**Sent September 9:**

**Sent August 26:**

**Sent August 13:**

**Sent August 5:**

**Sent July 28:**

**Sent July 14:**

**Sent July 3:**

**Sent June 16:**

**Sent June 9:**

Odalric will lead the discussion on the paper –

“Follow the Leader If You Can, Hedge If You Must”

http://arxiv.org/pdf/1301.0534v2.pdf, by Steven de Rooij, Tim van Erven, Peter D. Grünwald, Wouter M. Koolen.

This paper considers the online learning setting and tries to find a way to optimally

tune the Hedge algorithm so as to get an (really) adaptive algorithm.

Some motivation why this setting is useful, can be found in http://hal.archives-ouvertes.fr/docs/00/71/51/77/PDF/Devaine-Goude-Stoltz-Gaillard.pdf).

**Sent April 29:**

This week we’ll be reading the paper “Sparse inverse covariance estimation with the graphical lasso” by Friedman et al. (http://www-stat.stanford.edu/~tibs/ftp/graph.pdf). The paper discusses the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. The connection to graphs- conditional independence may be deduced when there is a zero in the inverse covariance matrix; for a reminder on the subject see the attached tutorial.