[Probabilidad-Estadistica-Seminario] Seminario de Probabilidad y Estadística - Gonzalo Mateos (University of Rochester)

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Seminario de Probabilidad y Estadística
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Título: "Fast Topology Identification from Smooth Graph Signals"

Expositor: Gonzalo Mateos (University of Rochester)

Resumen:
 


Abstract: In this talk we consider network topology identification subject to a
signal smoothness prior on the nodal observations. A fast dual-based proximal
gradient algorithm is developed to efficiently tackle a strongly convex,
smoothness-regularized network inverse problem known to yield high-quality graph
solutions. Unlike existing solvers, the novel iterations come with global
convergence rate guarantees and do not require additional step-size tuning.
Reproducible simulated tests demonstrate the effectiveness of the proposed
method in accurately recovering random and real-world graphs, markedly faster
than state-of-the-art alternatives and without incurring an extra computational
burden.

Bio: Gonzalo Mateos earned the B.Sc. degree from Universidad de la Republica,
Uruguay, in 2005, and the M.Sc. and Ph.D. degrees from the University of
Minnesota, Twin Cities, in 2009 and 2011, all in electrical engineering. He
joined the University of Rochester (UofR), Rochester, NY, in 2014, where he is
currently an Associate Professor with the Dept. of Electrical and Computer
Engineering, as well as an Asaro Biggar Family Fellow in Data Science. He is
also the Associate Director for Research at the UofR’s Goergen Institute for
Data Science.  During the 2013 academic year, he was a visiting scholar with the
Computer Science Dept. at Carnegie Mellon University. From 2004 to 2006, he
worked as a Systems Engineer at Asea Brown Boveri (ABB), Uruguay. His research
interests lie in the areas of statistical learning from complex data, network
science, decentralized optimization, and graph signal processing, with
applications in brain connectivity, dynamic network health monitoring, social,
power grid, and Big Data analytics.
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Viernes 4/8 a las 10:30, Facultad de Ingeniería, salón 101 (Seminarios IMERL).

Contacto: Alejandro Cholaquidis - acholaquidis en hotmail.com
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Link:

https://salavirtual-
udelar.zoom.us/j/88544669179?pwd=UlBHdWRWdEZVMGw0akpPeEd0VWJzZz09

Página del    seminario : https://pye.cmat.edu.uy/ seminario

Página del grupo: https://pye.cmat.edu.uy/home

Canal de youtube: https://www.youtube.com/channel/UCOPZEOrLSAYPz2qCAL-KqMg/about
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