[Theory] NOW: [TTIC Talks] 3/28 Research at TTIC: Liren Shan, TTIC

[Brandie Jones via Theory]

*When:         *March 28th *at 12:30pm CT  *


*Where:*        Talk will be given *live, in-person* at

                       TTIC, 6045 S. Kenwood Avenue

                        5th Floor, Room 530


*Virtually:*    via Panopto (Livestream
<https://uchicago.hosted.panopto.com/Panopto/Pages/Viewer.aspx?id=d08ad5ff-bd94-4101-a640-b1a901057b29>
)



*Who:*            Liren Shan, TTIC



*Title*:            Computing Small Volume Confidence Set for Arbitrary
Distribution


*Abstract:*   We study the problem of learning a high-density region of an
arbitrary distribution. Given a target coverage level, and sample access to
an arbitrary distribution D, we want to output a confidence set S such that
S achieves the desired coverage and the volume of S is as small as possible.

We show that this problem is statistically intractable in the most general
setting. Then, we restrict our attention to competing with sets from a set
family C with bounded VC dimension and provide approximation algorithms to
compute a small volume set with desired coverage. Finally, we demonstrate
the application of our results to conformal prediction.


***********************************************************************************************

*Masks are optional in all common areas. **Full visitor guidance is
available at ttic.edu/visitors <http://ttic.edu/visitors>.*

***********************************************************************************************

*Research at TTIC Seminar Series*



TTIC is hosting a weekly seminar series presenting the research currently
underway at the Institute. Every week a different TTIC faculty member will
present their research.  The lectures are intended for students seeking
research topics and advisors and for the general TTIC and University of
Chicago communities interested in hearing what their colleagues are up to.

--
*Brandie Jones *
*Executive **Administrative Assistant*
Toyota Technological Institute
6045 S. Kenwood Avenue
Chicago, IL  60637
www.ttic.edu
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