### March 29, 2017

Robert
Gower's paper Randomized
Iterative Methods for Linear Systems (SIAM Journal on Matrix Analysis
and Applications 36(4):1660-1690, 2015), written in collaboration
with me, was shortlisted for the 18th
Leslie Fox Prize in Numerical Analysis.

This paper has been the 2nd most downloaded SIMAX paper since (at least) August 2016. The first most downloaded paper was published in year 2000.

The Leslie Fox Prize for Numerical Analysis of the Institute of Mathematics and its Applications (IMA) is a biennial prize established in 1985 by the IMA in honour of mathematician Leslie Fox (1918-1992). The prize honours "young numerical analysts worldwide" (any person who is less than 31 years old), and applicants submit papers for review. A committee reviews the papers, invites shortlisted candidates to give lectures at the Leslie Fox Prize meeting, and then awards First Prize and Second Prizes based on "mathematical and algorithmic brilliance in tandem with presentational skills".

This paper has been the 2nd most downloaded SIMAX paper since (at least) August 2016. The first most downloaded paper was published in year 2000.

The Leslie Fox Prize for Numerical Analysis of the Institute of Mathematics and its Applications (IMA) is a biennial prize established in 1985 by the IMA in honour of mathematician Leslie Fox (1918-1992). The prize honours "young numerical analysts worldwide" (any person who is less than 31 years old), and applicants submit papers for review. A committee reviews the papers, invites shortlisted candidates to give lectures at the Leslie Fox Prize meeting, and then awards First Prize and Second Prizes based on "mathematical and algorithmic brilliance in tandem with presentational skills".

### March 17, 2017

### March 14, 2017

Filip Hanzely
is giving a talk in our big data
optimization seminar today. He will speak on "Finding Approximate Local
Minima for Nonconvex Optimization in Linear Time".

### March 13, 2017

I will be giving a tutorial on randomized
optimization methods at the Data Science Summer
School, held at CMAP, École Polytechnique, during August 28 -
September 1, 2017.

Full list of tutorials:

- Yoshua Bengio (Montreal): Deep Learning

- Pradeep Ravikumar (Carnegie Mellon): Graphical Models

- Peter Richtarik (Edinburgh & KAUST): Randomized Optimization Methods

- Csaba Szepesvari (Alberta): Bandits

Plenary speakers:

- Cedric Archambeau (Amazon)

- Olivier Bousquet (Google)

- Damien Ernst (Liege)

- Laura Grigori (INRIA)

- Sean Meyn (Florida)

- Sebastian Nowozin (Microsoft Research)

- Stuart Russell (Berkeley)

The full program can be found here.

Full list of tutorials:

- Yoshua Bengio (Montreal): Deep Learning

- Pradeep Ravikumar (Carnegie Mellon): Graphical Models

- Peter Richtarik (Edinburgh & KAUST): Randomized Optimization Methods

- Csaba Szepesvari (Alberta): Bandits

Plenary speakers:

- Cedric Archambeau (Amazon)

- Olivier Bousquet (Google)

- Damien Ernst (Liege)

- Laura Grigori (INRIA)

- Sean Meyn (Florida)

- Sebastian Nowozin (Microsoft Research)

- Stuart Russell (Berkeley)

The full program can be found here.

### March 7, 2017

Marcelo
Pereyra is giving a talk in our big data
optimization seminar today.
He is talking about his recent paper "Efficient Bayesian computation by
proximal Markov chain Monte Carlo: when Langevin meets Moreau".

### February 28, 2017

### February 26, 2017

I am on a leave from Edinburgh as of today. I have
taken up an Associate Professor position at King Abdullah University of Science
and Technology (KAUST). I am affiliated with the Computer Science (CS)
and Applied
Mathematics & Computational Science (AMCS) programs. I am also
affiliated with the Extreme
Computing Research Center (ECRC) and the Visual Computing
Center (VCC). I have several positions open, contact me if
interested!

PS: I am pleasantly surprised to see that the weather at KAUST is great at this time of the year!

PS: I am pleasantly surprised to see that the weather at KAUST is great at this time of the year!

### February 21, 2017

### February 14, 2017

### February 7, 2017

László Végh
is visiting me for a couple days. He is also giving a talk in our big data
optimization seminar tomorrow.

### January 29, 2017

Between January 29 and February 3, I am in Villars-sur-Ollon,
Switzerland, attending the
BASP Frontiers 2017 workshop.

### January 25, 2017

Due to certain administrative reasons, interviews for the 2 postdoc
posts I have open will happen a bit later than anticipated. Originally
I expected the interviews to happen this week - there will be some
delay with this.

### January 23, 2017

### January 19, 2017

I am in London today and tomorrow. Today I am
discussing research with people at the Alan Turing Institute (we managed
to start a new project today and prove a lemma to kick it off), and
tomorrow I am giving a seminar talk in the Department of Computing at
Imperial College.

### January 16, 2017

As of this week, I am teaching an intensive course (6
hours per week) entitled "Modern Optimization Methods for Big Data
Problems". This is a rigorous course covering some of the fundamentals
of randomized algorithms for optimization problems described by very
large quantities of data. It is open to anyone interested (the current
composition of the class includes PhD students, Master's students, a
few undergraduate students and even some faculty).

### January 10, 2017

We have several Lectureships (i.e., positions
equivalent to Assistant Professorships in the US) open in the School of
Mathematics:

Lectureship in Industrial Mathematics, application deadline: February 1, 2017 (5pm UK time)

Two Lectureships in Statistics and Data Science, application deadline: February 7, 2017 (5pm UK time)

Lectureship in Industrial Mathematics, application deadline: February 1, 2017 (5pm UK time)

Two Lectureships in Statistics and Data Science, application deadline: February 7, 2017 (5pm UK time)

### January 7, 2017

I am in Slovakia at the moment, and it's been crazy
cold the last few days. Today we have -15 degrees Celsius, but it feels
like -25. This is when your eyebrows freeze. Anyway, I am returning
back to Edinburgh tomorrow.

*Some news:*Dominik Csiba is now based in Slovakia. He will be finishing off his PhD from there; and is expected to submit his thesis in the Summer of 2017. He will be picking up some optimization/machine learning related activities in Slovakia - do talk to him if you get a chance! For instance, on February 15, Dominik will give a talk at a Slovak Machine Learning Meetup (MLMU). Further, Dominik is a mentor in a Data Science BaseCamp. Here is a blurb from their website: "BaseCamp is an immersive full-time 8-week program for prospective data scientists. During 8 weeks you will deepen your theoretical knowledge, enhance your practical skills and become a qualified data scientist ready for your exciting data science career."Read Old News (2016 and earlier)