## Video Talks

A
Guided Walk Through the ZOO of Stochastic Gradient Descent
Methods (5 hrs)

MIPT, Moscow, Russia, 9/2019

Variance
Reduction for Gradient Compression (38 mins)

Rutgers University, 9/2019

Stochastic
Quasi-Gradient Methods: Variance Reduction via Jacobian
Sketching (33 mins)

Simons Institute, Berkeley, 9/2018

Empirical
Risk Minimization: Complexity, Duality, Sampling, Sparsity
and Big Data (85 mins)

Yandex, Russia, 12/2017

Stochastic
Primal-Dual Hybrid Gradient Algorithm with Arbitrary
Sampling (1 hr)

MIPT, Moscow, Russia, 10/2017

Introduction to Randomized Optimization 1
2
3
4
5
(5 hrs)

Ecole Polytechnique, France, 8/2017

Stochastic
Dual Ascent for Solving Linear Systems (31 mins)

The Alan Turing Institute, London, UK, 10/2016

Introduction
to Big Data Optimization (55 mins)

Portsmouth, UK, 9/2016

Accelerated,
Parallel and Proximal Coordinate Descent (90 mins)

Moscow, Russia, 2/2014

Parallel
Coordinate Descent Methods for Big Data Optimization
(55 mins)

Simons Institute, Berkeley, 10/2013

## Future Talks

Fast Optimization Algorithms in the Big Data Era, Institute of Mathematical Sciences, National University of Singapore, Singapore, August 3-7, 2020 (invited)ICML 2020, Vienna, Austria, July 13-18, 2020

Mathematics of Complex Data, KTH Royal Institute of Technology, Stockholm, Sweden, June 8-11, 2020 (invited)

SIAM Conference on Optimization, The Hong Kong Polytechnic University, Hong Kong, China, May 26-29, 2020 (organizing committee member)

Joint Mathematics Meeting, Denver, USA, January 15-18, 2020 (invited)

Research Talk at ESET, Bratislava, Slovakia, January 7, 2020 (invited)

NeurIPS 2019, Vancouver, Canada, December 9-13, 2019

Dagstuhl Seminar 19431 on Theory of Randomized Optimization Heuristics, Schloss Dagstuhl, Leibniz-Zentrum für Informatik, Germany, October 20-25, 2019 (invited)

## 2019 Talks

[164] "Distributed and Federated Learning", Huawei, Nizhny
Novgorod, October 2, 2019 (invited)

[163] School-Conference
“Approximation and Data Analysis”, Nizhny Novgorod,
Russia, September 30-October 4, 2019 (invited). I have given
three talks on the topic of stochastic gradient descent
(invited)

[162] "A Guided Walk Through the ZOO of Stochastic Gradient Descent Methods", a short course (5 hours), Moscow Institute of Physics and Technology, Dolgoprudny, Russia, September 28, 2019

[161] Workshop on Optimization, Statistics and Numerical
Methods, Moscow Institute of Physics and Technology,
Dolgoprudny, Russia, September 27, 2019 (workshop organized
around my visit to MIPT; speakers: myself, V. Spokoiny, E.
Tyrtyshnikov, A. Nazin, P. Dvurechensky, A. Tremba)

[160] 50
Years of Mathematics in Bielefeld, Bielefeld, Germany,
September 25-27, 2019 (invited)

[159] DIMACS Workshop on Randomized Numerical Linear Algebra, Statistics, and Optimization, Rutgers University, USA, September 16-18, 2019 (invited)

[158] ICCOPT 2019 (International Conference on Continuous Optimization), Berlin, Germany, August 5-8, 2019 (invited)

[157] "A Guided Walk Through the ZOO of Stochastic
Gradient Descent Methods", ICCOPT Summer School course (6
hours), ICCOPT 2019
(International Conference on Continuous Optimization),
Berlin, Germany, August 3, 2019 (invited) [SGD ZOO slides]
[SGD-SR
slides] [SEGA slides]

[156] ICIAM 2019 (International Congress on Industrial and Applied Mathematics), Valencia, Spain, July 15-19, 2019 (invited)

[155] Workshop: Approximation, Sampling, and Compression in High Dimensional Problems; Isaac Newton Institute for Mathematical Sciences Program on Approximation, Sampling and Compression in Data Science, Cambridge University, UK, June 17-21, 2019 (invited)

