Together with Yuxin Chen (Princeton) and Yuejie Chi (CMU), I gave a tutorial at this year's ICASSP on recent advances on nonconvex statistical estimation. We will be covering topics include the landscapes of nonconvex estimation, analyzing gradient descent and stochastic gradient descent methods, spectral methods for initialization, and example applications to phase retrieval, low-rank matrix recovery and blind deconvolution.

Here are the slides of our tutorial (55 Mb PDF).