020 @ 12:00 pm – 1:00 pm
Hodson Hall 310

Jingbo Liu

Title: Continuous limits in large systems and statistical inference

Abstract: Many problems from probability and statistical inference concern random objects consisting of a large number of interacting variables. Often, useful insights into the structure of such large systems can be gained, through an understanding of a certain continuous, low-dimensional object in the limit. I would like to discuss two pieces of my recent work with this flavor.

1.Statistically optimal knockoff filter for feature selection under correlated designs. We propose a framework for evaluating/comparing the various “knockoff mechanisms’’ in a false discovery rate (FDR) control algorithm by Barber and Candes (2015). We show that under suitable assumptions, the knockoff method is consistent if and only if the empirical distribution of the diagonals of the extended precision matrix converges weakly to zero. The key idea is to leverage and extend the Gaussian limit postulate for the LASSO estimator as suggested by the replica analysis. For walk-summable graphical models (including tree models), we also propose a new knockoff mechanism, which is easy to compute yet statistically competitive. (arXiv:1910.12428v1)

2. Inference on trees with bounded memory. Evans, Kenyon, Peres, and Schulman (2000) and Mossel (2004) conjectured that the Kesten-Stigum (KS) threshold no longer holds when the message passing algorithm has a memory constraint. We prove this conjecture and show that the memory required is logarithmic in the gap to the KS threshold. The key idea of the proof is to show that in any near-optimal recursive reconstruction algorithm, the distribution of the posterior expectation must be close to Gaussian in the Wasserstein-2 distance in the limit. (arXiv:1905.10031v1)

Bio: Jingbo Liu is a Norbert Wiener postdoc at the MIT Institute for Data, Systems, and Society (IDSS). He obtained PhD from Princeton University, and BE from Tsinghua University, both in electrical engineering. As a postdoc at MIT, he worked on several topics in statistical inference, including: fundamental limits and algorithms for data with structures (graphical models); inference under system (memory, communication complexity) constraints; methods of false discovery rate control for feature selection. During PhD at Princeton University, he worked on various topics related to information theory, including security, multiuser, interactive, and non-asymptotic information theory, and presented semi-plenary and TPC choice talks at ISIT. His thesis proposed novel approaches to information-theoretic converses using methods from high dimensional probability and functional analysis, which was awarded the Thomas M. Cover Dissertation Award of the IEEE Information Theory Society. His undergraduate thesis on the robustness of nonconvex optimization won the best undergraduate thesis award of Tsinghua University.

Share this Post