[154] ICML 2019, Long Beach,
California, June 9-15, 2019 (5 papers accepted by members of
my group; I am involved in 3)

[153] Workshop: Numerical Algorithms in Nonsmooth Optimization; Thematic Programme "Modern Maximal Monotone Operator Theory: From Nonsmooth Optimization to Differential Inclusions", Erwin Schrödinger International Institute for Mathematics and Physics (ESI), Vienna, Austria, February 25 - March 1, 2019 (invited)

[152] Randomized Optimization Methods, Short Doctoral Course (3 hours), Erwin Schrödinger International Institute for Mathematics and Physics (ESI), Vienna, Austria, February 21-22, 2019 (invited)

## 2018 Talks

[151] NeurIPS 2018, Montréal, Canada, December 2-8, 2018 (4 papers accepted; including one workshop paper)

[150] Statistics and Data Science Workshop, KAUST, Thuwal, KSA, November 12-15, 2018 (invited)

[149] Randomized Numerical Linear Algebra and Applications, Program: Data Science, Simons Institute, Berkeley, September 24-27, 2018 (invited)

[148] DIMACS/TRIPODS workshop: Optimization in Machine Learning, Lehigh University, Bethlehem, USA, August 13-15, 2018 (invited)

[147] XII Brazilian Workshop on Continuous Optimization, Foz do Iguaçu, Brazil, July 22-27, 2018 (plenary)

[146] ISMP 2018, Bordeaux, France, July 1-6, 2018 (stream organizer). I am co-organizing stream "4.a Learning: Machine Learning, Big Data, Cloud Computing, and Huge-Scale Optimization" with Alexandre d’Aspremont, Olivier Beaumont, and Suvrit Sra. If you want to a propose a session or a minisymposium within this stream, get in touch. [slides]

[145] ERGO seminar, School of Mathematics, The University of Edinburgh, UK, June 20, 2018

[144] ANC seminar, School of Informatics, The University of Edinburgh, UK, June 19, 2018

[143] 10th Traditional Youth School "Control, Information and Optimization", Voronovo, Moscow Region, Russia, June 10-15, 2018 (lecturer; invited by Boris Polyak). Slides from my two talks: [slides 1], [slides 2]

[142] Centre for Discrete Mathematics and its Applications (DIMAP) seminar, Warwick, UK, May 1, 2018 (invited)

[141] Mini-course "Introduction to Optimization for
Machine Learning" for selected Saudi university students who
previously participated in the Saudi
National Mathematical Olympiad or IMO, KAUST, KSA,
April 25-26, 2018

[140] CS Graduate Seminar, KAUST, KSA, March 16, 2018 (invited)

[139] AMCS/Statistics Graduate Seminar, KAUST, KSA, March 8, 2018 (invited)

[138] Statistics Research Seminar, Department of Mathematics, Physics and Informatics, Comenius University, Bratislava, Slovakia, February 26, 2018 (time: 9:50am, location: M - XII)

[137] Optimization and Big Data 2018, KAUST, Thuwal, Saudi Arabia, February 5-8, 2018 (organizer). I am co-organizing this with Marco Canini (KAUST). Past editions of the event were held in Edinburgh, Scotland: OBD 2015, OBD 2013, OBD 2012. The 2018 event is funded by KAUST Office for Sponsored Research, and co-funded by the Alan Turing Institute.

## 2017 Talks

[136] 4th Conference on Optimization Methods and Software, Havana, Cuba, December 16-20, 2017 (invited session organizer)

[135] Optimization at Work, Moscow Institute of Physics and Technology, Moscow, Russia, October 27, 2017 (plenary) [slides]

[134] Workshop
on Decentralized Machine Learning, Optimization and
Privacy, September 11-12, 2017, Lille, France
(invited) [slides]

[133] Data Science Summer School, CMAP, École Polytechnique, Paris, France, Aug 28-Sept 1, 2017 (invited minicourse on randomized optimization methods) [slides]

[132] 34th International Conference on Machine Learning, Sydney, Australia, August 6-11, 2017 (attending)

[131] Workshop on Convex Optimization and Applications, Fields Institute, Toronto, Canada, July 4-7, 2017 (invited) [slides]

