Dejan Slepcev, Carnegie Mellon University

Abstract: Modern data-acquisition techniques produce a wealth of data about the world we live in. Extracting the information from the data leads to machine learning/statistics tasks such as clustering, classification, regression, dimensionality reduction, and others. Many of these tasks seek to minimize a functional, defined on the available random sample, which specifies the desired properties of the object sought.

I will present a mathematical framework suitable for studies of asymptotic properties of such, variational, problems posed on random samples and related random geometries (e.g. proximity graphs). In particular we will discuss the passage from discrete variational problems on random samples to their continuum limits. Furthermore we will discuss how tools of applies analysis help shed light on algorithms of machine learning.