Time and Location: Friday, 3:00-4:00PM. Special time and locations are indicated in color.
If you are interested in meeting a speaker, please contact the host of the speaker.
Here are the links to the past seminars: Fall 2011, Spring 2011, Fall 2010, Spring 2010, Fall 2009
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Speaker |
Title and Abstract |
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01/27/2012 |
Thierry E. Magin
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Kinetic theory
derivation of nonequilibrium hydrodynamic models for atmospheric entry
plasmas |
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02/03/2012 |
Pradeep Ravikumar CS, UT Austin |
Greedy Algorithms for Structurally Constrained High Dimensional Problems Modern problems across science and engineering increasingly require high-dimensional models; with more parameters than observations. It is now well understood that statistically reliable inference is still possible under such high-dimensional settings, provided one restricts to constrained subclasses of models with particular low-dimensional structure. Examples include linear regression with sparsity constraints (compressed sensing), estimation of covariance or inverse covariance matrices, sparse principal component analysis, low-rank matrix estimation, and sparse additive non-parametric models. Over the past decade, there has been a strong body of work that have proposed statistical estimators for inferring such structurally constrained high-dimensional models, with strong statistical guarantees. In
this talk, we consider the computational facet of such estimation:
could we provide a general computational scheme to solve any of the
convex optimization problems that arise in such high-dimensional
inference? We find that such a general computational scheme is indeed
possible: specifically, we discuss and analyze a scheme based on a
greedy strategy. Our framework not only unifies existing greedy
algorithms that have been proposed for such high-dimensional problems by
recovering them as special cases but also yields novel ones.
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04/02/12 |
Gunther Uhlmann University of California at Irvine and University of Washington |
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