[130] Research Seminar, Cardiff University, UK, June 1,
2017 (invited)

[129] Research Seminar, Plymouth University, UK, May 31,
2017 (invited)

[128] SIAM
Conference on Optimization, Vancouver, Canada, May
22-25, 2017 (invited)

[127] AMCS
Graduate Seminar, KAUST, Thuwal, Saudi Arabia, April
13, 2017 (invited)

[126] Visual Computing - Modeling and Reconstruction, KAUST Conference Center, Thuwal, Saudi Arabia, April 10-12, 2017 (invited) [slides]

[125] 2017 BASP Frontiers Workshop, Villars-sur-Ollon, Switzerland, January 29-February 2, 2017 (invited)

[124] Research Seminar, Department of Computing, Imperial College London, UK, January 20, 2017 (invited)

## 2016 Talks

[123] Yandex Seminar, Moscow, Russia, December 2, 2016 (invited)

[122] Skoltech Seminar, Moscow, Russia, December 1, 2016 (invited)

[121] Workshop on Distributed Machine Learning, Telecom ParisTech, Paris, November 25, 2016 (invited)

[120] CORMSIS
Seminar, University of Southampton, Southampton, UK,
November 17, 2016 (invited)

[119] Seminar on Combinatorics, Games and Optimisation, London School of Economics, London, UK, November 16, 2016 (invited)

[118] SIAM Warwick Student Chapter Conference (focus: machine learning and statistics), Coventry, UK, November 9, 2016 (invited)

[117] MIGSAA Faculty Talk, Int. Centre for Mathematical Sciences, Edinburgh, UK, October 14, 2016 (invited)

[116] Fellow Short Talk, Alan Turing Institute, London, UK, October 13, 2016 (invited)

[115] GAMES seminar, Edinburgh, UK, October 10, 2016 (invited)

[114] 41st Woudschoten Conference, Zeist, The Netherlands, October 5-7, 2016 (2 invited keynote lectures in the stream: "Numerical methods for big data analytics") [Lecture 1, Lecture 2]

[113] Linear Algebra and Parallel Computing at the Heart of Scientific Computing, a joint event of the Royal Society of Edinburgh and the French Embassy in London, Edinburgh, UK, September 21, 2016 (invited)

[112] Learning, Privacy and Mobile Data Workshop, Google, Seattle, September 13-14, 2016 (invited poster)[111] 5th IMA Conference on Numerical Linear Algebra and Optimization, Birmingham, September 7-9, 2016 (co-organizer of 2 minisymposia and speaker)

[110] OR58, The 58th Annual Conference of the OR Society, Portsmouth, UK, September 6-8, 2016 (closing plenary) [slides]

[109] ICCOPT 2016, Tokyo, Japan, August 6-11, 2016 (invited)

[108] 2016 International Workshop on Modern Optimization and Applications (MOA 2016), Beijing, China, June 27-29, 2016 (invited)

[107] INFORMS International Conference, Hawaii, USA, June 12-15, 2016 (invited)

[106] ECMath Colloquium "Sparsity: Statistics, Optimization and Applications", Einstein Center for Mathematics, Berlin, Germany, April 22, 2016 (keynote)

[105] Computationally and Statistically Efficient Inference for Complex Large-scale Data, Oberwolfach, Germany, March 6-12, 2016 (invited)

[104] Optimization without Borders, Les Houches, France, February 7-12, 2016 (invited)

[103] Working Probability Seminar, School of Mathematics, University of Edinburgh, January 19, 2016 (invited)

[102] 3KK Conference (trojkralova konferencia), Bratislava, Slovakia, January 4, 2016

## 2015 Talks

[101] Theoretical and Computational Approaches to Large Scale Inverse Problems (Alan Turing Institute Workshop), ICMS, Edinburgh, UK, December 2-4, 2015 (organizer)

[100] Distributed Machine Learning and Optimization (Alan Turing Institute Workshop), ICMS, Edinburgh, UK, November 25-27, 2015 (organizer)

[99] Course: Randomized algorithms for big data optimization, Graduate School in Systems, Optimization, Control and Networks (SOCN), Universite catholique de Louvain, Belgium, Fall 2015 (invited PhD course: 6 x 3.5 hours)

