[Forum SIS] Avviso di seminario :: Maggioni a DSS (Scienze Statistiche, Sapienza)

[Pierpaolo Brutti]

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 A v v i s o   d i   S e m i n a r i o
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Martedì 21 Luglio, ore 11:30am
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Stanza 34
Dipartimento di Scienze Statistiche
Sapienza Università di Roma

MAURO MAGGIONI
(Duke University, Department of Mathematics)

terrà un seminario dal titolo

MULTISCALE GEOMETRIC METHODS FOR STATISTICAL LEARNING
AND DATA IN HIGH-DIMENSIONS

tutti gli interessati sono invitati a partecipare.

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Maggiori informazioni sui seminari presso il DSS sono
consultabili a quest'indirizzo: http://goo.gl/Y6OQYm

Saluti

Pierpaolo Brutti

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ABSTRACT

We discuss a family of ideas, algorithms, and results for analyzing
various new and classical problems in the analysis of high-dimensional
data sets. These methods rely on the idea of performing suitable
multiscale geometric decompositions of the data, and exploiting such a
decomposition to perform a variety of tasks in signal processing and
statistical learning. In particular, we discuss the problem of
dictionary learning, where one is interested in constructing, given a
training set of signals, a set of vectors (dictionary) such that the
signals admit a sparse representation in terms of the dictionary
vectors. We discuss a multiscale geometric construction of such
dictionaries, its computational cost and online versions, and finite
sample guarantees on its quality. We then generalize part of this
construction to other tasks, such as learning an estimator for the
probability measure generating the data, again with fast algorithms
with finite sample guarantees, and for learning certain types of
stochastic dynamical system in high-dimensions. Applications to
construction of multi-resolution dictionaries for images, with the
incorporation of invariances, will be discussed.

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