Machine Learning Seminar

When: 04/28/2017 at 11:45 AM to 04/28/2017 at 01:00 PM

Sponsors: Machine Learning, Bass Connections-Information, Society & Culture, Computer Science, Electrical and Computer Engineering (ECE), Information Initiative at Duke (iiD), Mathematics, and Statistical Science

Location: Gross Hall, 330 -- Ahmadieh Family Grand Hall

Title: Graph-Guided Banding for Covariance Estimation0x0AAbstract: Reliable estimation of the covariance matrix is notoriously difficult in high dimensions. Numerous methods assume that the population covariance (or inverse covariance) matrix is sparse while making no particular structural assumptions on the desired sparsity pattern. A highly-related, yet complementary, literature studies the setting in which the measured variables have a known ordering, in which case a banded (or near-banded) population matrix is assumed. This talk will address the broad middle ground that lies between the former approach of complete neutrality to the sparsity pattern and the latter highly restrictive assumption of having a known ordering. A class of convex regularizers is developed that is in the spirit of banding and yet attains sparsity structures that can be customized to a wide variety of applications.

Series Name: Machine Learning Seminar

Presenter: Jacob Bien

Categories: Lecture/Talk and Panel/Seminar/Colloquium

Contact: Dawn, Ariel

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