[98] 2015 IEEE International Conference on Data Science and Advanced Analytics, Paris, France, October 19-21, 2015 (invited tutorial) [slides]

[97] Computational Mathematics and Applications Seminar, University of Oxford, UK, October 8, 2015 (invited) [slides]

[96] Statistical and Computational Challenges in Large-Scale Data Analysis (Alan Turing Institute Workshop), Cambridge, UK, September 28-30, 2015 (invited)

[95] LMS Inverse Day, Edinburgh, UK, September 21, 2015 (invited) [slides]

[94] Machine Learning Thematic Trimester, Summer School course on "Optimization in Machine Learning", Toulouse, France, September 14-18, 2015 (invited)

[93] Research Seminar, IST Austria, September 7, 2015 (invited)

[92] International Conference on Operations Research: Optimal Decisions and Big Data, Vienna, September 1-4, 2015 (invited session organizer)

[91] 22nd ISMP, Pittsburgh, July 12-17, 2015 (invited session organizer)

[90] International Conference on Machine Learning (ICML), Lille, France, July 6-11, 2015 (invited tutorial on randomized optimization methods; joint with Mark Schmidt)

[89] School of Mathematics Seminar, UC Davis, June 1, 2015 (invited by Michael Friedlander)

[88] AmpLab seminar, UC Berkeley, May 27, 2015 (invited)

[87] Optimization and Big Data 2015, Edinburgh, May 6-8, 2015 (organizer)

[86] Maxwell Institute Probability Day, University of Edinburgh, April 20, 2015 (invited)

[85] Optimization and Statistical Learning, Les Houches, France, January 11-16, 2015 (invited) [slides]

[84]
Theory of Big
Data Science, University College London, January 7-9,
2015 (invited)

## 2014 Talks

[83] Optimization Workshop, Foundations of Computational Mathematics, Montevideo, Uruguay, December 15-17, 2014 (invited) [slides][82] Numerical Algorithms and Intelligent Software, University of Edinburgh, December 5, 2014 (organizer and speaker) [slides]

[81] Working Probability Seminar, University of Edinburgh, December 3, 2014 (invited)

[80] Working Probability Seminar, University of Edinburgh, November 26, 2014 (invited)

[79] 46th Conference of Slovak Mathematicians, Jasna, Slovakia, November 20-23, 2014 (plenary)

[78] ANC/DTC Seminar, School of Informatics, University of Edinburgh, November 4, 2014 (invited) [slides]

[77] Research Seminar, The Chinese University of Hong Kong, October 10, 2014 (invited by Shiqian Ma)

[76] MIGSAA industrial sandpit, International Centre for Mathematical Sciences, Edinburgh, October 3, 2014

[75] LFCS Seminar, School of Informatics, University of Edinburgh, September 30, 2014 (invited)

[74] Mathematical Methods in Economy and Industry, Smolenice, Slovakia, September 8-12, 2014 (plenary)

[73] IMA
Numerical
Linear Algebra and Optimization, Birmingham, September
3-5, 2014 (minisymposium organizer and speaker)

[72] Understanding Complex and Large Industrial Data, Lancaster, July 1-2, 2014 (keynote)

[71] NATCOR PhD Course on Convex
Optimization (jointly with other ERGO
faculty and Steve Boyd),
Edinburgh, June 23-27, 2014

[70] Khronos-Persyval
Days
"High-Dimensional Learning and Optimization";
Randomized Coordinate Descent for Big Data Optimization (6
hr PhD course), Grenoble, France, June 11-12, 2014 (invited)

[69] SIAM
Conference on Optimization, San Diego, California, May
19-22, 2014 (minisymposium organizer and speaker).

