Systems | Information | Learning | Optimization
 

A big conjecture in combinatorics that unexpectedly got proved last week and what this has to do with matrix multiplication

There’s a popular folk question about the card game Set: how many cards can you have on the table before there’s necessarily a legal play? The answer, which is pretty tricky to work out, and which is larger than most people expect, is 20. This is one case of a …

Balancing Computation and Communication in Distributed Optimization

Distributed optimization methods consist of two key aspects: communication and computation. More specifically, at every iteration (or every several iterations) of a distributed algorithm, each node in the network requires some form of information exchange with its neighboring nodes (communication) and the computation of a (sub)-gradient (computation). The standard way …

Analysis and Design of First-Order Methods for Smooth Strongly Convex Optimization & Low-Complexity Channel Estimation via the Sparse Fast Fourier Transform

Optimization algorithms play a fundamental role in analyzing the vast amount of data available today. Due to the need for fast optimization algorithms, there has been recent interest in understanding the mechanisms which enable optimization algorithms to converge quickly. We gain insight into these algorithms by leveraging techniques from control …

Approximate Optimality of Finite Models in Stochastic Control and Decentralized Control

For stochastic control problems with uncountable state and action spaces, the computation of optimal policies is known to be prohibitively hard. In this talk, we will present conditions under which finite models obtained through quantization of the state and action sets can be used to construct approximately optimal policies. Under …

What do oil spills, air pollutants, and ocean acoustics have in common? Detection, tracking and classification of environmental signals

Environmental studies frequently involve understanding complex between interactive components which may be challenging to detect, quantify or analyze using traditional methods. Furthermore, the interactions between the components themselves might be challenging to model or empirically estimate. For example, a fundamental bottleneck to fingerprinting petroleum sampled from an oil-rich region lies …