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FOLDS seminar: Leveraging Structure for Faster Algorithms in Optimization and Diffusion

September 17 at 12:00 PM - 1:00 PM
Details
Date: September 17, 2026
Time: 12:00 PM - 1:00 PM
Event Category: ColloquiumSeminar
Event Tags:
Organizers
IDEAS Center
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PennAI
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Wharton Statistics and Data Science Department
Venue
Amy Gutmann Hall, Room 414 3333 Chestnut Street
Philadelphia
19104
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Zoom link: https://upenn.zoom.us/j/98220304722

Large-scale iterative methods drive modern AI, yet their theoretical foundations often lag behind their empirical success. We argue that bridging this gap requires identifying the inherent problem structure that enables these algorithms to perform well. This talk instantiates this principle across two domains: optimization and generative modeling.

First, we derive new theoretical guarantees for the Levenberg–Morrison-Marquardt method. Although this method is ubiquitous in settings that demand highly accurate solutions—for instance, when training physics-informed neural networks for scientific discovery—classical guarantees do not explain its strong empirical performance in modern overparameterized, ill-conditioned regimes. By reframing it through the lens of composite optimization, we uncover geometric conditions that ensure fast convergence even in these challenging modern regimes.

Second, we introduce Proximal Diffusion Models (PDM). While standard diffusion models rely on score-matching and forward discretization, we demonstrate that a backward discretization using proximal maps offers significant theoretical and practical advantages. Under mild conditions, we prove that PDM achieves $\varepsilon$-accuracy in KL-divergence within $\widetilde{O}(d/\sqrt{\varepsilon})$ steps and empirically demonstrate that it outperforms conventional methods using fewer sampling iterations.

Speaker

Mateo Diaz

Assistant Professor in the Department of Statistics and the Data Science Institute at the University of Chicago

Mateo Díaz is an Assistant Professor in the Department of Statistics and the Data Science Institute at the University of Chicago. His research lies at the intersection of continuous optimization, geometry, and statistics. He develops mathematical foundations and scalable algorithms for problems arising in data science, machine learning, and signal processing. Before joining the University of Chicago, he was an Assistant Professor of Applied Mathematics and Statistics at Johns Hopkins University. He previously spent two years as a postdoctoral scholar at Caltech. Mateo received his Ph.D. in Applied Mathematics from Cornell University in 2021 and earned bachelor’s degrees in Mathematics and in Systems and Computing Engineering, as well as a master’s degree in Mathematics, from Universidad de los Andes in Colombia. His work has been recognized with the Beale–Orchard-Hays Prize, an NSF CAREER Award, and a Sloan Research Fellowship in Mathematics.