[68] SITA'14
- 9th International Conference on Intelligent Systems:
Theories and Applications, Rabat, Morocco, May 7-8,
2014 (keynote)

[67] Parisian
Seminar
on Optimization, Paris, France, May 5, 2014 (invited)

[66] Stochastic
Gradient
Methods, IPAM, UCLA, February 24-28, 2014 (invited) [slides]

[65] Big Data: Challenges and Applications, Imperial College, February 17-19, 2014 (invited 3h tutorial on optimization with big data)

[64] "Main seminar", Laboratory for Structural Methods of Data Analysis in Predictive Modeling (PreMoLab), Moscow Institute of Physics and Technology, Moscow, Russia, February 13, 2014 (invited) [slides]

## 2013 Talks

[63] 6th NIPS
workshop on Optimization for Machine Learning, Lake
Tahoe, California, December 9-10, 2013 (plenary)

[62] 5th
International Conference on Information Technologies and
Information Society, Slovenia, November 7-9, 2013
(plenary)

[61] AmpLab
all hands seminar, UC Berkeley, October 29, 2013 [slides]

[60] Parallel and Distributed Algorithms for Inference and Optimization (a workshop within the Theoretical Foundations of Big Data Analysis program), Simons Institute for the Theory of Computing, Berkeley, October 21-25, 2013 (invited) [slides]

[59] Machine Learning Seminar @ Google, California,
September 10, 2013 (invited)

[58] 4th
ICCOPT, Lisbon, Portugal, July 27-August 1, 2013
(cluster chair and speaker)

[57] 4th
International Conference on Optimization, Simulation and
Control, Ulaanbaatar, Mongolia, July 1-4, 2013

[56] 25th
Biennial Numerical Analysis Conference, Glasgow,
University of Strathclyde, June 25-28, 2013

I am giving a talk in the *"Recent Advances in Big Data
Problems"* minisymposium.

[55] Big
Data
Mining 2013, Imperial College London, May 14-15, 2013
(invited by Giovanni Montana) [slides]

[54] Optimization
and
Big Data, Edinburgh, May 1-3, 2013 (organizer)

[53] Fête Parisienne in Computation, Inference and Optimization, Paris, France, March 20, 2013 (invited by Francis Bach and Michael Jordan) [slides]

[52] Edinburgh
SIAM Student Chapter conference, March 6, 2013
(invited) [slides]

[51] Big Data and Social Media, Glasgow, UK, February 26, 2013 (invited by Des Higham) [slides]

[50] Research Recap, Innovative Learning Week, February 21,
2013 [slides - 15 mins]

[49] Mathematical
Optimization
Seminar, CORE, Louvain-la-Neuve, Belgium, February 5,
2013 (invited by Yurii Nesterov)

[48] Edinburgh
Research
Group in Optimization seminar talk, University of
Edinburgh, January 30, 2013

[47] Optimization
and
Statistical Learning, Les Houches, France, January
6-11, 2013 (invited) [slides]

## 2012 Talks

[46] University of Strathclyde, Numerical
Analysis Seminar, December 11, 2012 (invited)

[45] INFORMS
Annual Meeting, Phoenix, Arizona, October 14-17, 2012
(session organizer and speaker)

[44] 3rd
IMA
Conf. on Numerical Linear Algebra and Optimisation,
Birmingham, UK, September 10–12, 2012 (minisymposium
organizer and speaker)

[43] 21st ISMP, Berlin,
Germany, August 19–24, 2012 (session organizer and speaker)

[42] ICML
Workshop
on Optimization in Machine Learning, Edinburgh, UK,
July 1, 2012 (invited)*
Speakers:* Constantine Caramanis (Texas Austin), Ali
Jadbabaie (Pennsylvania), Anatoli Juditsky (Joseph
Fourier), Jorge Nocedal (Northwestern), P. R.
(Edinburgh), Karthik Sridharan (Pennsylvania), Michael
Mahoney (Stanford)

[41] Research Seminar, Wisconsin
Institutes
for Discovery, June 19, 2012 (invited)

[40] Advances
in
Large-Scale Optimization, Edinburgh, UK, May 24–25,
2012 (workshop organizer and speaker)

[39] 3rd Conference on Optimization Methods and Software, Chania, Crete, Greece, May 13–17, 2012 (invited)

[38] University of Cambridge, Applied
and Computational Analysis Seminar, May 3, 2012
(invited)

[37] INFORMS Optimization Society Conference, Coral Gables, Florida, February 24–26, 2012

[36] Cardiff University, Operational Research and Statistics Research Seminar, February 15, 2012 (invited)

[35] Comenius University, Seminar of the Center for
Economics and Finance, January 9, 2012

## 2011 Talks

[34] ICNONLA, The 8th International Conference on Numerical Optimization and Numerical Linear Algebra, Xiamen, China, November 7–11, 2011

[33] University of Edinburgh, Algorithms & Complexity Research Seminar @ School of Informatics, October 26, 2011 (invited)

[32] Oxford University, Computational Mathematics and Applications Research Seminar, October 13, 2011 (invited)

[31] London School of Economics, The OR Society Mathematical Programming Seminar, October 12, 2011 (invited)

[30] Heriot-Watt University, Computational
Mathematics
and Maths Biology Seminar, October 6, 2011
(invited)

[29] FoCM,
Budapest, Hungary, July 4–14, 2011 (invited)

[28] 24th
Biennial Conference on Numerical Analysis, June
28th–July 1st, 2011 (minisymposium organizer and speaker)

[27] SPARS 11, Signal Processing with Adaptive Sparse Structured Representations, Edinburgh, June 27–30, 2011

[26] Catholic University of Louvain, CORE, Mathematical
Programming Seminar, Belgium, June 7, 2011 (invited)

[25] SIAM
Conference on Optimization, Darmstadt, Germany, May
16–19, 2011 (session chair)

[24] Computational
Complexity
Challenges in Optimization, Edinburgh, May 12, 2011
(invited)

[23] LANCS
Workshop
on Modelling and Solving Complex Optimization Problems,
Lancaster, April 11–13, 2011

## 2006-2010 Talks

[22] 2nd
IMA
Conference on Numerical Linear Algebra and Optimisation,
Birmingham, UK, September 13–15, 2010

[21] The
International Conference on Continuous Optimization
(ICCOPT 2010), Santiago, Chile, July 26–29, 2010

[20] 24th European Conference on Operational Research (EURO
XXIV), Lisbon, Portugal, July 11–14, 2010

[19] INFORMS Annual Meeting, San Diego, California, USA,
October 11–14, 2009 (invited)

[18] 14th Belgian-French-German Conference on Optimization,
Leuven, Belgium, September 14–18, 2009

[17] 20th Int. Symposium on Mathematical Programming (ISMP 2009), Chicago, USA, August 23–29, 2009 (invited)

[16] 15th Mathematical Programming Meeting, Han-Sur-Lesse,
Belgium, March 26–27, 2009

[15] ALGORITMY 2009,
High Tatra Mountains, Slovakia, March 15–20, 2009

[14] 23rd
Belgian Conference on Operations Research (ORBEL 2009),
Leuven, Belgium, February 5–6, 2009

[13] “MATFYZ” Alumni Week, Faculty of Mathematics, Physics
and Informatics, Comenius University, Bratislava,

Slovakia, December 19, 2008 (invited)

[12] Veszprem Optimization Conference: Advanced Algorithms (VOCAL 2008), Regional Center of the Hungarian Academy of Sciences, Veszprem, Hungary, December 15–17, 2008 (invited)

[11] DYSCO Study Day, Universite Libre de Bruxelles,
Belgium, November 14, 2008 (invited)

[10] INFORMS
Annual Meeting, Washington D.C. 2008, USA, October
12–15, 2008

[9] MOPTA
2008, Modeling and Optimization: Theory and
Applications, University of Guelph, Canada, August 17–23,
2008

[8] APMOD 2008, International Conference on Applied
Mathematical Programming and Modeling, Bratislava, Slovakia,
May 27–30, 2008

[7] Research Retreat, Matagne-le-Petite, Belgium, May
26–28, 2008 (invited)

[6] 14th Mathematical Programming Meeting, Han-Sur-Lesse,
Belgium, March 21, 2008

[5] INFORMS
Optimization Conference 2008: Theory, Computation and
Emerging Applications, Atlanta, Georgia, USA, March 14–16,
2008

[4] DYSCO Study Day, Royal Military Academy, 1000 Brussels,
November 22, 2007 (invited)

[3] 19th International
Symposium on Mathematical Programming (ISMP 2006), Rio
de Janeiro, Brazil, July 30–August 4, 2006

[2] 6th Annual MOPTA Conference, Modeling and Optimization:
Theory and Applications, Waterloo, Canada,

July 24–27, 2006 (invited)

[1] CORS/Optimization Days 2006 Joint Conference, Montreal,
Canada, May 8–10, 2006